Research classified by Journal of Economic Literature (JEL) codes

1999

• 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.
• Møllgaard, H, Peter, 1999, "Markedsmagt," Working Papers, Copenhagen Business School, Department of Economics, number 14-1998, Jan.
• Lyhagen, Johan, 1999, "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 332, Sep.
• Pelikan, Pavel, 1999, "Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises," Working Paper Series, Research Institute of Industrial Economics, number 510, Jan, revised 15 Feb 2000.
• 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.
• 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, Centre for Economic Policy Research, number 2222, Aug.
• Lettau, Martin & Ludvigson, Sydney, 1999, "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 2223, Sep.
• Freixas, Xavier, 1999, "Optimal Bail-Out, Conditionality and Creative Ambiguity," CEPR Discussion Papers, Centre for Economic Policy Research, number 2238, Sep.
• Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999, "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 2265, Oct.
• Sørensen, Bent E & Yosha, Oved, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2295, Nov.
• Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• Foort HAMELINK, 1999, "Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp6, May.
• Bonomo, Marco Antônio Cesar & Garcia, René, 1999, "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 350, Jul.
• Takeshi Kobayashi & Nobuyoshi Yamori, 1999, "Is it true that insurers benefit from a catastrophic event? Market reactions to the 1995 Hanshin-Awaji earthquake," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 99-04.
• Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999, "Excessive FDI flows under asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue sep.
• Martin Lettau & Sydney C. Ludvigson, 1999, "Consumption, aggregate wealth and expected stock returns," Staff Reports, Federal Reserve Bank of New York, number 77.
• Giovanna Nicodano & Sudipto Bhattacharya, 1999, "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers, Financial Markets Group, number dp334, Aug.
• Allan Timmermann & Gabriel Perez-Quiros, 1999, "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers, Financial Markets Group, number dp335, Sep.
• Vacca, V. & Scalia, A., 1999, "Does Market Transparency Matter? A Case Study," Papers, Banca Italia - Servizio di Studi, number 359.
• Artus, P., 1999, "Effet de levier, risque, rendement des actions et cours boursiers," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-10/fi.
• Laurent, P. & Teiletche, J., 1999, "Coexistence de structures d'echange differenciees: justifications theoriques et applications au marche des changes," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-12/fi.
• Jones, C.M. & Lipson, M.L., 1999, "Execution Costs of Institutional Equity Orders," Papers, Columbia - Graduate School of Business, number 99-1.
• Jones, C.M. & Lipson, M.L., 1999, "Sixteenths: Direct Evidence on Institutional Execution Costs," Papers, Columbia - Graduate School of Business, number 99-3.
• Chang, G. & Sundaresan, S.M., 1999, "Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default," Papers, Columbia - Graduate School of Business, number 99-4.
• Huberman, G. & Regev, T., 1999, "Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar," Papers, Columbia - Graduate School of Business, number 99-6.
• Jones, C.M. & Lipson, M.L., 1999, "Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX," Papers, Columbia - Graduate School of Business, number 99-8.
• Bancel, F. & Ceddaha, F., 1999, "Vers une prime de risque unique?," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 99/143.
• Isakov, D. & Perignon, C., 1999, "On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.1.
• Verdier, D., 1999, "Financial Capital Mobility and the Origins of Stock Markets," Papers, European Institute - Political and Social Sciences, number 99/10.
• Ory, J.-N., 1999, "Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1999-3.
• Michel, L., 1999, "Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1999-5.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999, "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1858.
• Aditya Kaul & Vikas Mehrotra & Randall Morck, 1999, "Demand Curves for Stocks Do Slope Down: New Evidence From An Index Weights Adjustment," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1884.
• Khalil, J. & Martel, J.-M. & Jutras, P., 1999, "A Multicriterion System for Credit Risk Rating," Papers, Laval - Faculte des sciences de administration, number 1999-14.
• Yamori, N. & Kobayashi, T., 1999, "Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number pb99-04.
• Huang, K.X., 1999, "Infinite-Horizon Optimal Hedging Under Cone Constraints," Papers, Minnesota - Center for Economic Research, number 304.
• Dana, R.-A. & Le Van, C. & Magnien, F., 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.34.
