Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

1999

• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 8-99.
• Lagunoff, Roger & Schreft, Stacey L, 1999, "Financial Fragility with Rational And Irrational Exuberance," Journal of Money, Credit and Banking, Blackwell Publishing, volume 31, issue 3, pages 531-560, August.
• Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999, "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, volume 7, issue 1&2, pages 1-46.
• Nikitas Niarchos & Yiuman Tse & Chunchi Wu & Allan Young, 1999, "International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 1, pages 19-40, March.
• Hung-Gay Fung & Wai K. Leung & Gary A. Patterson, 1999, "Do Trading Rules Based upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 1, pages 41-70, March.
• Gulnur Muradoglu & Hakan Berument & Kivilcim Metin, 1999, "Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE)," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 4, pages 223-252, December.
• Edwin J. Elton & Martin J. Gruber, 1999, "Investments, Vol. I: Portfolio Theory and Asset Pricing," MIT Press Books, The MIT Press, number 0262050595, edition 1, ISBN: ARRAY(0x8de61f48), December.
• Edwin J. Elton & Martin J. Gruber, 1999, "Investments, Vol. II: Securities Prices and Performance," MIT Press Books, The MIT Press, number 0262050609, edition 1, ISBN: ARRAY(0x8d04a930), December.
• Jeremy Greenwood & Boyan Jovanovic, 1999, "The IT Revolution and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 6931, Feb.
• Wayne E. Ferson & Campbell R. Harvey, 1999, "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7009, Mar.
• Evan G. Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 1999, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," NBER Working Papers, National Bureau of Economic Research, Inc, number 7032, Mar.
• William N. Goetzmann & Massimo Massa, 1999, "Index Funds and Stock Market Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 7033, Mar.
• Darrell Duffie & Jun Pan & Kenneth Singleton, 1999, "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," NBER Working Papers, National Bureau of Economic Research, Inc, number 7105, Apr.
• A. Craig MacKinlay & Lubos Pastor, 1999, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 7162, Jun.
• Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999, "The Dynamics of Emerging Market Equity Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 7219, Jul.
• Kent Daniel & Sheridan Titman & K.C. John Wei, 1999, "Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7246, Jul.
• Takatoshi Ito & Michael Melvin, 1999, "Japan's Big Bang and the Transformation of Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7247, Jul.
• Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999, "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 4, pages 763-806.
• Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999, "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper, University Library of Munich, Germany, number 13075.
• S. Rao Aiyagari & Mark Gertler, 1999, ""Overreaction" of Asset Prices in General Equilibrium," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 2, issue 1, pages 3-35, January, DOI: 10.1006/redy.1998.0053.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999, Society for Computational Economics, number 112, Mar.
• Jean-Philippe Bouchaud & Marc Potters & Martin Meyer, 1999, "Apparent multifractality in financial time series," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9906347, Jun.
• Jean-Philippe Bouchaud & Marc Potters, 1999, "Worst fluctuation method for fast value-at-risk estimates," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9909245, Sep.
• Chi-fu Huang & Thaleia Zariphopoulou, 1999, "Turnpike behavior of long-term investments," Finance and Stochastics, Springer, volume 3, issue 1, pages 15-34.
• (*), Thaleia Zariphopoulou & George M. Constantinides, 1999, "Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences," Finance and Stochastics, Springer, volume 3, issue 3, pages 345-369.
• Giulio Bottazzi & Giovanna Devetag & Giovanni Dosi, 1999, "Adaptive Learning and Emergent Coordination in Minority Games," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 1999/24, Dec.
• Gavin C. Reid, 1999, "The application of principal-agent methods to investor-investee relations in the UK venture capital industry," Venture Capital, Taylor & Francis Journals, volume 1, issue 4, pages 285-302, October, DOI: 10.1080/136910699295820.
• Renneboog, L.D.R. & van Houte, T., 1999, "The Monetary Appreciation of Paintings : From Realism to Magritte," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-62.
