Research classified by Journal of Economic Literature (JEL) codes

2000

• John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000, "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 7590, Mar.
• Robert J. Hodrick & Xiaoyan Zhang, 2000, "Evaluating the Specification Errors of Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 7661, Apr.
• Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000, "Selling Company Shares to Reluctant Employees: France Telecom's Experience," NBER Working Papers, National Bureau of Economic Research, Inc, number 7683, May.
• George Chacko & Peter Tufano & Geoffrey Verter, 2000, "Cephalon, Inc. Taking Risk Management Theory Seriously," NBER Working Papers, National Bureau of Economic Research, Inc, number 7748, Jun.
• Lubos Pastor & Robert F. Stambaugh, 2000, "The Equity Premium and Structural Breaks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7778, Jul.
• Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2000, "A New Approach to Measuring Financial Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 7913, Sep.
• Guillermo A. Calvo & Carmen M. Reinhart, 2000, "Fixing for Your Life," NBER Working Papers, National Bureau of Economic Research, Inc, number 8006, Nov.
• Barndorff-Nielsen, O.E. & Shepard, N., 2000, "Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 1999-w9/2000-w3.
• Kotaro Tsuru, 2000, "Finance and Growth: Some Theoretical Considerations and a Review of the Empirical Literature," OECD Economics Department Working Papers, OECD Publishing, number 228, Jan, DOI: 10.1787/307832384453.
• David E. Wildasin, 2000, "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 15, issue 31, pages 338-378.
• 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.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000, "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 3, pages 549-584.
• Cohen, Ruben D, 2000, "The long-run behavior of the S&P Composite Price Index and its risk premium," MPRA Paper, University Library of Munich, Germany, number 3192, Apr.
• Cotter, John, 2000, "Volatility and the Euro: an Irish perspective," MPRA Paper, University Library of Munich, Germany, number 3535.
• Husain, Fazal, 2000, "The Day of the Week Effect in the Pakistani Equity Market: An Investigation," MPRA Paper, University Library of Munich, Germany, number 5268.
• Julie Choppin-Ansidei, 2000, "Géographie des activités financières internationales : Éclairages théoriques et tendances récentes," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 15-28, DOI: 10.3406/ecofi.2000.3500.
• Arnaud de Bresson, 2000, "La place financière de Paris dans le marché financier européen intégré," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 49-57, DOI: 10.3406/ecofi.2000.3503.
• Robert Laslett, 2000, "Londres, centre financier," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 59-71, DOI: 10.3406/ecofi.2000.3504.
• Gunther Capelle-Blancard, 2000, "Une nouvelle mesure du taux d’intermédiation financière : l’approche en volume," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 163-187, DOI: 10.3406/ecofi.2000.3697.
• Julie Choppin-Ansidei, 2000, "Location of international financial activities: theoretical finding and recent trends," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 15-28, DOI: 10.3406/ecofi.2000.4720.
• Arnaud de Bresson, 2000, "Paris as a financial centre within an integrated European financial market," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 47-55, DOI: 10.3406/ecofi.2000.4723.
• Robert Laslett, 2000, "London as a financial center," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 57-68, DOI: 10.3406/ecofi.2000.4724.
• Chakravarty, Sugato & Sarkar, Asani, 2000, "Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1138, Sep.
• Ryan Davies, 2000, "Registered Trader Participation During The Toronto Stock Exchange's Pre-opening Session," Working Paper, Economics Department, Queen's University, number 997, Nov.
• Kyriakos Chourdakis & Elias Tzavalis, 2000, "Option Pricing under Discrete Shifts in Stock Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 426, Nov.
• Meredith Beechey & David Gruen & James Vickery, 2000, "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2000-01, Jan.
• Georges Dionne & Martin Garand, 2000, "Une mesure empirique des déterminants qui affectent la gestion des risques des entreprises non financières," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-9, Oct.
• Georges Dionne & Martin Garand, 2000, "Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-11, Nov.
• Bryan R. Routledge, Stanley E. Zin, 2000, "Model Uncertainity And Liquidity," Computing in Economics and Finance 2000, Society for Computational Economics, number 368, Jul.
