Research classified by Journal of Economic Literature (JEL) codes

2005

• Stephen A. Ross, 2005, "Mutual Fund Separation in Financial Theory—The Separating Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• Edward C. Prescott & Rajnish Mehra, 2005, "Recursive Competitive Equilibrium: The Case Of Homogeneous Households," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
• Bose, Niloy & Neumann, Rebecca, 2005, "Explaining the Trend and the Diversity in the Evolution of the Stock Market," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 47.

2004

• Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2004, "Physical Real Estate. A Paris Repeat Sales Residential Index," ERES, European Real Estate Society (ERES), number eres2004_105, Jun.
• Rosa Capolupo & Giuseppe Celi, 2004, "Il finanziamento dello sviluppo: Teorie ed evidenza empirica," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 0009, Sep, revised Sep 2004.
• José Pablo Dapena, 2004, "Absorción de shocks en economías volátiles: Ahorro a través de acciones en mercados de capitales. Caso argentino 1993-2001," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 257, Feb.
• Jian Tong & Chenggang Xu, 2004, "Financial Institutions and The Wealth of Nations: Tales of Development," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 469, Mar.
• Jorge Martinez-Vazquez & João do Carmo Oliveira, 2004, "Decentralising the public sector: Transition and the Recent Reforms in Intergovernmental Fiscal Relations in the Czech Republic," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 2, issue 01, pages 26-29, October.
• Michael Berlemann, 2004, "Experimentelle Aktienmärkte als Instrumente der Konjunkturprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 57, issue 16, pages 21-29, August.
• Xu, Cheng-Gang & Tong, Jian, 2004, "Financial Institutions and the Wealth of Nations: Tales of Development," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4348, Apr.
• Acharya, Viral & Pedersen, Lasse Heje, 2004, "Asset Pricing with Liquidity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4718, Oct.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004, "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 04006, May.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004, "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 04007, Jun.
• Scott I White & Ralf Becker & Adam E Clements, 2004, "Forward looking information in S&P 500 options," Econometric Society 2004 Australasian Meetings, Econometric Society, number 233, Aug.
• Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany, 2004, "On the consequences of state dependent preferences for the pricing of financial assets," Finance Research Letters, Elsevier, volume 1, issue 3, pages 143-153, September.
• Beck, Thorsten & Levine, Ross, 2004, "Stock markets, banks, and growth: Panel evidence," Journal of Banking & Finance, Elsevier, volume 28, issue 3, pages 423-442, March.
• Sotskov Alexander, 2004, "Optimal time-consistent taxes, money supply, internal and external borrowing in the Sidrausky model," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 01-166e, Jul.
• Dasgupta, Amil & Prat, Andrea, 2004, "Career concerns in financial markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24706, May.
• Goodhart, Charles, 2004, "The Monetary Policy Committee's reaction function: an exercise in estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24708, May.
• Goodhart, Charles, 2004, "The interaction between the Bank of England's forecasts and policy, and the outturn," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24710, May.
• Kristensen, Dennis, 2004, "A semiparametric single-factor model of the term structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24741, Jun.
• Goodhart, Charles & Segoviano, Miguel A., 2004, "Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24821, Feb.
• M. Baroni & F. Barthélémy & M. Mokrane, 2004, "Which Capital Growth Index for the Paris Residential Market?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2004-04.
• M. Baroni & F. Barthélémy & M. Mokrane, 2004, "Physical Real Estate: A Paris Repeat Sales Residential Index," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2004-17.
• Kevin Dowd & David Blake & Andrew Cairns, 2004, "Long‐Term Value at Risk," Journal of Risk Finance, Emerald Group Publishing Limited, volume 5, issue 2, pages 52-57, February, DOI: 10.1108/eb022986.
• Gerlinde Fellner, 2004, "Illusion of control as a source of poor diversification: An experimental approach," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2004-28, May.
• Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2004, "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp73, Jun.
• John M. Roberts, 2004, "Monetary policy and inflation dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-62.
• Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004, "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-66.
• Edward Nelson, 2004, "Monetary policy neglect and the Great Inflation in Canada, Australia, and New Zealand," Working Papers, Federal Reserve Bank of St. Louis, number 2004-008, DOI: 10.20955/wp.2004.008.
• Andrea Prat & Amil Dasgupta, 2004, "Career Concerns in Financial Markets," FMG Discussion Papers, Financial Markets Group, number dp494, May.
• Dennis Kristensen, 2004, "A Semiparametric Single-Factor Model of the Term Structure," FMG Discussion Papers, Financial Markets Group, number dp501, Jun.
• Raahauge, Peter, 2004, "Higher-Order Finite Element Solutions of Option Prices," Working Papers, Copenhagen Business School, Department of Finance, number 2004-5, Sep.
• Holst, Anders & Nalholm, Morten, 2004, "Modelling Callable Annuity Bonds with Interest-Only Optionality," Working Papers, Copenhagen Business School, Department of Finance, number 2004-6, Jun.
• Christensen, Bent Jesper & Raahauge, Peter, 2004, "Latent Utility Shocks in a Structural Empirical Asset Pricing Model," Working Papers, Copenhagen Business School, Department of Finance, number 2004-7, Dec.
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2004, "Finance, Inequality, and Poverty: Cross-Country Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 10979, Dec.
• Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2004, "Information flow between volatilities across time scales," MPRA Paper, University Library of Munich, Germany, number 10355, Oct.
• Vega, Marco & Winkelried, Diego, 2004, "Inflation Targeting and Inflation Behavior: A Successful Story?," MPRA Paper, University Library of Munich, Germany, number 838, Jun.
• Eric de Bodt & Joseph Rynkiewicz & Marie Cottrell, 2004, "Some Known Facts about Financial Data," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 167-182.
• Malcolm D. Knight, 2004, "The Financial System and the Global Recovery: What Lies Ahead?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue III, pages 293-299, September.
• Pilar Abad & Alfonso Novales, 2004, "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 14, pages 1045-1058, DOI: 10.1080/0960310042000245563.
• Jean-Charles Rochet & Xavier Vives, 2004, "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," Journal of the European Economic Association, MIT Press, volume 2, issue 6, pages 1116-1147, December.
• Mukherjee, Tarun K. & Farhat, Joseph Basheer & Cotei, Carmen, 2004, "Factors explaining the results of job search by the 2002 FMA job applicants--a survey," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-08.
• Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2004, "Finance, inequality, and poverty: cross-country evidence," Policy Research Working Paper Series, The World Bank, number 3338, Jun.
• Tarun Sabarwal, 2004, "The Non-Neutrality of Debt in Investment Timing: A New NPV Rule," Finance, University Library of Munich, Germany, number 0410004, Oct, revised 23 May 2005.