• Renneboog, L.D.R. & van Houte, T., 1999, "The Monetary Appreciation of Paintings : From Realism to Magritte," Other publications TiSEM, Tilburg University, School of Economics and Management, number 52cc202f-e91a-4400-8d47-0.
• Ajit Singh, 1999, "Should Africa promote stock market capitalism?," Journal of International Development, John Wiley & Sons, Ltd., volume 11, issue 3, pages 343-365, DOI: 10.1002/(SICI)1099-1328(199905/06)1.
• Adeola F. Adenikinju & Olugboyega Oyeranti, 1999, "Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth," CID Working Papers, Center for International Development at Harvard University, number 31, Dec.
• Franklin Allen & Douglas Gale, 1999, "Diversity of Opinion and Financing of New Technologies," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 98-30, Mar.
• Franklin Allen & Anthony M. Santomero, 1999, "What Do Financial Intermediaries Do?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-30, Sep.
• Roger Lagunoff & Stacey L. Schreft, 1999, "Financial Fragility with Rational and Irrational Exuberance," Macroeconomics, University Library of Munich, Germany, number 9904011, Apr.
• Gordon Y. N. Tang, 1999, "Portfolio Effect on Daily Stock Return Across Industrial Sectors in Hong Kong: An Analysis of Dow Effect," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-28, DOI: 10.1142/S0219091599000023.
• Hsiao-Wen Young & Ken Hung & David C. Cheng, 1999, "Toward Asian Pacific Financial Centers: A Comparative Study of Financial Developments in Taiwan, Hong Kong and Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 29-55, DOI: 10.1142/S0219091599000035.
• Shiao-Lin Tsai & Chunchi Wu, 1999, "Financial Development and Economic Growth of Developed versus Asian Developing Countries: A Pooling Time-Series and Cross-Country Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 57-81, DOI: 10.1142/S0219091599000047.
• George G. Kaufman, 1999, "Helping to Prevent Banking Crises: Taking the "State" Out of State Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 83-99, DOI: 10.1142/S0219091599000059.
• S. G. M. Fifield & A. A. Lonie & D. M. Power & C. D. Sinclair, 1999, "Emerging Markets: A Disaggregated Perspective on the Gains from Investing Internationally," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 99-124, DOI: 10.1142/S0219091599000060.
• Gili Yen, 1999, "On Business Education in the Asia Pacific Basin Region: Taiwan as an illustrative Example," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 125-134, DOI: 10.1142/S0219091599000072.
• Ching-Ing Hou Liang, 1999, "A Partner in Eternity: A Tribute in Memory of Professor Kuo-Shu Liang," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 135-145, DOI: 10.1142/S0219091599000084.
• Kuo-Shu Liang, 1999, "Financial Reform and the Role of the Central Bank: The Experience of the Republic of China on Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 147-160, DOI: 10.1142/S0219091599000096.
• William L. Rutledge, 1999, "Presentation on Basle Core Principle for Effective Banking Supervision," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 161-170, DOI: 10.1142/S0219091599000102.
• Yen Chrystal Shih, 1999, "Taiwan's Experience in the East Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 171-181, DOI: 10.1142/S0219091599000114.
• Stephen W. Forbes, 1999, "Financial Management Issues in International Life Insurance Operations," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 183-203, DOI: 10.1142/S0219091599000126.
• Richard A. Heaney & John G. Powell & Jing Shi, 1999, "Share Return Seasonalities and Price Linkages of Chinese A and B Shares," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 205-229, DOI: 10.1142/S0219091599000138.
• Cheng-Few Lee & Khee-Giap Tan, 1999, "Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 231-264, DOI: 10.1142/S021909159900014X.
• Junggun Oh & Donghyun Park, 1999, "Financial Reforms and Financial Crisis: The Korean Case," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 265-284, DOI: 10.1142/S0219091599000151.
• Michael J. Sullivan & Angelo A. Unite, 1999, "The Underpricing of Initial Public Offerings in the Philippines from 1987 to 1997," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 285-300, DOI: 10.1142/S0219091599000163.
