Research classified by Journal of Economic Literature (JEL) codes

2006

• Dell'Erba, Salvatore & Saldías Zambrana, Martin, 2006, "Financial dollarization and currency substitution: an empirical study for Bolivia," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 432.

2005

• Raphael Solomon, 2005, "Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion," Staff Working Papers, Bank of Canada, number 05-23, DOI: 10.34989/swp-2005-23.
• Carlos Caballero, 2005, "Las crisis financieras del último cuarto del siglo XX," Coyuntura Económica, Fedesarrollo.
• María Angélica Arbeláez Restrepo, 2005, "Mercado de capitales, sector financiero y crecimiento en Colombia: un camino por recorrer," Coyuntura Económica, Fedesarrollo.
• Bystrom, Hans N. E., 2005, "Extreme value theory and extremely large electricity price changes," International Review of Economics & Finance, Elsevier, volume 14, issue 1, pages 41-55.
• Garance Genicot (Georgetown University) and Debraj Ray (New York University), 2005, "Bargaining Power and Enforcement in Credit Markets," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-09, May.
• Leonel Pérez-Hernández, 2005, "On the Existence of Efficient Hedge for an American Contingent Claim: Discrete Time Market," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200505, Oct.
• Begoña Herrero & Ana María Ibáñez & Constantino José García, 2005, "Estudio Del Efecto Informativo Del Anuncio De Beneficios Trimestrales," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-05, Feb.
• David Abad & José Yagüe & Sonia Sanabria, 2005, "Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-16, Sep.
• Bruce N. Lehmann, 2005, "Notes for a Contingent Claims Theory of Limit Order Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11533, Aug.
• Hisashi Hashimoto, 2005, "Transaction Pattern and Liquidity Parameters (in Japanese)," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 05-25, Sep.
• Egli, Daniel & Blum, Peter & Dacorogna, Michel M & Müller, Ulrich A, 2005, "Is the gamma risk of options insurable?," MPRA Paper, University Library of Munich, Germany, number 8564, Aug.
• Jaroslav Brada, 2005, "Risk Quantification - Early History of Option Pricing
  [Měření rizika - raná historie oceňování opcí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2005, issue 1, pages 36-40, DOI: 10.18267/j.aop.128.
• Fátima Cardoso & Vanda Geraldes da Cunha, 2005, "Household Wealth in Portugal, 1980-2004," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
• Fátima Cardoso & Vanda Geraldes da Cunha, 2005, "Household wealth in Portugal: 1980-2004," Working Papers, Banco de Portugal, Economics and Research Department, number w200504.
• Hugh R. Lamle & Terrence F. Martell, 2005, "A New Era for Commodity Investments," Journal of Financial Transformation, Capco Institute, volume 15, pages 1-6.
• Céline Azizieh & Wolfgang Breymann, 2005, "Estimation of the Stylized Facts of a Stochastic Cascade Model," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 05-009.RS.
• Alar Kein, 2005, "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 120.
• Elisa Alòs & Christian-Olivier Ewald, 2005, "A note on the Malliavin differentiability of the Heston volatility," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 880, Aug.
• Marco LiCalzi & Paolo Pellizzari, 2005, "Simple market protocols for efficient risk sharing," Finance, University Library of Munich, Germany, number 0504019, Apr.
• George M. Jabbour & Marat V. Kramin & Timur V. Kramin & Stephen D. Young, 2005, "Multinomial Lattices and Derivatives Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Michael K. Fung, 2005, "Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Anthony Kozberg, 2005, "Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Youngsik Kwak & H. James Williams, 2005, "A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Sidney Leung, 2005, "Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Van T. Nguyen & Bonnie F. Van Ness & Robert A. Van Ness, 2005, "Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Bonnie F. Van Ness & Robert A. Van Ness & Richard S. Warr, 2005, "The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Mao-wei Hung & Cheng-few Lee & Leh-chyan So, 2005, "Hedging with Foreign-Listed Single Stock Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Bing-Huei Lin & Jerry M. C. Wang, 2005, "Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Asli Ascioglu & Thomas H. McInish, 2005, "Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Karyl B. Leggio & Donald Lien, 2005, "Is Covered Call Investing Wise?: Evaluating the Strategy using Risk-Adjusted Performance Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Ping Hsiao & Wayne Y. Lee, 2005, "CFA Designation, Geographical Location and Analyst Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Kluß, Norbert & Bayer, Marcus & Cremers, Heinz, 2005, "Wertsicherungsstrategien für das Asset Management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 62.
• Heidorn, Thomas & Trautmann, Alexandra, 2005, "Niederschlagsderivate," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 69.
• Dittmann, Ingolf & Weiner, Christian, 2005, "Selecting comparables for the valuation of European firms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-002.

