Research classified by Journal of Economic Literature (JEL) codes

2007

• Lehmann, Bruce & Timmermann, Allan, 2007, "Performance measurement and evaluation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24505, Apr.
• Morten Balling (ed.), 2007, "Corporate Governance in Financial Institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2007/3, ISBN: ARRAY(0x830cd888), May.
• Sheng Li & Oliver Linton, 2007, "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers, Financial Markets Group, number dp591, Jul.
• Régis Breton, 2007, "A Smoke Screen Theory of Financial Intermediation," Post-Print, HAL, number halshs-00256837, Jun.
• Cooper, Ian A. & Nyborg, Kjell G., 2007, "Valuing the Debt Tax Shield," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/15, Mar.
• Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2007, "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 214, Nov, revised 01 Jun 2011.
• Robert J. Aumann & Roberto Serrano, 2007, "An Economic Index of Riskiness," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp446, Feb.
• Robert J. Aumann & Roberto Serrano, 2007, "An economic index of riskiness," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-08, Feb.
• Thorsten Beck & Asli Demirgüç-Kunt & Ross Levine, 2007, "Finance, inequality and the poor," Journal of Economic Growth, Springer, volume 12, issue 1, pages 27-49, March, DOI: 10.1007/s10887-007-9010-6.
• Kam Chan & Carl Chen & Peter Lung, 2007, "One-and-a-half decades of global research output in Finance: 1990–2004," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 4, pages 417-439, May, DOI: 10.1007/s11156-007-0018-y.
• Priya P. Lele & Mathias M. Siems, 2007, "Shareholder Protection: A Leximetric Approach," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 170, Feb.
• Piyapas Tharavanij, 2007, "Capital Market, Severity Of Business Cycle, And Probability Of An Economic Downturn," Monash Economics Working Papers, Monash University, Department of Economics, number 32-07.
• Piyapas Tharavanij, 2007, "Capital Market And Business Cycle Volatility," Monash Economics Working Papers, Monash University, Department of Economics, number 33-07.
• Piyapas Tharavanij, 2007, "Capital Market, Frequency Of Recession, And Fraction Of Time The Economy In Recession," Monash Economics Working Papers, Monash University, Department of Economics, number 34-07.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13107, May.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2007, "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13108, May.
• John Donaldson & Rajnish Mehra, 2007, "Risk Based Explanations of the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 13220, Jul.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1005-1033.
• Cifter, Atilla & Ozun, Alper, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2489, Jan.
• Mishra, SK, 2007, "The nearest correlation matrix problem: Solution by differential evolution method of global optimization," MPRA Paper, University Library of Munich, Germany, number 2760, Apr, revised 17 Apr 2007.
• Cotter, John & Dowd, Kevin, 2007, "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 3503.
• Cotter, John & Dowd, Kevin, 2007, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," MPRA Paper, University Library of Munich, Germany, number 3504.
• Tharavanij, Piyapas, 2007, "Capital Market and Business Cycle Volatility," MPRA Paper, University Library of Munich, Germany, number 4952, Sep.
• Tharavanij, Piyapas, 2007, "Capital Market, Severity of Business Cycle, and Probability of Economic Downturn," MPRA Paper, University Library of Munich, Germany, number 4953, Sep.
• Tharavanij, Piyapas, 2007, "Capital Market Development, Frequency of Recession, and Fraction of Time the Economy in Recession," MPRA Paper, University Library of Munich, Germany, number 4954, Sep.
• Sarkar, Prabirjit, 2007, "Capital Accumulation in Less Developed Countries: Does Stock Market Matter?," MPRA Paper, University Library of Munich, Germany, number 5053, Jul.
• Pandey, Adya Prasad & Shivesh, 2007, "Indian SMEs and their uniqueness in the country," MPRA Paper, University Library of Munich, Germany, number 6086, Dec.
• Gurgul, Henryk & Majdosz, Paweł & Mestel, Roland, 2007, "Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien
  [On application of regression models in event studies on financial markets]," MPRA Paper, University Library of Munich, Germany, number 68570, revised 2007.
• Gurgul, Henryk & Mestel, Roland & Wójtowicz, Tomasz, 2007, "Distribution of Volume on the American Stock Market," MPRA Paper, University Library of Munich, Germany, number 68572, revised 2007.