• M. Imam Alam & Tanweer Hasan & Palani-Rajan Kadapakkam, 1999, "An Application of Variance-Ratio Test of Five Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 301-315, DOI: 10.1142/S0219091599000175.
• Chau-Jung Kuo, 1999, "Bank Reserve's Setting for Minimizing the Price Fluctuations: Taiwan's Case Studies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 317-340, DOI: 10.1142/S0219091599000187.
• Richard J. Sweeney & Jianhua Zhang, 1999, "India and Pakistan Go Nuclear: The Economic Costs for India, Pakistan — and China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 341-373, DOI: 10.1142/S0219091599000199.
• Kie Ann Wong & Kusnadi Yuanto, 1999, "Short-Term Seasonalities on the Jakarta Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 375-398, DOI: 10.1142/S0219091599000205.
• Ann E. Sherman, 1999, "Best Efforts vs. Firm Commitment Initial Public Offerings: Evidence on the Market Feedback Theory," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 399-417, DOI: 10.1142/S0219091599000217.
• Paul C. H. Chiu, 1999, "Financial Policy Responses to the Asian Financial Turmoil and Future Financial Reform of Taiwan, ROC," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 419-426, DOI: 10.1142/S0219091599000229.
• Michael J. Brennan & Carmen Aranda, 1999, "What Makes Hot Money Hot? The Relative Volatility of International Flows of Debt and Equity Capital," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 427-451, DOI: 10.1142/S0219091599000230.
• Fai-Nan Perng, 1999, "Responding to the Challenges: Financial Development and Structural Change in the ROC Economy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 453-458, DOI: 10.1142/S0219091599000242.
• Chiuling Lu & Raymond W. So, 1999, "Price Discovery in the Taipei Residential Real Estate Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 459-470, DOI: 10.1142/S0219091599000254.
• Pongsak Hoontrakul, 1999, "Globalization and Trilemma," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 471-514, DOI: 10.1142/S0219091599000266.
• Kenneth A. Kim, 1999, "Corporate Governance and the Role of the Securities Regulator in the Aftermath of the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 515-519, DOI: 10.1142/S0219091599000278.
• Gili Yen, 1999, "Some Further Thoughts on MBA Education in Taiwan: How to Choose a Thesis Topic," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 521-525, DOI: 10.1142/S021909159900028X.
• Tech Meng Tan & Kwong Sin Leong & Yang Hoong Pang, 1999, "On Business Education in Singapore: The Past, the Present and the Future," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 527-554, DOI: 10.1142/S0219091599000291.

1998

• Mr. Eduardo Levy Yeyati & Mr. Angel J. Ubide, 1998, "Crises, Contagion, and the Closed: End Country Fund Puzzle," IMF Working Papers, International Monetary Fund, number 1998/143, Sep.
• Munehisa Kasuya, 1998, "Non-Performing Assets of Banks and Financial Intermediation: Experiences of Japan in the Inter-War Period," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 99, Nov.
• Thomas J. Flavin & Michael R. Wickens, 1998, "Optimal International Asset Allocation and Home Bias," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n841298, Dec.
• Thomas J. Flavin & Michael R. Wickens, 1998, ": A Risk Management Approach to Optimal Asset Allocation," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n851298, Dec.
• Marjorie Flavin & Takashi Yamashita, 1998, "Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 6389, Jan.
• S. Rao Aiyagari & Mark Gertler, 1998, ""Overreaction" of Asset Prices in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 6747, Oct.
• Peter F. Christoffersen & Francis X. Diebold, 1998, "How Relevant is Volatility Forecasting for Financial Risk Management?," NBER Working Papers, National Bureau of Economic Research, Inc, number 6844, Dec.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 6845, Dec.
• Richard Portes & Hélène Rey, 1998, "The emergence of the euro as an international currency," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 13, issue 26, pages 306-343.
• Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A, 1998, "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," The Review of Financial Studies, Society for Financial Studies, volume 11, issue 1, pages 111-142.
• Singh, Ajit, 1998, "Should Africa Promote Stock Market Capitalism?," MPRA Paper, University Library of Munich, Germany, number 51846, Feb.
• Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998, "Are financial crashes predictable?," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9804111, Apr.
• W. Bruce Canoles & Sarahelen Thompson & Scott Irwin & Virginia Grace France, 1998, "An analysis of the profiles and motivations of habitual commodity speculators," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 18, issue 7, pages 765-801, October.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-05, Aug.
• Rama CONT, 1998, "Beyond implied volatility: extracting information from option prices," Finance, University Library of Munich, Germany, number 9804002, Apr.
• Frank Riedel, 1998, "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance, University Library of Munich, Germany, number 9808002, Aug.
• David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998, "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance, University Library of Munich, Germany, number 9808004, Aug, revised 07 Oct 1998.
• David A. Chapman & Neil D. Pearson, 1998, "Is the Short Rate Drift Actually Nonlinear?," Finance, University Library of Munich, Germany, number 9808005, Aug.
• Omar Marashdeh, 1998, "Is the Malaysian Foreign Exchange Market Efficient?," International Finance, University Library of Munich, Germany, number 9801002, Jan.
• Impavido, G., 1998, "Institutional Investors, StockMarkets and Firms' Information Disclosure," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 503.
• George G. Kaufman, 1998, "Designing an Efficient and Incentive Compatible Government-Provided Deposit Insurance Program for Developing and Transitional Economies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-13, DOI: 10.1142/S021909159800003X.
• Kesop Yun & Dosoung Choi, 1998, "Globalization and the Securities Market Reform in Korea," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 15-29, DOI: 10.1142/S0219091598000041.
• Michael D. Bordo & Bruce Mizrach & Anna J. Schwartz, 1998, "Real versus Pseudo-International Systemic Risk Some Lessons from History," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 31-58, DOI: 10.1142/S0219091598000053.
• Y. D. Sheu, 1998, "Developing Taipei into a Regional Financial Center," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 59-68, DOI: 10.1142/S0219091598000065.
• Anna J. Schwartz, 1998, "Dangers in Bailing Out Countries That Are in Default by the International Monetary Fund or Others," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 69-74, DOI: 10.1142/S0219091598000077.
• T. Eric Kilcollin, 1998, "Recent Developments in Risk Management with (and of) Derivatives," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 75-83, DOI: 10.1142/S0219091598000089.
• Robert A. Schwartz, 1998, "Institutional Investor Needs An Emerging Force Determining Trading Structures in the Global Equity Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 85-97, DOI: 10.1142/S0219091598000090.
• Chi Schive, 1998, "Taiwan's Move Toward 2000 Economic Liberalization and the Regional Operations Center," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 99-116, DOI: 10.1142/S0219091598000107.
• Gili Yen, 1998, "Book Review Empirical Studies on Business, Finance and Government Policy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 117-122, DOI: 10.1142/S0219091598000119.
• James R. Barth & Daniel M. Gropper & John S. Jahera, 1998, "A Multi-Country Analysis of Bank Capital and Earnings," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 123-155, DOI: 10.1142/S0219091598000120.
• Jack C. Francis & Tsing Tzai Wu, 1998, "Money Markets in the U.S. and Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 157-179, DOI: 10.1142/S0219091598000132.
• Frank C. Jen, 1998, "Some Problems on Commercial Banking in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 181-199, DOI: 10.1142/S0219091598000144.
• Chau-Chen Yang & David M. Chen & Cheng-Few Lee, 1998, "A Brief Introduction to Capital Markets in Taiwan, R.O.C," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 201-213, DOI: 10.1142/S0219091598000156.
• Lifan Wu & Asani Sarkar, 1998, "Price Transmission and Market Openness A Comparative Analysis of Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 215-232, DOI: 10.1142/S0219091598000168.
• Asjeet S. Lamba & Mohamed Ariff, 1998, "The Role of Institutional Traders around Section Switches on the Tokyo Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 233-251, DOI: 10.1142/S021909159800017X.