• Dušan Isakov & Christophe Pérignon, 2000, "On the dynamic interdependence of international stock markets: A Swiss perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 136, issue II, pages 123-146, June.
• Ghiglino, Christian & Tvede, Mich, 2000, "Optimal Policy in OG Models," Journal of Economic Theory, Elsevier, volume 90, issue 1, pages 62-83, January.
• Ghiglino, Christian & Shell, Karl, 2000, "The Economic Effects of Restrictions on Government Budget Deficits," Journal of Economic Theory, Elsevier, volume 94, issue 1, pages 106-137, September.
• Ericsson, Jan & Renault, Olivier, 2000, "Liquidity and credit risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119096, Oct.
• 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.
• Snell, Andy & Tonks, Ian, 2000, "The profitability of block trades in auction and dealer markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119109, Feb.
• Harissis, H., 2000, "The Capital Asset Pricing Model: A Review Of The Issues," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 111-130, July - De.
• Kateøina Kašová, 2000, "Central and Eastern Europe Seeks Strategic Partner," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 1, pages 40-52, January.
• Michal Mejstøík, 2000, "Macroeconomic and Financial Aspects of Euro-Area Development," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 6, pages 310-325, June.
• Xavier Freixas & Bruno Parigi & Jean-Charles Rochet, 2000, "Systemic risk, interbank relations, and liquidity provision by the central bank," Proceedings, Federal Reserve Bank of Cleveland, pages 611-640.
• Joseph Zeira, 2000, "Informational overshooting, booms and crashes," Proceedings, Federal Reserve Bank of San Francisco, issue apr.
• Ṣebnem Kalemli-Özcan & Bent E. Sorensen & Oved Yosha, 2000, "Risk sharing and industrial specialization ; regional and international evidence," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 00-06.
• Ian Tonks & Andy Snell, 2000, "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers, Financial Markets Group, number dp340, Feb.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning About Liquidity," FMG Discussion Papers, Financial Markets Group, number dp356, Aug.
• Augory, C. & Boutillier, M. & Sejourne, B., 2000, "Le modele de choix de portefeuille des menages de FOE," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 2000-15/fi.
• Adenikinju, A.F. & Oyeranti, O.A., 2000, "Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth," Papers, Chicago - Graduate School of Business, number 31.
• Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B., 2000, "Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.03.
• Zancanella, S., 2000, "Les fonds de placement: definitions et mesures de la performance des fonds de placement sur le marche suisse," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.09.
• Bender, A. & Hoesli, M. & Gaud, P., 2000, "Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.20.
• Gerardin, H. & Guigou, J.-D. & Ory, J.-N., 2000, "Infrastructures financieres et developpement: chocs et mutations," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 2000-3.
• Weiner, R.J., 2000, "Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets," Papers, Laval - Recherche en Energie, number 00-01.
• Walhin, J.F. & Paris, J., 2000, "The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio," Papers, Catholique de Louvain - Institut de statistique, number 0003.
• Walhin, J.F. & Paris, J., 2000, "The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio," Papers, Catholique de Louvain - Institut de statistique, number 3.
• Katz, B.G. & Owen, J., 2000, "The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number ec-00-01.
• Rooth, T., 2000, "Australia, Canada and the Internaitonal Economy in the Era of Post-War Reconstruction," Papers, Portsmouth University - Department of Economics, number 129.
• Scott, P., 2000, "Towards the 'Cult of the Equity'? Insurance Compamies and the Interwar Capital Market," Papers, Portsmouth University - Department of Economics, number 136.
• Berg, L., 2000, "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden," Papers, Uppsala - Working Paper Series, number 2000:9.
• Jean-Marc Tallon, 2000, "Pessimisme et absence d'échéance sur les marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00499377, Mar.
• Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000, "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03723832, Jan.
• Thierry Foucault & Marianne Demarchi, 2000, "Equity Trading Systems in Europe: A Survey of Recent Changes," Post-Print, HAL, number hal-00459776.