2004

• Everton Nunes da Silva & Sabino da Silva Porto Júnior, 2004, "Sistema Financeiro E Crescimento Econômico: Uma Aplicação De Regressão Quantílica," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 076.
• Mª José Vañó Vañó, 2004, "Transparencia y nuevas tecnologías en las Cooperativas de crédito," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 49, pages 117-141, August.
• Kimie Harada, 2004, "ABS Issuance and Lending Attitude of Banks," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 670, Aug.
• Bystrom, Hans N. E., 2004, "Managing extreme risks in tranquil and volatile markets using conditional extreme value theory," International Review of Financial Analysis, Elsevier, volume 13, issue 2, pages 133-152.
• Patton, Andrew J., 2004, "Are "market neutral" hedge funds really market neutral?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24819, Oct.
• Elías Ramírez Ramírez, 2004, "Valor En Riesgo Con Aproximaciones Cuadráticas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 249-260, Septiembr.
• Bacha, Obiyathulla I., 2004, "Pricing Hybrid Securities: The Case of Malaysian ICULS," MPRA Paper, University Library of Munich, Germany, number 12764, revised Jun 2004.
• Cebula, Richard, 2004, "A Preliminary Analysis of the Presidential Approval Rating," MPRA Paper, University Library of Munich, Germany, number 56775, Nov.
• Ghoulmié & F., 2004, "Heterogeneity and feedback in an agent based market model," Computing in Economics and Finance 2004, Society for Computational Economics, number 205, Aug.
• Joao Amaro de Matos & Marcelo Fernandes, 2004, "Testing the Markov property with ultra-high frequency financial data," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp462.
• Daniel Beunza Ibáñez & David Stark, 2004, "Resolving identities: Successive crises in a trading room after 9/11," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 734, Jan, revised Sep 2005.
• Daniel Beunza Ibáñez & David Stark, 2004, "How to recognize opportunities: Heterarchical search in a Wall Street trading room," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 735, Jan, revised Sep 2005.
• Cornelis A. Los, 2004, "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance, University Library of Munich, Germany, number 0412014, Dec.
• George M. Jabbour & Marat V. Kramin & Timur V. Kramin & Stephen D. Young, 2004, "Multinomial Lattices and Derivatives Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Michael K. Fung, 2004, "Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Anthony Kozberg, 2004, "Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Youngsik Kwak & H. James Williams, 2004, "A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Sidney Leung, 2004, "Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Van T. Nguyen & Bonnie F. Van Ness & Robert A. Van Ness, 2004, "Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Bonnie F. Van Ness & Robert A. Van Ness & Richard S. Warr, 2004, "The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Mao-wei Hung & Cheng-few Lee & Leh-chyan So, 2004, "Hedging with Foreign-Listed Single Stock Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Bing-Huei Lin & Jerry M. C. Wang, 2004, "Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Asli Ascioglu & Thomas H. McInish, 2004, "Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Karyl B. Leggio & Donald Lien, 2004, "Is Covered Call Investing Wise? Evaluating the Strategy using Risk-Adjusted Performance Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Ping Hsiao & Wayne Y. Lee, 2004, "CFA Designation, Geographical Location and Analyst Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Jokivuolle, Esa & Lanne, Markku, 2004, "Trading Nokia: the roles of the Helsinki vs the New York stock exchanges," Bank of Finland Research Discussion Papers, Bank of Finland, number 26/2004.
• Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2004, "Risk and return in convertible arbitrage: Evidence from the convertible bond market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 04-03.