• Yu-Chen Tu & Geraldo M. Vasconcellos & Richard J. Kish & Jonathan K. Kramer, 1998, "Financial Patterns of Government-Owned Manufacturing Firms in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 253-283, DOI: 10.1142/S0219091598000181.
• Ghee Soon Lim & Kie Ann Wong & Guan Hua Lim, 1998, "Changes in CPF Investment Rules and Their Impact on the Stock Market A Test of Non-Information-Based Price Pressure," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 285-302, DOI: 10.1142/S0219091598000193.
• Hung-Gay Fung & Chuan-Yang Hwang & Wai-Kin Leung, 1998, "The Relationship among Volatility, Volume, Bid-Ask Spread and Number of Brokers Evidence from Intra-Day Data on the Hong Kong Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 303-320, DOI: 10.1142/S021909159800020X.
• Anya Khanthavit, 1998, "Information Structure, Trading Behavior and Stock Prices in the Thai Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 321-353, DOI: 10.1142/S0219091598000211.
• Eric Liluan Chu, 1998, "The Investment Strategy of Free Cash Flow Multiple An Application in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 355-367, DOI: 10.1142/S0219091598000223.
• Jong-Shong Lin & Stewart K. C. Leung & David M. Chen, 1998, "A Century of Economic Development in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 369-381, DOI: 10.1142/S0219091598000235.
• An-Sing Chen & Mark T. Leung, 1998, "Dynamic Foreign Currency Trading Guided by Adaptive Forecasting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 383-418, DOI: 10.1142/S0219091598000247.
• H. Peter Gray & Thomas A. Fetherston, 1998, "Contribution of Financial Conditions to Successful Industrialization in East Asia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 419-435, DOI: 10.1142/S0219091598000259.
• Thomas C. Chiang & Christine X. Jiang, 1998, "Empirical Analysis of Interdependency and Volatility among Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 437-459, DOI: 10.1142/S0219091598000260.
• Sangphill Kim & Meng Rui & Peter Xu, 1998, "An Empirical Analysis on IPO Underpricing and Performance of Newly Privatized Firms in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 461-479, DOI: 10.1142/S0219091598000272.
• Gili Yen, 1998, "On Liberalization of the Steel Trade in the Asia-Pacific Region," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 481-495, DOI: 10.1142/S0219091598000284.
• Sie Ting Lau & Thomas H. Mclnish, 1998, "Administration of Foreign Share Ownership Restrictions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 497-509, DOI: 10.1142/S0219091598000296.
• Pongsak Hoontrakul, 1998, "Triangular Peg A Strategic Anchor for Thai and Asean Currency," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 511-527, DOI: 10.1142/S0219091598000302.
• Rong-I Wu, 1998, "Taiwan's Role in the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 529-544, DOI: 10.1142/S0219091598000314.
• Samuel Tung, 1998, "Economic Income Versus Accounting Income," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 545-553, DOI: 10.1142/S0219091598000326.
• Chi-Fai Chan & Chan-Leong Chan & Wai-Lam Cheng, 1998, "Business Education in Hong Kong From a Strategic Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 555-568, DOI: 10.1142/S0219091598000338.
• Teck-Meng Tan & Wee-Liang Tan, 1998, "Singapore Undergraduate Management Education at the Crossroads," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 569-579, DOI: 10.1142/S021909159800034X.
• Cheng-Few Lee & Joseph K. Cheung & Lynne Chow, 1998, "Recap for the Conferences on Pacific Basin Business, Economics and Finance 1993–1998," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 583-594, DOI: 10.1142/S0219091598000363.
• Peter G Zhang (ed.), 1998, "IMF and the Asian Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3930, ISBN: ARRAY(0x54876260).
• Peter G. Zhang, 1998, "A Brief History of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Structure of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF and the World Bank," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF Surveillance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Financial Assistance and Conditionality," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Identity Crisis: The IMF in the 1970s," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "The 1980s: The Debt Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Recent Efforts: The HIPC Initiative," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF and the Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "IMF Programs in the Asian Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Peter G. Zhang, 1998, "Criticisms of the IMF," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Peter G Zhang, "Imf And The Asian Financial Crisis".