2003

• Varouj Aivazian & Dipak Mazumdar & Eric Santor, 2003, "Financial Constraints and Investment: Assessing the Impact of a World Bank Loan Program on Small and Medium-Sized Enterprises in Sri Lanka," Staff Working Papers, Bank of Canada, number 03-37, DOI: 10.34989/swp-2003-37.
• Contreras, P. & Satchell, S.E., 2003, "A Bayesian Confidence Interval for Value-at-Risk," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0348, Nov.
• José Pablo Dapena & Juan Lucas Dapena, 2003, "Sistemas de información en Pymes y acceso al crédito en contextos de asimetría de información," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 252, Dec.
• Amin, Gaurav S. & Kat, Harry M., 2003, "Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 38, issue 2, pages 251-274, June.
• Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003, "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 03002, Feb.
• Hartmann, Philipp & Maddaloni, Angela & Manganelli, Simone, 2003, "The euro area financial system: structure, integration and policy initiatives," Working Paper Series, European Central Bank, number 230, May.
• Kolodyazhny Georgy & Medvedev Alexey, 2003, "Russian stock market: participants and their strategies," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 01-060e, Jul.
• Bakirov Rustam & Grishan Maxim, 2003, "Banking regulation and financial stability," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-088e, Apr.
• Plantin, Guillaume, 2003, "Tranching," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24849, Apr.
• Dowd, Kevin & Blake, David & Cairns, Andrew, 2003, "Long-term value at risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24867, Sep.
• Bruce Preston, 2003, "Learning about monetary policy rules when long-horizon expectations matter," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-18.
• Guillaume Plantin, 2003, "Tranching," FMG Discussion Papers, Financial Markets Group, number dp449, Apr.
• Régis Breton, 2003, "A Smoke Screen Theory of Financial Intermediation," Post-Print, HAL, number halshs-00257188, Feb.
• Clapham, Eric & Gunnelin, Åke, 2003, "Rental Expectations and the Term Structure of Lease Rates," SIFR Research Report Series, Institute for Financial Research, number 16, Oct.
• Wayne E. Ferson, 2003, "Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9441, Jan.
• Philipp Hartmann & Angela Maddaloni & Simone Manganelli, 2003, "The Euro-area Financial System: Structure, Integration, and Policy Initiatives," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 19, issue 1, pages 180-213.
• Eduardo Morón & Juan F. Castro, 2003, "De-dollarizing the Peruvian Economy: A Portfolio Approach," Working Papers, Centro de Investigación, Universidad del Pacífico, number 03-01, Jan.
• Uri Benzion & Yochanan Shachmurove & Joseph Yagil, 2003, "How good is the Exponential Function discounting Formula? An Experimental Study," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 03-015, Jun.
• Magni, Carlo Alberto, 2003, "Opportunity cost, excess profit, and counterfactual conditionals," MPRA Paper, University Library of Munich, Germany, number 5695.
• Azzopardi, Paul & Silvio John, Camilleri, 2003, "The Relevance of Short Sales to the Maltese Stock Market," MPRA Paper, University Library of Munich, Germany, number 84566, Jan.
• David Gruen & Michael Plumb & Andrew Stone, 2003, "How Should Monetary Policy Respond to Asset-price Bubbles?," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Anthony Richards & Tim Robinson, "Asset Prices and Monetary Policy".
• Thomas Schuster, 2003, "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance, University Library of Munich, Germany, number 0305009, May.
• Thomas Schuster, 2003, "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance, University Library of Munich, Germany, number 0307014, Jul.
• Gil Mehrez & Daniel Kaufmann, 2003, "Transparency, Liberalization and Financial Crises," Finance, University Library of Munich, Germany, number 0308008, Aug.
• Tara Vishwanath & Daniel Kaufmann, 2003, "Towards Transparency in Finance and Governance," Finance, University Library of Munich, Germany, number 0308009, Aug.