2003

• Daniel Capocci & Romain Mahieu, 2003, "Les Fonds alternatifs sont-ils réellement décorrelés des produits d'investissments classiques?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 46, issue 2, pages 83-110.
• Charness, Gary & Gneezy, Uri, 2003, "Portfolio Choice and Risk Attitudes: An Experiment," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt7vz7w609, Feb.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Post-Print, HAL, number hal-00520539, DOI: 10.1088/1469-7688/3/4/301.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependence," Post-Print, HAL, number hal-02312888, Aug.
• Vajda, István, 2003, "Bennfentes kereskedelem
  [Insider trading]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 235-253.
• Zsembery, Levente, 2003, "A volatilitás előrejelzése és a visszaszámított modellek
  [Forecasting of volatility and implied models]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 519-542.
• Marcello SPANO', 2003, "Stock market expectations, effects on prices and aggregate income," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-025, Jan.
• Marcello SPANO', 2003, "Productivity shocks and hedging: theory and evidence," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-026, Jan.
• Marcello SPANO', 2003, "Stock market expectations, effects on prices and aggregate income," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-25, Jan.
• Marcello SPANO', 2003, "Productivity shocks and hedging: theory and evidence," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-26, Jan.
• Jean-Pierre Galavielle, 2003, "Y a-t-il une théorie des marchés financiers ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number r04029, Dec.
• Ricardo Ratner Rochman, 2003, "Asset and liability management for a defined benefit pension fund using heuristic optimization," Computing in Economics and Finance 2003, Society for Computational Economics, number 152, Aug.
• Nandita Das, 2003, "Hedge Fund Classification using K-means Clustering Method," Computing in Economics and Finance 2003, Society for Computational Economics, number 284, Aug.
• Martin Schweizer & Dirk Becherer & Jürgen Amendinger, 2003, "A monetary value for initial information in portfolio optimization," Finance and Stochastics, Springer, volume 7, issue 1, pages 29-46.
• Jian Yang & Titus Awokuse, 2003, "Asset storability and hedging effectiveness in commodity futures markets," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 8, pages 487-491, DOI: 10.1080/1350485032000095366.
• Y. Malevergne & D. Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 4, pages 231-250, DOI: 10.1088/1469-7688/3/4/301.
• Marco Licalzi & Paolo Pellizzari, 2003, "Fundamentalists clashing over the book: a study of order-driven stock markets," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 6, pages 470-480, DOI: 10.1088/1469-7688/3/6/306.
• Andreu Sansó & Vicent Aragó & Josep Lluís Carrion, 2003, "Testing for Changes in the Unconditional Variance of Financial Time Series," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 5, Nov.
• Dirk Dohse & Sven-Christian Steude, 2003, "Concentration, Coagglomeration and Spillovers: The Geography of New Market Firms in Germany," ERSA conference papers, European Regional Science Association, number ersa03p230, Aug.
• Thomas Schuster, 2003, "Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media," Finance, University Library of Munich, Germany, number 0303002, Mar.
• Thomas Schuster, 2003, "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance, University Library of Munich, Germany, number 0305009, May.
• Christophe Boucher, 2003, "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance, University Library of Munich, Germany, number 0305011, May.
• Thomas Schuster, 2003, "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance, University Library of Munich, Germany, number 0307014, Jul.
• Manuel Espitia Escuer & Gema Pastor Agust�n, 2003, "Las Opciones Reales y su influencia en la valoraci�n de empresas," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2003-01, Jan.
• Kluß, Norbert & König, Markus & Cremers, Heinz, 2003, "Incentive Fees: erfolgsabhängige Vergütungsmodelle deutscher Publikumsfonds," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 45.

2002

• Yang, Jian & Awokuse, Titus O., 2002, "Asset Storability And Hedging Effectiveness In Commodity Futures Markets," Staff Papers, University of Delaware, Department of Food and Resource Economics, number 15826, DOI: 10.22004/ag.econ.15826.
• Muriel Michel, 2002, "Immunisation du budget des communes françaises au risque de taux d'intérêt," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 3, pages 377-396.
• Marcel Fafchamps & Flore Gubert, 2002, "Contingent Loan Repayment in the Philippines," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2002/14, Nov.
• Stéphanie Serve, 2002, "Le recours au financement désintermédié par une collectivité locale et l'évaluation de la prime de risque obligataire: le cas de la ville de Marseille," Revue Finance Contrôle Stratégie, revues.org, volume 5, issue 2, pages 107-142, June.
• Bystrom, Hans N. E., 2002, "Using simulated currency rainbow options to evaluate covariance matrix forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 12, issue 3, pages 216-230, July.
• de Jong, C.M. & Huisman, R., 2002, "Option Formulas for Mean-Reverting Power Prices with Spikes," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-96-F&A, Oct.
• Juan Carlos Gómez Sala & José Yagüe, 2002, "Tamaño De Transacciones, Introducción De Órdenes Y Preferencias Por Precios En Los Splits De Acciones," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-29, Oct.
• René Carron & Pierre Bastide, 2002, "Cotation en Bourse et perspectives européennes : la cas du Crédit Agricole : interview," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 231-238, DOI: 10.3406/ecofi.2002.3584.
• Jean Azema, 2002, "Le statut mutualiste est-il un frein à la croissance ? : interview," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 239-247, DOI: 10.3406/ecofi.2002.3585.
• Pablo Marshall & Eduardo Walker, 2002, "Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno," Estudios de Economia, University of Chile, Department of Economics, volume 29, issue 2 Year 20, pages 247-268, December.
• Dohse, Dirk, 2002, "The geography of new market firms in Germany," ERSA conference papers, European Regional Science Association, number ersa02p199, Aug.
• Allen Abrahamson, 2002, "A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths," Computational Economics, University Library of Munich, Germany, number 0205001, May.
• Marco LiCalzi & Paolo Pellizzari, 2002, "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics, University Library of Munich, Germany, number 0207001, Jul, revised 04 Mar 2003.