• Tomáš Krabec, 2007, "Operabilita pojmu tržní hodnoty v intencích standardizace oceňování
  [To the Operability of Market Value in Terms of Standardization of Valuation]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 2, pages 263-274, DOI: 10.18267/j.polek.600.
• Ralf Becker & Adam Clements & James Curchin, 2007, "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series, National Centre for Econometric Research, number 15, May.
• Ralf Becker & Adam Clements, 2007, "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series, National Centre for Econometric Research, number 17, Jun.
• Ralf Becker & Adam Clements, 2007, "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series, National Centre for Econometric Research, number 18, Jun.
• Benjamin Eden, 2007, "International Seigniorage Payments," 2007 Meeting Papers, Society for Economic Dynamics, number 54.
• Sen Wang & C. Tyler DesRoches & Lili Sun & Brad Stennes & Bill Wilson & G. Cornelis van Kooten, 2007, "Linking Forests and Economic Well-being: A Four Quadrant Approach," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2007-01, Mar.
• Eric Vernier, 2007, "Impacts sociaux, économiques et politiques du blanchiment de capitaux (Social, economic and political impacts of money laundering)," Working Papers, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation, number 157, Jun.
• Parantap Basu & Andrei Semenovz & Kenji Wadax, 2007, "Uninsurable Risk and Financial Market Puzzles," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0701, Nov.
• Anusha Chari & Peter Henry, 2007, "Firm-Specific Information and the Efficiency of Investment," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-005, Aug.
• Fredrik Armerin & Bjarne Astrup Jensen & Tomas Bjork, 2007, "Term Structure Models with Parallel and Proportional Shifts," Applied Mathematical Finance, Taylor & Francis Journals, volume 14, issue 3, pages 243-260, DOI: 10.1080/13504860600858030.
• Stephen Satchell & Susan Thorp, 2007, "Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 209, Dec.
• Haizhou Huang & Ning Zhu, 2007, "The Chinese Bond Market: Historical Lessons, Present Challenges and Future Perspectives," Yale School of Management Working Papers, Yale School of Management, number amz2582, Jun, revised 21 Sep 2009.
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2007, "Modelling financial time series with SEMIFAR-GARCH model," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/14.
• Matthias Doepke & Fabrizio Zilibotti, 2007, "Occupational choice and the spirit of capitalism," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 326, Jun.

2006

• Dana BAKO, 2006, "Raportul De Cauzalitate Dintre Crizele Financiare Actuale Si Cresterea Integrarii Financiare," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 76-81, April.
• Bricongne, J-C., 2006, "Les comptes financiers de la Nation en 2005 : nouvel essor de l’endettement des ménages, reprise de celui des entreprises," Bulletin de la Banque de France, Banque de France, issue 149, pages 33-38.
• Claudio E. V. Borio & Kostas Tsatsaronis, 2006, "Risk in financial reporting: status, challenges and suggested directions," BIS Working Papers, Bank for International Settlements, number 213, Aug.
• Ahmet Faruk Aysan & A. Muslim, 2006, "The Failure of Competition in the Credit Card Market in Turkey: The New Empirical Evidence," Working Papers, Bogazici University, Department of Economics, number 2006/09, Sep.
• Jairo Laser Procianoy & Rodrigo S. Verdi, 2006, "The Market Reaction to Changes in the Brazilian Stock Exchange Indexes," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 141-167.
• Robert J. Aumann & Roberto Serrano, 2006, "An Economic Index of Riskiness," Working Papers, Brown University, Department of Economics, number 2006-20.
• Mathias Siems & Priya Lele, 2006, "Shareholder Protection: A Leximetric Approach," Working Papers, Centre for Business Research, University of Cambridge, number wp324, Jun.
• José Pablo Dapena, 2006, "Volatility of GDP, macro applications and policy implications of real options for structure of capital Markets," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 320, Apr.
• José Pablo Dapena, 2006, "Decisiones de inversión y abandono de inversiones en contextos de agregación imperfecta de información," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 321, May.