• Ali Lazrak & J. P. Décamps, 2000, "A martingale characterization of equilibrium asset price processes," Post-Print, HAL, number hal-00485724, Jan.
• Jean-Marc Tallon, 2000, "Pessimisme et absence d'échéance sur les marchés financiers," Post-Print, HAL, number halshs-00499377, Mar.
• Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000, "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Post-Print, HAL, number halshs-03723832, Jan.
• François Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000, "Selling Company Shares to Reluctant Employees: France Télécom's Experience," Working Papers, HAL, number hal-00598172.
• Michael Rockinger & Eric Jondeau, 2000, "Entropy Densities," Working Papers, HAL, number hal-00601485, Feb.
• Olesen, Jan Overgaard & Risager, Ole, 2000, "On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term," Working Papers, Copenhagen Business School, Department of Economics, number 04-2000, Feb.
• Jean-Philippe Bouchaud, 2000, "Power-laws in economics and finance: some ideas from physics," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500023, Aug.
• Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard, 2000, "Population dynamics in a random environment," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500025, May.
• Jean-Philippe Bouchaud & Marc Mezard, 2000, "Wealth condensation in a simple model of economy," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500026, Feb.
• Lorenzo Cornalba & Jean-Philippe Bouchaud & Marc Potters, 2000, "Option pricing and hedging with temporal correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500030, Nov.
• Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic, 2000, "Hedged Monte-Carlo: low variance derivative pricing with objective probabilities," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500031, Aug.
• Farhat Selmi & Jean-Philippe Bouchaud, 2000, "Hedging large risks reduces the transaction costs," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500033, May.
• Andrew Matacz, 2000, "Path dependent option pricing: the path integral partial averaging method," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500034, May.
• Hans FÃllmer & Peter Leukert, 2000, "Efficient hedging: Cost versus shortfall risk," Finance and Stochastics, Springer, volume 4, issue 2, pages 117-146.
• Marco Frittelli, 2000, "Introduction to a theory of value coherent with the no-arbitrage principle," Finance and Stochastics, Springer, volume 4, issue 3, pages 275-297.
• Rimas Norvaisa, 2000, "Modelling of stock price changes: A real analysis approach," Finance and Stochastics, Springer, volume 4, issue 3, pages 343-369.
• Martin Schweizer & Christophe Stricker & Frank DÃberlein, 2000, "Implied savings accounts are unique," Finance and Stochastics, Springer, volume 4, issue 4, pages 431-442.
• A. Lazrak & J.P. DÊcamps, 2000, "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 1, pages 207-213.
• Kevin X.D. Huang & Jan Werner, 2000, "Asset price bubbles in Arrow-Debreu and sequential equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 253-278.
• Jeffrey Callen & Lin Xu & Suresh Govindaraj, 2000, "Large time and small noise asymptotic results for mean reverting diffusion processes with applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 2, pages 401-419.
• Barbara G. Katz & Joel Owen, 2000, "The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 00-01.
• Joseph Francois & Ian Wooton, 2000, "Trade in International Transport Services: The Role of Competition," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-057/2, Jul.
• Winfried G. Hallerbach, 2000, "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-064/2, Jul.
• Liang Zou, 2000, "Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-108/2, Dec.
• Terry A. Marsh and Niklas Wagner., 2000, "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-293, May.
• Joao Amaro de Matos & Joao Sobral do Rosario, 2000, "The equilibrium dynamics for an endogeneous bid-ask spread in a monopolistic financial market," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp389.
• Giovanni Cespa, 2000, "Short-term investment and equilibrium multiplicity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 520, Jun, revised Jun 2002.
• Eckhard Platen, 2000, "Risk Premia and Financial Modelling Without Measure Transformation," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 45, Sep.
• Peter L. Rousseau & Richard Sylla, 2000, "Emerging Financial Markets and Early U.S. Growth," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0015, May.
• Luboš Pástor & Robert F. Stambaugh, 2000, "The Equity Premium and Structural Breaks," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 519, Jun.