2001

• K Alexander, 2001, "A Uniform Choice of Law Rule for the Taking of Collateral Interests in Securities: Using Private Law Approaches to Reduce Credit and Legal Risk in Financial Systems," Working Papers, Centre for Business Research, University of Cambridge, number wp211, Sep.
• K. Alexander, 2001, "Insider Dealing and Market Abuse: The Financial Services and Markets Act 2000," Working Papers, Centre for Business Research, University of Cambridge, number wp222, Dec.
• Jean Moussavou & Philippe Gillet, 2001, "Organisation et performance:le lien entre l'organisation des sociétés de gestion de portefeuille et la performance financière des fonds gérés," Revue Finance Contrôle Stratégie, revues.org, volume 4, issue 4, pages 139-162, December.
• Annie Bellier-Delienne, 2001, "Politique de remboursement anticipé des obligations," Revue Finance Contrôle Stratégie, revues.org, volume 4, issue 4, pages 5-27, December.
• Jones, Charles M. & Lipson, Marc L., 2001, "Sixteenths: direct evidence on institutional execution costs," Journal of Financial Economics, Elsevier, volume 59, issue 2, pages 253-278, February.
• Aydin AKGUN,, 2001, "Defaultable Security Valuation and Model Risk," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp28, Mar.
• Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001, "Testing the Markov property with ultra high frequency financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 414, Mar.
• Morel, C. & Teiletche, J., 2001, "Existe-t-il des seuils psychologiques sur les marches coursiers? Une application au future CAC 40 sur donnees tres haute frequence," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 2001-15/fi.
• Verdier, D., 2001, "Social Against Mobile Capital: Explaining Cross-National Variations in Stock Market Size in the OECD," Papers, European Institute - Political and Social Sciences, number 2001/2.
• Elyès Jouini & Clotilde Napp, 2001, "Arbitrage and investment opportunities," Post-Print, HAL, number halshs-00778381, Jun.
• Raahauge, Peter, 2001, "Empirical Rationality in the Stock Market," Working Papers, Copenhagen Business School, Department of Finance, number 2001-9, Dec.
• Nielsen, Steen & Olesen, Jan Overgaard, 2001, "Regime-Switching Stock Returns And Mean Reversion," Working Papers, Copenhagen Business School, Department of Economics, number 11-2000, Jul.
• Nielsen, Steen & Olesen, Jan Overgaard, 2001, "Modeling The Dividend-Price Ratio: The Role Of Fundamentals Using A Regime-Switching Approach," Working Papers, Copenhagen Business School, Department of Economics, number 12-2000, Jul.
• Byström, Hans, 2001, "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers, Lund University, Department of Economics, number 2001:18, Oct.
• Byström, Hans, 2001, "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers, Lund University, Department of Economics, number 2001:19, Oct.
• Cakir, Murat, 2001, "Credit Derivatives in Managing Off Balance Sheet Risks by Banks," MPRA Paper, University Library of Munich, Germany, number 55976, Jul.
• Marina Resta, 2001, "Portfolio Selection Models Driven by Non Gaussian Price Dynamics," Computing in Economics and Finance 2001, Society for Computational Economics, number 239, Apr.
• Marina Resta, 2001, "Portfolio Selection Models Driven by Non Gaussian Price Dynamics," Computing in Economics and Finance 2001, Society for Computational Economics, number 240, Apr.
• Elyès Jouini, 2001, "Arbitrage and investment opportunities," Finance and Stochastics, Springer, volume 5, issue 3, pages 305-325.
• Robert Fernholz, 2001, "Equity portfolios generated by functions of ranked market weights," Finance and Stochastics, Springer, volume 5, issue 4, pages 469-486.
• Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Finance, University Library of Munich, Germany, number 0111003, Nov.