2002

• Lee, Charles M.C. & Ng, David T.C., 2002, "Corruption and International Valuation: Does Virtue Pay?," Working Papers, Cornell University, Department of Applied Economics and Management, number 127288, Jun, DOI: 10.22004/ag.econ.127288.
• Rochet, Jean-Charles & Vives, Xavier, 2002, "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," Discussion Paper Series, Hamburg Institute of International Economics, number 26264, DOI: 10.22004/ag.econ.26264.
• Veronika Dolar & Césaire Meh, 2002, "Financial Structure and Economic Growth: A Non-Technical Survey," Staff Working Papers, Bank of Canada, number 02-24, DOI: 10.34989/swp-2002-24.
• Clare Lombardelli & James Proudman & James Talbot, 2002, "Committees versus individuals: an experimental analysis of monetary policy decision-making," Bank of England working papers, Bank of England, number 165, Sep.
• Wright, S.M. & Satchell, S.E., 2002, "Generalised Mean-Variance Analysis and Robust Portfolio Diversification," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0201, Jan.
• José Pablo Dapena, 2002, "On the property of real options and the assets that give rise to them," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 210, Feb.
• Campa, Jose M., 2002, "Exchange rate crises and bilateral trade flows in Latin America," IESE Research Papers, IESE Business School, number D/470, Sep.
• Hong, Harrison & Rady, Sven, 2002, "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, volume 5, issue 4, pages 419-450, October.
• Athanasoulis, Stefano G. & Shiller, Robert J., 2002, "Defining residual risk-sharing opportunities: Pooling world income components," Research in Economics, Elsevier, volume 56, issue 1, pages 61-84, June.
• Calvo, Guillermo A., 2002, "Globalization hazard and delayed reform in emerging markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123100, Apr.
• Rochet, Jean-Charles & Vives, Xavier, 2002, "Coordination failures and the lender of last resort was Bagehot right after all?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24928, Feb.
• Morten Balling (ed.), 2002, "Financial System Transition in Central Europe: The First Decades," SUERF Studies, SUERF - The European Money and Finance Forum, number 16, ISBN: ARRAY(0x823f7520), May.
• Sandra Braunstein & Carolyn Welch, 2002, "Financial literacy: an overview of practice, research, and policy," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 88, issue Nov, pages 445-457, November, DOI: 10.17016/bulletin.2002.88-11.
• Jong-Il Kim & In-Uck Park, 2002, "Stock Market Condition and Pricing of Initial Public Offerings: A Theory and Evidence From the KOSDAQ Stock Market," Korean Economic Review, Korean Economic Association, volume 18, pages 349-371.
• Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2002, "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 02.17, Oct.
• Thorsten Beck & Ross Levine, 2002, "Stock Markets, Banks, and Growth: Panel Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 9082, Jul.
• Charles, Lee & David, Ng, 2002, "Corruption and International Valuation: Does Virtue Pay?," MPRA Paper, University Library of Munich, Germany, number 590, Nov, revised Oct 2006.
• Pilar Abad & Alfonso Novales, 2002, "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0220.
• Isabel Brusca & Caridad Marti, 2002, "La informaci�n financiera de las entidades no lucrativas: una perspectiva internacional," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2002-04, Apr.
• Rochet, Jean-Charles & Vives, Xavier, 2002, "Coordination failures and the lender of last resort: Was Bagehot right after all?," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 184.

