Printed from https://ideas.repec.org/n/nep-cfn/2003-07-21.html
Report NEP-CFN-2003-07-21
This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CFN
The following items were announced in this report:
- Martin B. Haugh & Leonid Kogan & Jiang Wang, 2003, "Evaluating Portfolio Policies: A Duality Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 9861, Jul.
- Deleted, 2003, "Deleted," Finance, University Library of Munich, Germany, number 0307009, Jul, revised 27 Sep 2003.
- D. Seese & F. Schlottmann, , "The building blocks of complexity: a unified criterion and selected applications in risk management," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 14.
- Erdinc Altay, 2003, "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance, University Library of Munich, Germany, number 0307006, Jul.
- Lubos Pastor & Pietro Veronesi, 2003, "Stock Prices and IPO Waves," NBER Working Papers, National Bureau of Economic Research, Inc, number 9858, Jul.
- Besley, Tim & Prat, Andrea, 2003, "Pension Fund Governance and the Choice Between Defined Benefit and Defined Contribution Plans," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3955, Jun.
- Item repec:ehu:dfaeii:200219 is not listed on IDEAS anymore
- Deleted, 2003, "Deleted," Finance, University Library of Munich, Germany, number 0307007, Jul, revised 27 Sep 2003.
- Ryan Lemand, 2003, "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics, University Library of Munich, Germany, number 0307002, Jul, revised 07 Dec 2020.
- Ryan Lemand, 2003, "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics, University Library of Munich, Germany, number 0307004, Jul, revised 07 Dec 2020.
- Item repec:wpa:wuwpfi:0307010 is not listed on IDEAS anymore
- Ryan Lemand, 2003, "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics, University Library of Munich, Germany, number 0307003, Jul, revised 07 Dec 2020.