2000

• 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.
• Bijapur, M., 2000, "The Dynamics of Firms' Credit Ratings," Discussion Papers, University of Exeter, Department of Economics, number 0019.
• Ian Tonks & Andy Snell, 2000, "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers, Financial Markets Group, number dp340, Feb.
• Bubnova, N.B., 2000, "Governance Impact on Private Investment: Evidence from the International Patterns of Infrastructure Bond Risk Pricing," Papers, World Bank - Technical Papers, number 488.
• Byström, Hans, 2000, "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers, Lund University, Department of Economics, number 2000:14, Sep.
• Byström, Hans, 2000, "Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts," Working Papers, Lund University, Department of Economics, number 2000:17, Sep.
• Amilon , Henrik & Byström , Hans, 2000, "The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?," Working Papers, Lund University, Department of Economics, number 2000:18, Nov.
• Franco Parisi & Daniel Perez, 2000, "Cambios En El Rating De Bonos Y Su Efecto En Los Precios Accionarios: El Caso Chileno," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 3, issue 2, pages 249-273.
• Christian de Boissieu, 2000, "La titrisation : une mise en perspective," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 15-22, DOI: 10.3406/ecofi.2000.3685.
• Sylvie Mathérat & Philippe Troussard, 2000, "La titrisation et le système financier," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 25-39, DOI: 10.3406/ecofi.2000.3686.
• Vernon Wright & Thomas Dunn, 2000, "La titrisation des actifs : le point de vue d’un émetteur," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 41-55, DOI: 10.3406/ecofi.2000.3687.
• Hervé Touraine & Fabrice Grillo, 2000, "Opérations de titrisation internationale : aspects juridiques," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 57-70, DOI: 10.3406/ecofi.2000.3688.
• Pierre Masieri, 2000, "La consolidation des fonds communs de créances : contexte et conséquences," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 73-83, DOI: 10.3406/ecofi.2000.3689.
• Isabelle Roseau & Jean-Pierre de Cormis & Carole Yomtov & Rupert Schoder & Paul Mazataud & Jean-Yves Caminades, 2000, "La valeur ajoutée de la notation dans les opérations de titrisation," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 85-98, DOI: 10.3406/ecofi.2000.3690.
• Jean-Pierre de Cormis & Isabelle Roseau, 2000, "L’arrangeur, conseiller du cédant," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 99-108, DOI: 10.3406/ecofi.2000.3691.
• Jacques Bellut, 2000, "Les obligations foncières : Un outil pour le refinancement des collectivités locales en Europe," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 109-114, DOI: 10.3406/ecofi.2000.3692.
• Jean-Paul Laurent, 2000, "Les dérivés de crédit," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 115-134, DOI: 10.3406/ecofi.2000.3693.
• Alexandre Scherer, 2000, "La titrisation des risques d’assurance : le marché des "Insurance Linked Securities" (ILS)," Revue d'Économie Financière, Programme National Persée, volume 59, issue 4, pages 135-146, DOI: 10.3406/ecofi.2000.3694.
• Spyros Skouras, 2000, "Risk Neutral Forecasting," Computing in Economics and Finance 2000, Society for Computational Economics, number 117, Jul.

1999

• Kaminsky Graciela, 1999, "Notas sobre crisis financieras," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Foucault, Thierry, 1999, "Order flow composition and trading costs in a dynamic limit order market1," Journal of Financial Markets, Elsevier, volume 2, issue 2, pages 99-134, 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.
• Dušan ISAKOV & Marc HOLLISTEIN, 1999, "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is it Profitable?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp2, Jan.
• 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.
• Elyès Jouini & Clotilde Napp, 1999, "Arbitrage and Investment Opportunities," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-034, Sep.
• Thierry Foucault, 1999, "Order flow composition and trading costs in a dynamic limit order market," Post-Print, HAL, number hal-00459769, May, DOI: 10.1016/S1386-4181(98)00012-3.
• 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.
• Olesen, Jan Overgaard & Risager, Ole, 1999, "Risiko For Kollaps På Aktiemarkedet- Eller Hvad?," Working Papers, Copenhagen Business School, Department of Economics, number 02-1999, Jan.
• 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.
• 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.
• Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999, "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 7254, Jul.
• 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.

1998

• WEI, Steven X., 1998, "A censored-GARCH model of asset returns with price limits," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998015, Feb.
• Boyer, Robert, 1998, "La politique à l'ère de la mondialisation et de la finance : le point sur quelques recherches régulationnistes," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9820.
• Foucault, Thierry, 1998, "Order Flow Composition and Trading Costs in Dynamic Limit Order Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1817, Mar.
• Elyès Jouini & Clotilde Napp, 1998, "Arbitrage and Investment Opportunities," Working Papers, Center for Research in Economics and Statistics, number 98-29.
• Andy Snell & Ian Tonks, 1998, "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 9, Oct.
• Skouras, S., 1998, "Risk Neutral Forecasting," Economics Working Papers, European University Institute, number eco98/40.