2001

• Tano Santos & Jose A. Scheinkman, 2001, "Financial Intermediation without Exclusivity," American Economic Review, American Economic Association, volume 91, issue 2, pages 436-439, May.
• Pierre-Olivier Gourinchas & Rodrigo Valdes & Oscar Landerretche, 2001, "Lending Booms: Latin America and the World," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 47-100.
• Ivo Welch, 2001, "The Equity Premium Consensus Forecast Revisited," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1325, Sep.
• Hirshleifer, David & Luo, Guo Ying, 2001, "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, volume 4, issue 1, pages 73-84, January.
• Cotter, John, 2001, "Margin exceedences for European stock index futures using extreme value theory," Journal of Banking & Finance, Elsevier, volume 25, issue 8, pages 1475-1502, August.
• Caballero, Ricardo J. & Krishnamurthy, Arvind, 2001, "International and domestic collateral constraints in a model of emerging market crises," Journal of Monetary Economics, Elsevier, volume 48, issue 3, pages 513-548, December.
• Gourinchas, Pierre-Olivier & Valdés, Rodrigo & Landerretche, Oscar, 2001, "Lending booms: Latin America and the world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123387, Apr.
• Anderson, Ronald W. & Nyborg, Kjell G., 2001, "Financial development, agency and the pace of adoption of new techniques," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25065, Aug.
• Kjell G. Nyborg & Ron Anderson, 2001, "Financial Development, Agency and the Pace of Adoption of New Techniques," FMG Discussion Papers, Financial Markets Group, number dp389, Aug.
• Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard, 2001, "Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?," Working Papers, Copenhagen Business School, Department of Finance, number 2001-6, Dec.
• Møller, Michael & Rose, Caspar, 2001, "Legal pre-emption rights as call-options, redistribution and efficiency loss," Working Papers, Copenhagen Business School, Department of Finance, number 2001-8, Dec.
• Nielsen, Steen & Risager, Ole, 2001, "Stock Returns And Bond Yields In Denmark, 1922-99," Working Papers, Copenhagen Business School, Department of Economics, number 03-2001, May.
• Pierre-Olivier Gourinchas & Rodrigo Valdes & Oscar Landerretche, 2001, "Lending Booms: Latin America and the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 8249, Apr.
• Ghosh, Saibal, 2001, "Financial Stability and Public Policy: An Overview," MPRA Paper, University Library of Munich, Germany, number 19757, Jan.
• Cakir, Murat, 2001, "Credit Derivatives in Managing Off Balance Sheet Risks by Banks," MPRA Paper, University Library of Munich, Germany, number 55976, Jul.
• Gaurav Amin & Harry. M Kat, 2001, "Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-05, Jan, revised Sep 2001.
• Neil F. Johnson, David Lamper, Paul Jefferies, Michael Hart and Sam Howison, 2001, "Profit opportunities, crash prediction and risk minimization in artificial and real-world markets," Computing in Economics and Finance 2001, Society for Computational Economics, number 86, Apr.
• Pilar Abad Romero, 2001, "Transmisión De Volatilidad A Lo Largo De La Estructura Temporal De Swaps: Evidencia Internacional," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0105, Oct.
• Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001, "Do Stock Markets Promote Economic Growth?," Finance, University Library of Munich, Germany, number 0012006, Feb.
• Stefano Athanasoulis & Robert J. Shiller, 2001, "Defining Residual Risk-Sharing Opportunities: Pooling World Income Components," Yale School of Management Working Papers, Yale School of Management, number ysm209, Jul.
• Schardax, Franz & Reininger, Thomas & Summer, Martin, 2001, "The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2001,16.