• Jaime Roldán López, 2006, "Unidad de Servicios Estudiantiles Integrales Propuesta para reflexionar acerca de la forma en que se deben prestar los servicios al estudiante," Ravista Raites antes Panorama Administrativo Journal, Red de Investigación en Administración de la Innovación Tecnológica, Económica y Sustentable - Instituto Tecnológico de Celaya, Departamento de Ciencias Económico Administrativas, volume 1, issue 1, pages 103-107, December.
• José Cuitlahuac Guzmán Hernández, 2006, "El microcrédito en México," Ravista Raites antes Panorama Administrativo Journal, Red de Investigación en Administración de la Innovación Tecnológica, Económica y Sustentable - Instituto Tecnológico de Celaya, Departamento de Ciencias Económico Administrativas, volume 1, issue 1, pages 109-120, December.
• Arturo Alcaraz Avendaño & Claudia Mayela Alcaraz Avendaño, 2006, "¿Qué es la calidad para usted?," Ravista Raites antes Panorama Administrativo Journal, Red de Investigación en Administración de la Innovación Tecnológica, Económica y Sustentable - Instituto Tecnológico de Celaya, Departamento de Ciencias Económico Administrativas, volume 1, issue 1, pages 85-89, December.
• Robert J. Aumann & Roberto Serrano, 2006, "An Economic Index of Riskiness," Levine's Bibliography, UCLA Department of Economics, number 321307000000000585, Nov.
• Julio César Alonso & Mauricio Alejandro Arcos, 2006, "Cuatro hechos estilizados de las series de rendimientos: Una ilustración para Colombia," Estudios Gerenciales, Universidad Icesi.
• Rydqvist, Kristian & Lasser, Dennis, 2006, "Ranking Journals by Concentration of Author Affiliation: Thirty-Five Years of Finance Research," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5731, Jun.
• Fulop, Andras, 2006, "Feedback Effects of Rating Downgrades," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06016, Oct.
• Smets, Frank & Wouters, Raf & de Walque, Gregory, 2006, "Firm-specific production factors in a DSGE model with Taylor price setting," Working Paper Series, European Central Bank, number 648, Jun.
• Chari, Anusha & Henry, Peter B., 2006, "Firm-Specific Information and the Efficiency of Investment," Research Papers, Stanford University, Graduate School of Business, number 1930, Apr.
• Cotter, John & Dowd, Kevin, 2006, "Extreme spectral risk measures: An application to futures clearinghouse margin requirements," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3469-3485, December.
• Ana Paula Martins, 2006, "On Simple Conditions for Mixed Equilibria in Dualistic Models. Part I: Degree of Mobility," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2006_03, Jun.
• Ana Paula Martins, 2006, "On Simple Conditions for Mixed Equilibria in Dualistic Models. Part II: Degree of Coverage," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2006_04, Jun.
• Giovannetti, Bruno & Menezes-Filho, Naércio A., 2006, "Trade liberalization and the demand for skilled labor in Brazil," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123402, Oct.
• Danielsson, Jon & Zigrand, Jean-Pierre & Jorgensen, Bjørn N. & Sarma, Mandira & de Vries, C. G., 2006, "Consistent measures of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24517, May.
• Carlo Alberto Magni, 2006, "Zelig and the Art of Measuring Excess Profit," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 103-129, June.
• Argia M. Sbordone, 2006, "U.S. wage and price dynamics: a limited information approach," Staff Reports, Federal Reserve Bank of New York, number 256, Aug.
• Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006, "Consistent Measures of Risk," FMG Discussion Papers, Financial Markets Group, number dp565, May.
• Régis Breton, 2006, "A Smoke Screen Theory of Financial Intermediation," Post-Print, HAL, number halshs-00256839, Oct.
• Régis Breton, 2006, "A Smoke Screen Theory of Financial Intermediation," Post-Print, HAL, number halshs-00257192, Mar.
• Régis Breton, 2006, "A Smoke Screen Theory of Financial Intermediation," Working Papers, HAL, number halshs-00009595, Mar.
• Raahauge, Peter, 2006, "Upper Bounds on Numerical Approximation Errors," Working Papers, Copenhagen Business School, Department of Finance, number 2004-4, Jun.
• Bechmann, Ken L. & Rangvid , Jesper, 2006, "Rating mutual funds," Working Papers, Copenhagen Business School, Department of Finance, number 2005-6, Jun.