• Florenzano, M., 1999, "General Equilibrium of FDinancial Markets: An Introduction," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.76.
• Aspandilarov, S. & Bottazzi, J.-M., 1999, "The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.80.
• Capelle-Blancard, G. & Jurczenko, E., 1999, "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.05.
• Simon Gervais & Ron Kaniel & Dan Mingelgrin, , "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 1-99.
• Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, , "Mutual Fund Returns and Market Microstructure," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-99.
• Hampton, M.P., 1999, "Microstates and Offshore Finance: the Political Economy of Vulnerability," Papers, Portsmouth University - Department of Economics, number 128.
• Lupton, J. & Smith, J.P., 1999, "Marriage, Assets, and Savings," Papers, RAND - Labor and Population Program, number 99-12.
• McIntyre, M., 1999, "Empirical Tests of an Option Price Inversion Approach," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-001.
• Wei, J.Z. & Duan, J.C., 1999, "Pricing Foreign Currency and Cross-Currency Options Under GARCH," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-01.
• Board, J. & Sutcliffe, C. & Ziemba, W., 1999, "The Application of Operations Research Techniques to Financial Markets," Papers, University of Southampton - Department of Accounting and Management Science, number 99-147.
• Razin, A. & Sadka, E. & Yuen, C.-W., 1999, "Excessive FDI Flows under Asymmetric Information," Papers, Tel Aviv, number 27-99.
• Sulganik, E. & Zilcha, I., 1999, "The Choice of Acquiring Medical Information on Life Insurance Markets," Papers, Tel Aviv, number 28-99.
• Aylward, A. & Glen, J., 1999, "Promary Securities Markets. Cross Country Findings," Papers, World Bank - International Finance Corporation, number 39.
• Gray, D.F., 1999, "Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises," Papers, World Bank - Technical Papers, number 455.
• Gunther Capelle-Blancard, 1999, "A new measure of the financial intermediation rate: the approach in volume
  [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03592456, Aug.
• Thierry Foucault & Tito Cordella, 1999, "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print, HAL, number hal-00459772, DOI: 10.1006/jfin.1999.0266.
• Gunther Capelle-Blancard, 1999, "A new measure of the financial intermediation rate: the approach in volume
  [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Post-Print, HAL, number halshs-03592456, Aug.

1998

• Crampes, Claude & Estache, Antonio, 1998, "Regulatory trade-offs in the design of concession contracts," Utilities Policy, Elsevier, volume 7, issue 1, pages 1-13, March.
• Galluccio, Stefano & Bouchaud, Jean-Philippe & Potters, Marc, 1998, "Rational decisions, random matrices and spin glasses," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 259, issue 3, pages 449-456, DOI: 10.1016/S0378-4371(98)00332-X.
• Cooley, Thomas F. & Smith, Bruce D., 1998, "Financial markets, specialization, and learning by doing," Research in Economics, Elsevier, volume 52, issue 4, pages 333-361, December.
• Board, John & Villa, Anne & Wells, Stephen, 1998, "Liquidity in second tier equity markets: evidence from London's Alternative Investment Market (AIM)," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119137, Aug.
• Bolton, Patrick & Feixas, Xavier, 1998, "A dilution cost approach to financial intermediation and securities markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119140, Oct.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119142, Oct.
• Dow, James & Rahi, Rohit, 1998, "Should speculators be taxed?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119150, Apr.
• 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.
• João Marcus M. Nunes, 1998, "A economia dos EUA: os analistas estão perdendo o objetivo?," Brazilian Journal of Political Economy, FGV EAESP, volume 18, issue 1, pages 43-56, January, DOI: 10.1590/0101-31571998-1276.
• Sadeq Abdelrahim & Phil Holmes, 1998, "The Impact of Regulatory Change and Market Shocks on the Weak-Form Efficiency of the Kuwait Stock Exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 117-134, Winter.
• Joe Appiah-Kusi & Gioia M Pescetto, 1998, "Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 171-185, Winter.
• Ph. Andrade & C. Bruneau, 1998, "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-36.
• Gallo, G.M. & Pacini, B., 1998, "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers, European University Institute, number eco98/3.