• Schertler, Andrea, 2001, "Venture Capital in Europe's Common Market: A Quantitative Description," Kiel Working Papers, Kiel Institute for the World Economy, number 1087.

2000

• Jon Danielsson & Casper G. De Vries, 2000, "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
• John Y. Campbell & John H. Cochrane, 2000, "Explaining the Poor Performance of Consumption‐based Asset Pricing Models," Journal of Finance, American Finance Association, volume 55, issue 6, pages 2863-2878, December, DOI: 10.1111/0022-1082.00310.
• Ricardo J. Caballero, 2000, "Macroeconomic Volatility in Latin America: A Conceptual Framework and Three Case Studies," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2000, pages 31-107.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1351, Aug.
• Hong, Harrison & Rady, Sven, 2000, "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119102, Aug.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning About Liquidity," FMG Discussion Papers, Financial Markets Group, number dp356, Aug.
• Campbell, John & Cochrane, John, 2000, "Explaining the Poor Performance of Consumption-Based Asset Pricing Models," Scholarly Articles, Harvard University Department of Economics, number 3163265.
• Patricia Jurfest & Salvador Zurita, 2000, "Opciones de Suscripción de Acciones Stock Rights," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 37, issue 111, pages 339-371.
• Ricardo Caballero & Arvind Krishnamurthy, 2000, "International and Domestic Collateral Constraints in a Model of Emerging Market Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 7971, Oct.
• Athanasoulis, Stefano G & Shiller, Robert J, 2000, "The Significance of the Market Portfolio," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 2, pages 301-329.
• Hirshleifer, David & Luo, Guo Ying, 2000, "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper, University Library of Munich, Germany, number 15347.
• Mallick, Indrajit, 2000, "A Development Banker from Bengal," MPRA Paper, University Library of Munich, Germany, number 27729, Jan, revised 10 Jul 2000.
• Cotter, John, 2000, "Margin Exceedences for European Stock Index Futures using Extreme Value Theory," MPRA Paper, University Library of Munich, Germany, number 3534, revised 2001.
• Paul Kofman & Ian Sharpe, 2000, "Imputation Methods for Incomplete Dependent Variables in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 33, Mar.
• Alexander E. Fleming & Marcelo M. Giugale, 2000, "The Flow of Funds in a Transition Context," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• Marcelo M. Giugale & Alexander E. Fleming, 2000, "The Evolution of Financial Systems in Eastern Europe and Central Asia: An Overview Through the Lens of the Flow of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• John Dawson & Stephen Everhart, 2000, "Kazakhstan—Financing Imbalances in a Resource Rich Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• Stephen J. Peachey, 2000, "Romania—Dealing with the Twin Deficit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• Anna Kerekes, 2000, "Hungary—Tapping Resilient Household Savers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• John A. Holsen, 2000, "Russia—A National Unwillingness to Pay for Government," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• Stephen J. Peachy, 2000, "Estonia—When the Problem is the Private Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• Stephen J. Peachey, 2000, "Latvia—Finely Balanced for Growth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• Witold M. Orlowski, 2000, "Poland—Toward a Sustainable Financing Structure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".
• John Dawson & Stephen Everhart, 2000, "Lithuania—The Persistent Dependency on the State," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Alexander E Fleming & Marcelo M Giugale, "Financial Systems In Transition A Flow of Analysis Study of Financial Evolution in Eastern Europe and Central Asia".