• Valery A. Kholodnyi & John F. Price, 1998, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Market Environment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Symmetry in a Foreign Exchange Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Further Symmetries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for European Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Bermudan and American Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Foreign Exchange Option Symmetry".
• William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm109, Dec.
• Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm26, Nov.
• William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm3, Nov.
• William N. Goetzmann & Stephen J. Brown, 1998, "Mutual Fund Styles," Yale School of Management Working Papers, Yale School of Management, number ysm40, Oct.
• Massimo Massa & William N. Goetzmann, 1998, "Index Funds and Stock Market Growth," Yale School of Management Working Papers, Yale School of Management, number ysm99, Sep.
• Dankenbring, Henning, 1998, "Volatility estimates of the short term interest rate with an application to German data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,96.
• Jackson, Thomas E. & Irwin, Scott H. & Good, Darrel L., 1998, "1996 Pricing Performance Of Market Advisory Services For Corn And Soybeans," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14787, DOI: 10.22004/ag.econ.14787.
• Impavido, Gregorio, , "Institutional Investors, Stock Markets And Firms' Informational Disclosure," Economic Research Papers, University of Warwick - Department of Economics, number 268785, DOI: 10.22004/ag.econ.268785.
• David Bolder & Serge Boisvert, 1998, "Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds," Staff Working Papers, Bank of Canada, number 98-8, DOI: 10.34989/swp-1998-8.
• Toni Gravelle, 1998, "Buying Back Government Bonds: Mechanics and Other Considerations," Staff Working Papers, Bank of Canada, number 98-9, DOI: 10.34989/swp-1998-9.
• René Garcia & Èric Renault, 1998, "A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models," Mathematical Finance, Wiley Blackwell, volume 8, issue 2, pages 153-161, April, DOI: 10.1111/1467-9965.00049.
• Ajit Singh, 1998, "Pension Reform, the Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank’s Proposals," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 2, issue 8-7, pages 51-78.
• G Alogoskoufis & R Portes & H Rey, 1998, "The Emergence of the Euro as an International Currency," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0388, May.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers, CIRANO, number 98s-02, Feb.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 98-10.
• Elyès Jouini & Hédi Kallal, 1998, "Efficient Trading Strategies in the Presence of Market Frictions," Working Papers, Center for Research in Economics and Statistics, number 98-31.
• Rudy DE WINNE, 1998, "Linear bonds valuation with interest rate models : does it work?," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998024, Jun.
• Aiyagari, S.R. & Gertler, M., 1998, ""Overreaction" of Asset Prices in General Equilibrium," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-25.
• Allen, Franklin & Gale, Douglas, 1998, "Diversity of Opinion and Financing of New Technologies," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-29.
• Cobham, David & Subramaniam, Ramesh, 1998, "Corporate finance in developing countries: New evidence for India," World Development, Elsevier, volume 26, issue 6, pages 1033-1047, June.
• Ian Garrett & Spyros Spryrou, 1998, "Return Predictability in Emerging Equity Markets," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 135-144, Winter.
• Andrew Clare & Richard Priestly, 1998, "Evidence in Support of the CAPM from Three South East Asian Stock Markets," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 145-154, Winter.
• O Grada, C., 1998, "Immigrants, Savers and Runners: The Emigrant Industrial Savings Bank in 1850's," Papers, College Dublin, Department of Political Economy-, number 98/2.
• Parlane, S., 1998, "Procurement Contracts under Limited Liability," Papers, College Dublin, Department of Political Economy-, number 98/3.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-079, Aug.
• Peter F. Christoffersen & Francis X. Diebold, 1998, "How Relevant is Volatility Forecasting for Financial Risk Management?," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-080, Oct.
• A. Craig MacKinlay & Lubos Pástor, , "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-98.

1997

• Canoles, W. Bruce & Thompson, Sarahelen R. & Irwin, Scott H. & France, Virginia G., 1997, "An Analysis Of The Profiles And Motivations Of Habitual Commodity Speculators," ACE OFOR Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14768, DOI: 10.22004/ag.econ.14768.