• Harris, R.D.F. & Sanchez-Valle, R., 1998, "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers, University of Exeter, Department of Economics, number 9815.
• Venetoklis, Takis, 1998, "Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach," Discussion Papers, VATT Institute for Economic Research, number 169.
• Jeffrey M. Lacker, 1998, "Collateralized debt as the optimal contract," Working Paper, Federal Reserve Bank of Richmond, number 98-04.
• James J. Angel, 1998, "Nonstandard-Settlement Transactions," Financial Management, Financial Management Association, volume 27, issue 1, Spring.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers, Financial Markets Group, number dp304, Oct.
• Edwards, F.R. & Liew, J., 1998, "Managed Commodity Funds," Papers, Columbia - Graduate School of Business, number 98-06.
• Amir, E. & Sougiannis, T., 1998, "Analysts' Interpretation and Investors' Valuation of Tax Carryforwards," Papers, Columbia - Graduate School of Business, number 98-08.
• Justens, D. & Schyns, M. & Zandona, S., 1998, "Calcul exact de rentes viageres fractionnees et indexees sur plusieurs tetes avec reversibilite. Application a la vente par rente viagere," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9803.
• Bair, J., 1998, "Equations Fonctionnelles et mathematiques financieres," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9807.
• Paquay, P., 1998, "Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9816.
• Hubler, J. & Schmidt, G., 1998, "Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1998-11.
• Ahlstedt, M., 1998, "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics, Department of Economics, number e:11.
• Trzpiot, G., 1998, "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers, Laval - Faculte des sciences de administration, number 98-004.
• McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 98-4.
• Tallon, J.-M., 1998, "Pessimisme et absence d'echange sur les marches financiers," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.31.
• Süleyman Basak & Mike Gallmeyer, , "Capital Market Equilibrium with Differential Taxation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-98.
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• Andrade, P. & Bruneau, C., 1998, "Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9836.
• Scott, P., 1998, "The Cost-Effectiveness of 1930s British Regional Policy," Papers, Portsmouth University - Department of Economics, number 117.
• Booth, L., 1998, "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 98-001.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998, "VaR-x: Fat Tails in Financial Risk Management," Papers, Southern California - School of Business Administration, number 98-54.
• Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998, "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers, Southern California - School of Business Administration, number 99-55.
• Pirrong, S.C., 1998, "The Organization of Financial Exchange Markets: Theory and Evidence," Washington University, Business, Law and Economics Center, John M. Olin School of Business, Washington University, number 98-01.
• David Cass & Alessandro Citanna, 1998, "Pareto Improving Financial Innovation in Incomplete Markets," Post-Print, HAL, number hal-00479286, Apr, DOI: 10.1007/s001990050198.
• Gaëlle Le Fol & Christian Gourieroux, 1998, "Effet des Modes de Négociation sur les Echanges," Post-Print, HAL, number halshs-00536273.
• Møllgaard, H, Peter & Schröder, Philipp, 1998, "Bosch-Siemens' investment in Slovenia," Working Papers, Copenhagen Business School, Department of Economics, number 02-1998, Jan.
• Ghiglino, Christian & Shell, Karl, 1998, "The economic effects of restrictions on government budget deficits," Working Papers, Copenhagen Business School, Department of Economics, number 03-1998, Jan.
• Blomgren-Hansen, Niels, 1998, "The economics of union cartelization," Working Papers, Copenhagen Business School, Department of Economics, number 04-1998, Jan.
• Kleis Frederiksen, Niels, 1998, "A note on interpreting consumption tax incidence in OLG models," Working Papers, Copenhagen Business School, Department of Economics, number 05-1998, Jan.
• Kleis Frederiksen, Niels, 1998, "Dynamic optimization in discrete time," Working Papers, Copenhagen Business School, Department of Economics, number 06-1998, Jan.
• Risager, Ole, 1998, "Random walk or mean reversion," Working Papers, Copenhagen Business School, Department of Economics, number 07-1998, Jan.
• Ghiglino, Christian & Tvede, Mich, 1998, "Optimal policy in OG models," Working Papers, Copenhagen Business School, Department of Economics, number 08-1998, Jan.