• Ana-Isabel Mateos & Mariano González, 2006, "Análisis Empírico De Los Destinos De Los Cash Flows En Empresas Españolas," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-12, Oct.
• Enrico Giorgi & Thorsten Hens, 2006, "Making prospect theory fit for finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 339-360, September, DOI: 10.1007/s11408-006-0019-1.
• Agus Eko Nugroho, 2006, "Microfinance Commercialisation, Challenges and Issues in Developing Countries: A Critical Literature Review," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 54, pages 173-195, August.
• Kenning, Peter & Mohr, Peter & Erk, Susanne & Walter, Henrik & Plassmann, Hilke, 2006, "The role of fear in home-biased decision making: first insights from neuroeconomics," MPRA Paper, University Library of Munich, Germany, number 1076, Aug, revised 18 Nov 2006.
• Jackwerth, Jens Carsten & Hodder, James E., 2006, "Incentive Contracts and Hedge Fund Management," MPRA Paper, University Library of Munich, Germany, number 11632, May.
• Enrique, Navarrete, 2006, "Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods," MPRA Paper, University Library of Munich, Germany, number 1369, Oct.
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006, "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper, University Library of Munich, Germany, number 1593.
• Feng, Yuanhua & Yu, Keming, 2006, "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper, University Library of Munich, Germany, number 1597.
• McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E., 2006, "Hurst exponents, Markov processes, and fractional Brownian motion," MPRA Paper, University Library of Munich, Germany, number 2154, Sep.
• Scalas, Enrico & Kim, Kyungsik, 2006, "The art of fitting financial time series with Levy stable distributions," MPRA Paper, University Library of Munich, Germany, number 336, Aug.
• Cotter, JOhn & Dowd, Kevin, 2006, "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper, University Library of Munich, Germany, number 3505.
• Yildizhan, Celim, 2006, "Stock Splits, A Survey," MPRA Paper, University Library of Munich, Germany, number 53888, Aug.
• Aysan, Ahmet Faruk & Müslim, Nusret Ahmet, 2006, "The Failure of Competition in the Credit Card Market in Turkey: The New Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 5483.
• magni, Carlo Alberto, 2006, "Zelig and the Art of Measuring Excess Profit," MPRA Paper, University Library of Munich, Germany, number 5663, Jun.
• Jesus, Saurina & Gabriel, Jimenez, 2006, "Credit Cycles, Credit Risk, and Prudential Regulation," MPRA Paper, University Library of Munich, Germany, number 718, Mar.
• Fuhrer, Jeffrey, 2006, "Intrinsic and Inherited Inflation Persistence," MPRA Paper, University Library of Munich, Germany, number 805, Jun.
• Lelyveld, Iman van & Liedorp, Franka, 2006, "Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis," MPRA Paper, University Library of Munich, Germany, number 806, Jan.
• Matheson, Troy D, 2006, "Factor Model Forecasts for New Zealand," MPRA Paper, University Library of Munich, Germany, number 807, Apr.
• Fabiani, Silvia & Druant, Martine & Hernando, Ignacio & Kwapil, Claudia & Landau, Bettina & Loupias, Claire & Martins, Fernando & Matha, Thomas & Sabbatini, Roberto & Stahl, Harald & Stokman, Ad, 2006, "What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area," MPRA Paper, University Library of Munich, Germany, number 808, Jul.
• Milani, Fabio, 2006, "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," MPRA Paper, University Library of Munich, Germany, number 809, Jun.
• de Walque, Gregory & Smets, Frank & Wouters, Rafael, 2006, "Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting," MPRA Paper, University Library of Munich, Germany, number 810, Jun.
• Sbordone, Argia M, 2006, "U.S. Wage and Price Dynamics: A Limited-Information Approach," MPRA Paper, University Library of Munich, Germany, number 811, Jul.
• Roberts, John M, 2006, "Monetary Policy and Inflation Dynamics," MPRA Paper, University Library of Munich, Germany, number 812, Jul.
• Erceg, Christopher & Guerriei, Luca & Gust, Christopher, 2006, "SIGMA: A New Open Economy Model for Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 813, Jan.