1999

• Juan Manuel Julio & Javier Gómez, 1999, "Output Gap Estimation, Estimation Uncertainty and its Effect on Policy Rules," Borradores de Economia, Banco de la Republica de Colombia, number 125, Jun, DOI: 10.32468/be.125.
• Nauro F. Campos & Jan Hanousek & Randall K. Filer, 1999, "Do Stock Markets Promote Economic Growth?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp151, Oct.
• Juan Manuel Julio & Javier G�mez, 1999, "Outpout Gap Estimation, Estimation Uncertainty And Its Effect On Policy Rules," Borradores de Economia, Banco de la Republica, number 3309, Jul.
• Jorge Armando Rodríguez A., 1999, "Crisis fiscal departamental: razones y proporciones," Coyuntura Social, Fedesarrollo, number 13096, May.
• Philip Arestis & Panicos Demetriades, 1999, "Financial Liberalization: The Experience of Developing Countries," Eastern Economic Journal, Eastern Economic Association, volume 25, issue 4, pages 441-457, Fall.
• Hoffmann-Burchardi, Ulrike, 1999, "Barbarians in chains - takeover regulation and minority shareholder wealth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119118, Jul.
• Dessi, Roberta, 1999, "Financing entrepreneurs: optimal contracts and the role of intermediaries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119120, Jun.
• Dahlström, Tom & Mella-Barral, Pierre, 1999, "Corporate walkout decisions and the value of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119123, May.
• John H. Cochrane, 1999, "New facts in finance," Economic Perspectives, Federal Reserve Bank of Chicago, volume 23, issue Q III, pages 36-58.
• John H. Cochrane, 1999, "Portfolio advice of a multifactor world," Economic Perspectives, Federal Reserve Bank of Chicago, volume 23, issue Q III, pages 59-78.
• Roberta Dessí, 1999, "Financing Entrepreneurs: Optimal Contracts and the Role of Intermediaries," FMG Discussion Papers, Financial Markets Group, number dp328, Jun.
• Soner, H.M. & Touzi, N., 1999, "Super-Replication Under Gamma Constraints," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.85.
• Arvind Krishnamurthy & Mr. Ricardo J. Caballero, 1999, "Emerging Markets Crisis: An Asset Markets Perspective," IMF Working Papers, International Monetary Fund, number 1999/129, Sep.
• Ricardo Caballero & Arvind Krishnamurthy, 1999, "Emerging Market Crises: An Asset Markets Perspective," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 99-23, Oct.
• John H. Cochrane, 1999, "New Facts in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 7169, Jun.
• John H. Cochrane, 1999, "Portfolio Advice for a Multifactor World," NBER Working Papers, National Bureau of Economic Research, Inc, number 7170, Jun.
• Jacob Boudoukh & Matthew Richardson & Richard Stanton & Robert F. Whitelaw, 1999, "A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 7213, Jul.
• Dong-Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 1999, "Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7214, Jul.
• John Y. Campbell & John H. Cochrane, 1999, "Explaining the Poor Performance of Consumption-Based Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 7237, Jul.
• Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999, "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 267, Sep.
• John H. Cochrane, 1999, "New Facts in Finance," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 490, Jun.
• John H. Cochrane, 1999, "Portfolio Advice for a Multifactor World," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 491, Jun.
• Teyssière, Gilles, 1999, "Modelling exchange rates volatility with multivariate long-memory ARCH processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,5.