• Larry Sawers & David Nickerson & Daniel Schydlowsky, 2000, "Financial Markets And Economic Development," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Andras Uthoff, 2000, "Pension Reform In Chile," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• José Luque, 2000, "The Emerging Peruvian Capital Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Marguerite S. Berger, 2000, "Microfinance: An Emerging Market Within The Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Manfred Zeller & Cécile Lapenu & Bart Minten & Eliane Ralison & Désiré Randrianaivo & Jean-Claude Randrianarisoa, 2000, "Linkages Between Rural Financial Markets, Poverty Alleviation And Conservation Of Soils And Forests: The Case Of Madagascar," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Eric Weaver, 2000, "Bridging The Gap Between Regulated Financial Institutions And Low-Income Borrowers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Philip F. Bartholomew & Gary Whalen, 2000, "Systemic Risk: An Overview With Applications To Transitional Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Michael Marrese, 2000, "Addressing The Bad Debt Problem In The Slovak Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Andras Uthoff, 2000, "Short Term Capital Inflows And Long Term External Equilibrium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Stephen Guisinger, 2000, "The Macroeconomic Consequences Of Investment Liberalization For Developing Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Joel Bergsman, 2000, "Is There Competition For Foreign Direct Investment?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Larry Sawers & Daniel Schydlowsky & David Nickerson, "Emerging Financial Markets In The Global Economy".
• Kräussl, Roman, 2000, "Sovereign credit ratings and their impact on recent financial crises," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/04.
• Schlag, Christian & Wodrich, Anja, 2000, "Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/12.
• Kaiser, Ulrich & Pohlmeier, Winfried, 2000, "Efficient Bargaining and the Skill-Structure of Wages and Employment," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 00/24.
• Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin, 2000, "Quantifying the value of initial investment information," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,41.
• Platen, Eckhard, 2000, "A minimal financial market model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,91.
• Platen, Eckhard, 2000, "Risk premia and financial modelling without measure transformation," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,92.

1999

• Andrew Matacz & Jean-Philippe Bouchaud, 1999, "Explaining the forward interest rate term structure," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500046, Sep.
• Andrew Matacz & Jean-Philippe Bouchaud, 1999, "An empirical investigation of the forward interest rate term structure," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500047, Jul.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999, "Random matrix theory," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500052, Mar.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999, "Random matrix theory and financial correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500053, Jan.
• Jones, R.A., 1999, "Estimating Correlated Diffusions," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-12.
• Dean, J.W., 1999, "Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-3.
• Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999, "Stock market prices and long-range dependence," Finance and Stochastics, Springer, volume 3, issue 1, pages 1-13.
• Hans FÃllmer & Peter Leukert, 1999, "Quantile hedging," Finance and Stochastics, Springer, volume 3, issue 3, pages 251-273.
• Ronel Elul, 1999, "Welfare-improving financial innovation with a single good," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 1, pages 25-40.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1999, "Phenomenology of the interest rate curve," Applied Mathematical Finance, Taylor & Francis Journals, volume 6, issue 3, pages 209-232, DOI: 10.1080/135048699334546.
• Winfried G. Hallerbach, 1999, "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-034/2, May.
• Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999, "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-97.
• Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999, "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Other publications TiSEM, Tilburg University, School of Economics and Management, number fa209920-43a1-40ad-bf2e-f.
• Australian Treasury, 1999, "Australia's experience with the variable deposit requirement," Economic Roundup, The Treasury, Australian Government, issue 3, pages 45-56, July.
• Maroney, Neal C. & Protopapadakis, Aris A., 1999, "The book-to-market and size effects in a general asset pricing model: evidence from seven national markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 1999-15, Nov.
• Xavier Freixas, 1999, "Optimal bail out policy, conditionality and constructive ambiguity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 400, Jun.
• Eckhard Platen, 1999, "A Minimal Share Market Model with Stochastic Volatility," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 21, Dec.
• Eckhard Platen, 1999, "On the Log-Return Distribution of Index Benchmarked Share Prices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 22, Dec.
• Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research, number 86, May.