• Blomgren-Hansen, Niels, 1998, "Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse," Working Papers, Copenhagen Business School, Department of Economics, number 09-1998, Jan.
• Møllgaard, H. Peter & Overgaard, Per Baltzer, 1998, "Temporary partnerships as an information transmission mechanism," Working Papers, Copenhagen Business School, Department of Economics, number 10-1998, Jan.
• Sørensen, Morten, 1998, "Incomplete contracts and the use of options to prevent hold-up in investments under uncertainty," Working Papers, Copenhagen Business School, Department of Economics, number 11-1998, Jan.
• Lund, Lars, 1998, "Konjunkturanalyse for Bornholm, 1987-1996. Kapitel 1," Working Papers, Copenhagen Business School, Department of Economics, number 12-1998, Jan.
• Nielsen, Søren Bo, 1998, "A simple model of commodity taxation and cross-border shopping," Working Papers, Copenhagen Business School, Department of Economics, number 13-1998, Jan.
• Ahsan, Syed M. & Tsigaris, Panagiotis, 1998, "The public discount rate and the uncertain budgetary flows," Working Papers, Copenhagen Business School, Department of Economics, number 15-1998, Jan.
• Urban, Dieter M., 1998, "Neoclassical growth, manufacturing agglomeration, and terms of trade," Working Papers, Copenhagen Business School, Department of Economics, number 16-1998, Jan.
• Urban, Dieter M., 1998, "Understanding increasing returns to scale and economic geography," Working Papers, Copenhagen Business School, Department of Economics, number 17-1998, Jan.
• Andersen, Torben M. & Hougaard Jensen, Svend E. & Risager, Ole, 1998, "Macroeconomic perspectives on the Danish economy," Working Papers, Copenhagen Business School, Department of Economics, number 18-1998, Jan.
• Ho, Wai-Ming, 1998, "Credit Market Imperfections and Nominal Exchange Rate Regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 3, issue 4, pages 337-361, October.
• Bhar, Ramaprasad & Malliaris, A G, 1998, "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, volume 10, issue 3, pages 285-302, May.
• Kenji Kojima, 1998, "Structural Changes of the Financial System and Corporate Governance in Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 93, Apr, revised Jun 1998.
• Blahó, András, 1998, "Törzsök Éva: Ausztria agrárgazdasága az Európai Unióban. Egy integráció pillanatképei. Vas Megyei Agrár Közhasznú Társaság, Szombathely, 1998. 274 oldal
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• Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli, 1998, "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 154, issue 1, pages 291-291, March.
• Crosby, M., 1998, "Stock Returns and Inflation," Department of Economics - Working Papers Series, The University of Melbourne, number 644.
• Hyde, C. & Vercammen, J., 1998, "Financing Competitive Asset Bids When Information is Asymmetric: The Role of Collateral as a Signal," Department of Economics - Working Papers Series, The University of Melbourne, number 662.
• GARCIA, René & RENAULT, Éric, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9801.
• Garcia, R. & Renault, E., 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9801.
• Ajit Singh, 1998, "Financial liberalisation, stockmarkets and economic development," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 8, issue 1, pages 165-182.
• Luiz Fernando Rodrigues de Paula, 1998, "Tamanho, dimensão e concentração do sistema bancário no contexto de alta e baixa inflação no Brasil," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 8, issue 1, pages 87-116.
• Adam, C.S. & Bevan, D.L., 1998, "Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues," Economics Series Working Papers, University of Oxford, Department of Economics, number 99202.
• Christian Gouriéroux & Gaëlle Le Fol, 1998, "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, volume 49, issue 3, pages 795-808.
• L.L. Pasinetti, 1998, "European Union at the end of 1997: who is within the public finance “sustainability†zone?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 204, pages 17-36.
• L.L. Pasinetti, 1998, "European Union at the end of 1997: who is within the public finance “sustainability†zone?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 204, pages 17-36.
• Noussair, C. & Robin, S. & Ruffieux, B., 1998, "Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1119, Nov.
• Lei, V. & Noussair, C. & Plott, C.R., 1998, "Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1120, Nov.
• Geoffrey Shuetrim, 1998, "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9802, Feb.