• Javier de Frutos, 2006, "A Spectral Method for Bonds," Computing in Economics and Finance 2006, Society for Computational Economics, number 265, Jul.
• Baker, H. Kent & Mukherjee, Tarun K., 2006, "Survey Research in Finance: Views from Journal Editors," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-15, Feb.
• Benjamin Eden, 2006, "International Seigniorage Payments," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0622, Nov.
• Allen, Franklin & Chakrabarti, Rajesh & De, Sankar & Qian, Jun & Qian, Meijun, 2006, "Financing firms in India," Policy Research Working Paper Series, The World Bank, number 3975, Aug.

2005

• Claudio E. V. Borio & Kostas Tsatsaronis, 2005, "Accounting, prudential regulation and financial stability: elements of a synthesis," BIS Working Papers, Bank for International Settlements, number 180, Sep.
• Prasanna Gai & Nicholas Vause, 2005, "Measuring investors' risk appetite," Bank of England working papers, Bank of England, number 283, Nov.
• Aase, Knut K, 2005, "The perpetual American put option for jump-diffusions with applications," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt31g898nz, Jun.
• Aase, Knut K, 2005, "On the Consistency of the Lucas Pricing Formula," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6gk6b0xw, Jun.
• José Pablo Dapena, 2005, "Relación entre volatilidad de tasas de crecimiento del producto y volatilidad en el precio del stock de capital y su impacto en el nivel de inversión agregada de la economía," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 294, Jun.
• Rafael Repullo, 2005, "Liquidity, Risk-Taking, and the Lender of Last Resort," Working Papers, CEMFI, number wp2005_0504.
• J. Doyne Farmer & Martin Shubik & Eric Smith, 2005, "Economics: the next physical science?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1520, Jun.
• Mukhopadhyay, B., 2005, "Theory of Bank Lending with Monitoring and Application to Rural Banking in India 2002-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 85-100.
• Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers, East Asian Bureau of Economic Research, number 22469, Jan.
• Ngee-Choon Chia & Albert K C Tsui, 2005, "Medical Savings Accounts in Singapore : How much is adequate?," Finance Working Papers, East Asian Bureau of Economic Research, number 22567, Jan.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005, "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 05002, Feb.
• Adalid, Ramón & Coenen, Günter & McAdam, Peter & Siviero, Stefano, 2005, "The performance and robustness of interest-rate rules in models of the euro area," Working Paper Series, European Central Bank, number 479, Apr.
• Fabiani, Silvia & Stahl, Harald & Kwapil, Claudia & Druant, Martine & Stokman, Ad C.J. & Landau, Bettina & Sabbatini, Roberto & Mathä, Thomas Y. & Loupias, Claire & Hernando, Ignacio & Martins, Fernan, 2005, "The pricing behaviour of firms in the euro area: new survey evidence," Working Paper Series, European Central Bank, number 535, Oct.
• Matteo, T. Di & Aste, T. & Dacorogna, Michel M., 2005, "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Journal of Banking & Finance, Elsevier, volume 29, issue 4, pages 827-851, April.
• Acharya, Viral V. & Pedersen, Lasse Heje, 2005, "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, volume 77, issue 2, pages 375-410, August.
• Chia, Ngee-Choon & Tsui, Albert K.C., 2005, "Medical savings accounts in Singapore: how much is adequate?," Journal of Health Economics, Elsevier, volume 24, issue 5, pages 855-875, September.
• Hemert, Otto van, 2005, "Optimal intergenerational risk sharing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24660, Jun.
• Tsomocos, Dimitrios P. & Zicchino, Lea, 2005, "On modelling endogenous default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24667, Sep.
• Danielsson, Jon & Jorgensen, Bjørn N. & Mandira, Sarma & Samorodnitsky, Gennady & Vries, C. G. de, 2005, "Subadditivity re–examined: the case for value-at-risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24668, Oct.
• Jeffrey C. Fuhrer, 2005, "Intrinsic and inherited inflation persistence," Working Papers, Federal Reserve Bank of Boston, number 05-8.
• Lars E. O. Svensson & Robert J. Tetlow, 2005, "Optimal policy projections," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-34.
• Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2005, "SIGMA: A New Open Economy Model for Policy Analysis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 835, Jul.
• Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2005, "What explains the varying monetary response to technology shocks in G-7 countries?," Working Papers, Federal Reserve Bank of St. Louis, number 2004-002, DOI: 10.20955/wp.2004.002.
• Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005, "Subadditivity Re–Examined: the Case for Value-at-Risk," FMG Discussion Papers, Financial Markets Group, number dp549, Nov.
• Martin D. D. Evans(Georgetown University and NBER), 2005, "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-02, May.
• Hansen, Thomas Lyse & Jensen, Bjarne Astrup, 2005, "Energy Options in an HJM Framework," Working Papers, Copenhagen Business School, Department of Finance, number 2004-10, Jan.
• Armerin, Frederik & Björk, Tomas & Jensen, Bjarne Astrup, 2005, "Term Structure Models with Parallel and Proportional Shifts," Working Papers, Copenhagen Business School, Department of Finance, number 2005-5, Oct.
• Aase, Knut K., 2005, "On the Consistency of the Lucas Pricing Formula," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/9, Nov.
• Aase, Knut K., 2005, "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/11, Nov.
• Aase, Knut K., 2005, "The perpetual American put option for jump-diffusions with applications," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/12, Nov.
• De Giorgi, Enrico & Hens, Thorsten, 2005, "Making Prospect Theory Fit for Finance," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/19, Dec.
• De Giorgi, Enrico & Hens, Thorsten & Post, Thierry, 2005, "Prospect Theory and the Size and Value Premium Puzzles," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/20, Dec.
• Tarun Sabarwal, 2005, "The non-neutrality of debt in investment timing: a new NPV rule," Annals of Finance, Springer, volume 1, issue 4, pages 433-445, October, DOI: 10.1007/s10436-005-0016-9.
• Carlo Magni, 2005, "On Decomposing Net Final Values: Eva, Sva and Shadow Project," Theory and Decision, Springer, volume 59, issue 1, pages 51-95, August, DOI: 10.1007/s11238-005-8631-5.
• Andersson, Patric & Tour, Richard, 2005, "How to sample behavior and emotions of traders : [a psychological approach and an empirical example]," Papers, Sonderforschungsbreich 504, number 05-30.
• Augustynowicz, Paweł, 2005, "Stabilność gospodarcza Rosji w najbliższej przyszłości
  [Russian economic stability in the nearest future]," MPRA Paper, University Library of Munich, Germany, number 2280.
• Mallick, Indrajit, 2005, "Institutions and Capacity Building: The African Economic Development Potential Revisited," MPRA Paper, University Library of Munich, Germany, number 27791, Jan, revised 10 Aug 2005.
• Gadea, Maria & Mayoral, Laura, 2005, "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," MPRA Paper, University Library of Munich, Germany, number 815, Dec.
• Baba, Naohiko & Nakashima, Motoharu & Shigemi, Yosuke & Ueda, Kazuo, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," MPRA Paper, University Library of Munich, Germany, number 816, Oct.
• Elsinger, Helmut & Lehar, Alfred & Summer, Martin, 2005, "Using Market Information for Banking System Risk Assessment," MPRA Paper, University Library of Munich, Germany, number 817, Sep.
• Gai, Prasanna & Vause, Nicholas, 2005, "Measuring Investors' Risk Appetite," MPRA Paper, University Library of Munich, Germany, number 818, Dec.
• Svensson, Lars O, 2005, "Monetary Policy with Judgment: Forecast Targeting," MPRA Paper, University Library of Munich, Germany, number 819, Feb.
• Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005, "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," MPRA Paper, University Library of Munich, Germany, number 820, Feb.
• Adalid, Ramon & Coenen, Gunter & McAdam, Peter & Siviero, Stefano, 2005, "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," MPRA Paper, University Library of Munich, Germany, number 821, Feb.
• Nelson, Edward, 2005, "Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand," MPRA Paper, University Library of Munich, Germany, number 822, Jan.
• Lombardelli, Clare & Proudman, James & Talbot, James, 2005, "Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision Making," MPRA Paper, University Library of Munich, Germany, number 823, Feb.
• Caballero, Ricardo & Krishnamurthy, Arvind, 2005, "Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective," MPRA Paper, University Library of Munich, Germany, number 824, Jan.