1998

• Juan Manuel Julio R. & Javier Gómez P., 1998, "Output Gap Estimation, Estimation Uncertainty and its Effect on Policy Rules," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 17, issue 34, pages 89-117, December, DOI: 10.32468/Espe.3403.
• Juan Manuel Julio R. & Javier G�mez P., 1998, "Output Gap Estimation, Estimation Uncertainty and its Effect on Policy Rules," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 17, issue 34, pages 89-117, DOI: 10.32468/Espe.3403.
• Chemla, Gilles & Faure-Grimaud, Antoine, 1998, "Dynamic adverse selection and debt," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119154, Apr.
• Constantinos Agorastos & Dionysios Chionis, 1998, "Trading Volume and Volatility: Intraday Evidence from the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 71-92, April - J.
• Ricardo Caballero & Arvind Krishnamurthy, 1998, "Emerging Market Crises: An Asset Markets Perspective," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 98-18, Oct.
• Ricardo J. Caballero & Arvind Krishnamurthy, 1998, "Emerging Market Crises: An Asset Markets Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 6843, Dec.
• Orley Ashenfelter & David Ashmore & Olivier Deschenes, 1998, "Do Unemployment Insurance Recipients Actively Seek Work? Randomized Trials in Four U.S. States," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 791, Dec.
• Jón Daníelsson & Casper G. de Vries, 1998, "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-017/2, Feb.
• Philippe Jorion & William N. Goetzmann, 1998, "A Longer Look at Dividend Yields," Yale School of Management Working Papers, Yale School of Management, number ysm41, Aug.
• Lehmann, Erik & Weigand, Jürgen, 1998, "Wieviel Phantasie braucht die Fußballaktie?," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 16.

1997

• Stefano G. Athanasoulis & Robert J. Shiller, 1997, "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1154, Jun.
• Danielsson, Jon & Vries, Casper, 1997, "Value-at-risk and extreme returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119166, Sep.
• Brown, Ward, 1997, "R&D intensity and finance are innovative firms financially constrained?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119170, Jul.
• Stefano Athanasoulis & Robert J. Shiller, 1997, "The Significance of the Market Portfolio," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0209, Feb.
• Sirnes, Espen, 1997, "Theories and Tests for Bubbles," MPRA Paper, University Library of Munich, Germany, number 53464, revised 1997.
• B. Scholtens, 1997, "Bank- and market-oriented financial systems: fact or fiction?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 202, pages 301-323.
• B. Scholtens, 1997, "Bank- and market-oriented financial systems: fact or fiction?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 202, pages 301-323.

1996

• Snell, Andy & Tonks, Ian, 1996, "Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119167, Mar.
• Earle, John & Estrin, Saul & Leshchenko, Larisa, 1996, "Ownership structures, patterns of control and enterprise behavior in Russia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 20642, Nov.

1995

• Goetzmann, William N & Jorion, Philippe, 1995, "A Longer Look at Dividend Yields," The Journal of Business, University of Chicago Press, volume 68, issue 4, pages 483-508, October, DOI: 10.1086/296674.

1994

• Gregory, Alan, et al, 1994, "UK Directors' Trading: The Impact of Dealings in Smaller Firms," Economic Journal, Royal Economic Society, volume 104, issue 422, pages 37-53, January.