• Jackson, Thomas E. & Irwin, Scott H. & Good, Darrel L., 1997, "1995 Pricing Performance Of Market Advisory Services For Corn And Soybeans," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14790, DOI: 10.22004/ag.econ.14790.
• Alexander Michaelides & Serena Ng, 1997, "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics, Boston College Department of Economics, number 373, Jun.
• Serena Ng & Francisco Ruge-Murcia, 1997, "Explaining the Persistence of Commodity Prices," Boston College Working Papers in Economics, Boston College Department of Economics, number 374, Apr.
• Eric Ghysels & Joann Jasiak, 1997, "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers, CIRANO, number 97s-06, Feb.
• René Garcia & Eric Renault, 1997, "A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models," CIRANO Working Papers, CIRANO, number 97s-13, Apr.
• Jean-François L'Her & Jean-Marc Suret, 1997, "Liberalization, Political Risk and Stock Market Returns in Emerging Markets," CIRANO Working Papers, CIRANO, number 97s-15, Apr.
• Alogoskoufis, George & Portes, Richard & Rey, Hélène, 1997, "The Emergence of the Euro as an International Currency," CEPR Discussion Papers, Centre for Economic Policy Research, number 1741, Oct.
• Robert J. Shiller & Stefano G. Athanasoulis, 1997, "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1097, Jun.
• Alogoskoufis, G. & Portes, R. & Rey, H., 1997, "The Emergence of the Euro as an International Currency," DELTA Working Papers, DELTA (Ecole normale supérieure), number 97-28.
• Brown, Stephen J. & Goetzmann, William N., 1997, "Mutual fund styles," Journal of Financial Economics, Elsevier, volume 43, issue 3, pages 373-399, March.
• Mark J. Holmes & Kul B. Luintel, 1997, "The Regional Demand for Building Society Mortgage Finance," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 1, issue 1, pages 65-81, Summer.
• Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997, "\"Peso problem\" explanations for term structure anomalies," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number WP-97-07.
• Süleyman Basak & Domenico Cuoco, , "An Equilibrium Model with Restricted Stock Market Participation (Reprint 066)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-97.
• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-97.
• Clemens, Christiane & Soretz, Susanne, 1997, "Welfare Effects of Income Taxation in a Model of Stochastic Growth," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-210, Oct.
• Cormac Ó. Gráda, 1997, "Immigrants, Savers, and Runners: The Emigrant Industrial Savings Bank in the 1850s," Discussion Papers, University of Copenhagen. Department of Economics, number 97-24, Dec.
• Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997, ""Peso Problem" Explanations for Term Structure Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6147, Aug.
• Sara Fisher Ellison & Wallace P. Mullin, 1997, "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6218, Oct.
• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997, "Scaling in stock market data: stable laws and beyond," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9705087, May.
• Mark Holmes & Yangru Wu, 1997, "Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 1, pages 76-89, March, DOI: 10.1007/BF02707677.
• Anthony M. Santomero, 1997, "Commercial Bank Risk Management: An Analysis of the Process," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-11, Feb.
• David F. Babbel & Anthony M. Santomero, 1997, "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-16, Feb.
• Peter F. Christoffersen & Francis X. Diebold, 1997, "How Relevant is Volatility Forecasting for Financial Risk Management?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-45, Oct.
• W. Bruce Canoles & Sarahelen R. Thompson & Scott H. Irwin & Virginia G. France & ., 1997, "An Analysis of the Profiles and Motivations of Habitual Commodity Speculators," Finance, University Library of Munich, Germany, number 9705001, May.
• Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997, "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance, University Library of Munich, Germany, number 9707001, Jul.
• Meifang Chu, 1997, "The Random Yield Curve and Interest Rate Options," Finance, University Library of Munich, Germany, number 9710003, Oct.
• Min-Kyoung Kim & Raymond M. Leuthold & ., 1997, "The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle," Finance, University Library of Munich, Germany, number 9711001, Nov.