• Woodford, Michael, 2005, "Firm-Specific Capital and the New Keynesian Phillips Curve," MPRA Paper, University Library of Munich, Germany, number 825, Feb.
• Repullo, Rafael, 2005, "Liquidity, Risk Taking, and the Lender of Last Resort," MPRA Paper, University Library of Munich, Germany, number 826, Feb.
• Preston, Bruce, 2005, "Learning about Monetary Policy Rules when Long-Horizon Expectations Matter," MPRA Paper, University Library of Munich, Germany, number 830, Nov.
• Evans, Martin D, 2005, "Where Are We Now? Real-Time Estimates of the Macroeconomy," MPRA Paper, University Library of Munich, Germany, number 831, Mar.
• Rajan, Raghuram G. & Tokatlidis, Ioannis, 2005, "Dollar Shortages and Crises," MPRA Paper, University Library of Munich, Germany, number 832, Mar.
• Gruen, David & Plumb, Michael & Stone, Andrew, 2005, "How Should Monetary Policy Respond to Asset-Price Bubbles?," MPRA Paper, University Library of Munich, Germany, number 833, May.
• Francis, Neville R & Owyang, Michael T & Theodorou, Athena T, 2005, "What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?," MPRA Paper, University Library of Munich, Germany, number 834, Jun.
• Allington, Nigel FB & Kattuman, Paul A & Waldmann, Florian A, 2005, "One Market, One Money, One Price?," MPRA Paper, University Library of Munich, Germany, number 835, Mar.
• Boivin, Jean & Ng, Serena, 2005, "Understanding and Comparing Factor-Based Forecasts," MPRA Paper, University Library of Munich, Germany, number 836, May.
• Svensson, Lars O & Tetlow, Robert J, 2005, "Optimal Policy Projections," MPRA Paper, University Library of Munich, Germany, number 839, Aug.
• Terenzio Cozzi, 2005, "A reappraisal of Modigliani's finance theories," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 215-235.
• Marco Pagano, 2005, "The Modigliani-Miller theorems: a cornerstone of finance," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 237-247.
• Terenzio Cozzi, 2005, "A reappraisal of Modigliani's finance theories," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 215-235.
• Marco Pagano, 2005, "The Modigliani-Miller theorems: a cornerstone of finance," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 237-247.
• Fernando Martins & S. Fabiani, 2005, "The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence," Working Papers, Banco de Portugal, Economics and Research Department, number w200510.
• Riccardo Colacito & Mariano Croce, 2005, "Risks For The Long Run And The Real Exchange Rate," 2005 Meeting Papers, Society for Economic Dynamics, number 794.
• Éric Vernier, 2005, "Le financement bancaire de la création d’entreprise (Banking financement and business creation)," Working Papers, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation, number 100, May.
• Egon Zakrajsek & Andrew Levin & Roberto Perli, 2005, "The Determinants of Market Frictions in the Corporate Market," Computing in Economics and Finance 2005, Society for Computational Economics, number 379, Nov.
• Marco Pagano, 2005, "The Modigliani-Miller Theorems: A Cornerstone of Finance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 139, May.
• Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-339, Apr.
• Naohiko Baba & Motoharu Nakashima & Yousuke Shigemi & Kazuo Ueda, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-374, Sep.
• T. Di Matteo & T. Aste & Michel M. Dacorogna, 2005, "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Econometrics, University Library of Munich, Germany, number 0503004, Mar.
• George M. Constantinides, 2005, "Theory of Valuation: Overview and Recent Developments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• Mark Rubinstein, 2005, "The valuation of uncertain income streams and the pricing of options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• Douglas T. BREEDEN, 2005, "An Intertemporal Asset Pricing Model With Stochastic Consumption And Investment Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• Darrell Duffie & Chi-Fu Huang, 2005, "Implementing Arrow-Debreu Equilibria By Continuous Trading Of Few Long-Lived Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005, "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• George M. CONSTANTINIDES & Jonathan E. INGERSOLL Jr., 2005, "Optimal Bond Trading With Personal Taxes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• George M. Constantinides, 2005, "Capital Market Equilibrium with Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• Robert C. Merton, 2005, "Theory of rational option pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• Gur Huberman, 2005, "A Simple Approach to Arbitrage Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".