• Martin Schweizer, 1999, "Risky Options Simplified," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 59-82, DOI: 10.1142/S0219024999000054.
• Xing Jin & Frank Milne, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999, "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," Yale School of Management Working Papers, Yale School of Management, number ysm125, Oct.
• Herrala, Risto & Nieminen, Risto, 1999, "Valuuttakauppojen selvitysriskit ja niiden hallinta," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/1999.
• Gerke, Wolfgang & Bosch, Robert, 1999, "Die Betreuer am Neuen Markt: eine empirische Analyse," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/12.
• Gebhardt, Günther, 1999, "The evolution of global standards of accounting," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/05.
• Föllmer, Hans & Leukert, Peter, 1999, "Efficient hedging: Cost versus shortfall risk," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,18.
• Schweizer, Martin, 1999, "A guided tour through quadratic hedging approaches," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,96.
• Nydahl, Stefan, 1999, "Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 81, May.
• Mohammad Hashim Kamali, 1999, "The Permissibility And Potential Of Developing Islamic Derivatives As Financial Instruments," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 7, issue 2, pages 1-73, December.
• Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 1999, "Financial Market Globalization: Present and Future," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 17, issue 3, pages 1-40, December.
• David Abad & Antonio Rubia, 1999, "- Evaluation Of The Fixing Trading System In The Spanish Market," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-17, Dec.
• Frey Bruno S. & Kucher Marcel, 1999, "Kriege aus Sicht des Kapitalmarktes: Deutschland im Zweiten Weltkrieg / Germany in World War II: The Perspective of Capital Markets," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 3-4, pages 361-384, June, DOI: 10.1515/jbnst-1999-3-408.
• Herwartz Helmut & Reimers Hans-Eggert, 1999, "Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt / Different Volatility Regimes on the German Bond Market," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 375-392, June, DOI: 10.1515/jbnst-1999-3-425.
• Binswanger Mathias, 1999, "Can Noise Traders Cause Persistent Deviations from Fundamental Values on the Stock Market? / Können Noise Trader langfristige Abweichungen der Aktienkurse von ihren Fundamentalwerten bewirken?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 556-574, October, DOI: 10.1515/jbnst-1999-5-619.
• Ranko Jelic & Richard Briston & Chris Mallin, 1999, "Gambling Banks and Firm Financing in Transition Economies," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 4, pages 253-282, December.
• Gunther Capelle-Blancard, 1999, "Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99013, Aug.
• LINTON, Olivier & PERRON, Benoît, 1999, "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9911.
• John Y. Campbell & Martin Lettau, 1999, "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7144, May.
• Peter L. Rousseau & Richard Sylla, 1999, "Emerging Financial Markets and Early U.S. Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 7448, Dec.
• Hiroshi Osano, 1999, "Security Design, Insider Monitoring, and Financial Market Equilibrium," Review of Finance, European Finance Association, volume 2, issue 3, pages 273-302.
• Bryan Mase, 1999, "The Predictability of Short-Horizon Stock Returns," Review of Finance, European Finance Association, volume 3, issue 2, pages 161-173.
• Fazal HUSAIN & Jamshed UPPAL, 1999, "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, volume 15, pages 19-40.
• Serletis, Apostolos & Gogas, Periklis, 1999, "The North American natural gas liquids markets are chaotic," MPRA Paper, University Library of Munich, Germany, number 1576.
• Husain, Fazal & Uppal, Jamshed, 1999, "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper, University Library of Munich, Germany, number 5270.
• Husain, Fazal & Forbes, Kevin, 1999, "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 5355.
• Xing Jin & Frank Milne, 1999, "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper, Economics Department, Queen's University, number 1084, Jan.
• Giyas Gokkent, 1999, "Simultaneous Home Bias and Cross-Holding of Assets Under Information Asimmetry," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 1, pages 15-44.
• Yeon-Koo Che & Tai-Yeong Chung, 1999, "Contract Damages and Cooperative Investments," RAND Journal of Economics, The RAND Corporation, volume 30, issue 1, pages 84-105, Spring.
• Greenwood, J. & Jovanovic, B., 1999, "The IT Revolution and the Stock Market," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 460.
• Finis Welch, 1999, "In Defense of Inequality," American Economic Review, American Economic Association, volume 89, issue 2, pages 1-17, May.
• Boyan Jovanovic & Jeremy Greenwood, 1999, "The Information-Technology Revolution and the Stock Market," American Economic Review, American Economic Association, volume 89, issue 2, pages 116-122, May.
• Jin, Xing & Milne, Frank, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273560, Jan, DOI: 10.22004/ag.econ.273560.
• Des Mc Manus & David Watt, 1999, "Estimating One-Factor Models of Short-Term Interest Rates," Staff Working Papers, Bank of Canada, number 99-18, DOI: 10.34989/swp-1999-18.
• Juan Ayuso & Roberto Blanco, 1999, "Has Financial Market Integration Increased during the Nineties?," Working Papers, Banco de España, number 9923.
• Antonio Scalia & Valerio Vacca, 1999, "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market Liquidity: Research Findings and Selected Policy Implications".
• Tomas Björk & Bent Jesper Christensen, 1999, "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, volume 9, issue 4, pages 323-348, October, DOI: 10.1111/1467-9965.00072.
• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers, Brown University, Department of Economics, number 99-16.
• Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
• Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.
• Fedesarrollo, 1999, "Análisis Coyuntural. I. Situación del sector financiero. II. El futuro del sector petrolero," Coyuntura Económica, Fedesarrollo.
• CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre, 1999, "Corporate governance structures, control and performance in European markets: a tale of two systems," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999042, Jul.
• BAUWENS, Luc & VEREDAS, David, 1999, "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999058, Nov.
• Foucault, Thierry & Parlour, Christine A, 1999, "Competition for Listings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2222, Aug.
• Lettau, Martin & Ludvigson, Sydney, 1999, "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2223, Sep.
• Freixas, Xavier, 1999, "Optimal Bail-Out, Conditionality and Creative Ambiguity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2238, Sep.
• Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999, "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2265, Oct.
• Sørensen, Bent E & Yosha, Oved, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2295, Nov.
• Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2297, Nov.
• Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles, 1999, "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2325, Dec.
• Manzano, Carolina, 1999, "Integration versus segmentation in a dealer market," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 6514, Jun.
• CHESNEY, Marc & GIBSON-ASNER, Rajna, 1999, "The Investment Policy and the Pricing of Equity in a Levered Firm: a Re-examination of the contingent claims Valuation Approach," HEC Research Papers Series, HEC Paris, number 672, Apr.
• Alessandro, CITANNA, 1999, "Financial Innovation and Price Volatility," HEC Research Papers Series, HEC Paris, number 685, Oct.
• THEISSEN, Erik, 1999, "Floor versus Screen Trading : Evidence from the German Stock Market," HEC Research Papers Series, HEC Paris, number 690, Dec.
• Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, volume 87, issue 1, pages 169-193, July.
• Brusco, Sandro & Jackson, Matthew O., 1999, "The Optimal Design of a Market," Journal of Economic Theory, Elsevier, volume 88, issue 1, pages 1-39, September.
• Aggarwal, Reena & Angel, James J., 1999, "The rise and fall of the Amex Emerging Company Marketplace," Journal of Financial Economics, Elsevier, volume 52, issue 2, pages 257-289, May.
• Jones, Charles M. & Lipson, Marc L., 1999, "Execution Costs of Institutional Equity Orders," Journal of Financial Intermediation, Elsevier, volume 8, issue 3, pages 123-140, July.
• Cordella, Tito & Foucault, Thierry, 1999, "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, volume 8, issue 3, pages 141-173, July.
• Zeira, Joseph, 1999, "Informational overshooting, booms, and crashes," Journal of Monetary Economics, Elsevier, volume 43, issue 1, pages 237-257, February.
• Perez-Quiros, Gabriel & Timmermann, Allan, 1999, "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119113, Sep.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999, "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119114, Aug.
• Freixas, Xavier, 1999, "Optimal bail out policy, conditionality and creative ambiguity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119121, May.