Printed from https://ideas.repec.org/n/nep-cfn/2003-10-20.html
Report NEP-CFN-2003-10-20
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:
- John Driffill & Turalay Kenc & Martin Sola, 2002, "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002, Society for Computational Economics, number 304, Jul.
- Burkhard Raunig, 2003, "Testing for Longer Horizon Predictability of Return Volatility with an Application to the German," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 86, Sep.
- Alexander Karaivanov, 2003, "Financial Contracts and Occupational Choice," Computing in Economics and Finance 2003, Society for Computational Economics, number 25, Aug.
- Item repec:mtl:montde:07-2003 is not listed on IDEAS anymore
- Catherine S. Forbes & Gael M. Martin & Jill Wright, 2003, "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/03, Oct.
- M. Kabir Hassan & Anisul M. Islam & Syed Basher, 2003, "Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market," Finance, University Library of Munich, Germany, number 0310015, Oct.
- Item repec:mtl:montde:06-2003 is not listed on IDEAS anymore
- Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu, 2002, "Relationships between market sentiment and price dynamics in an artificial stock market," Computing in Economics and Finance 2002, Society for Computational Economics, number 263, Jul.
- S. Manzan & P. Boswijk & C.H. Hommes, 2003, "Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices," Computing in Economics and Finance 2003, Society for Computational Economics, number 252, Aug.
- Ariadna Dumitrescu, 2003, "Imperfect Competition and Market Liquidity with a Supply Informed Trader," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 591.03, Oct.
- Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs II," Computing in Economics and Finance 2002, Society for Computational Economics, number 379, Jul.
- Toni Gravelle & Maral Kichian & James Morley, 2002, "Detecting shift-contagion in currency and bond markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 58, Jul.
- Bakhodir A Ergashev, 2003, "On a CAPM monitoring based on the EWMA process control," Computing in Economics and Finance 2003, Society for Computational Economics, number 283, Aug.
- Ariadna Dumitrescu, 2003, "Valuation of Defaultable Bonds and Debt Restructuring," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 590.03, Oct.
- Tom Dahlstrom & Pierre Mella-Barral, 2002, "Corporate Walkout Decisions and the Value of Default," Computing in Economics and Finance 2002, Society for Computational Economics, number 357, Jul.
- Marney J.P. & Fyfe C. & Tarbert H., 2002, "Risk Adjusted Returns And Technical Trading Rules From Data Projection," Computing in Economics and Finance 2002, Society for Computational Economics, number 53, Jul.
- Marc Henrard, 2003, "Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model," Finance, University Library of Munich, Germany, number 0310009, Oct.
- Clapham, Eric & Gunnelin, Åke, 2003, "Rental Expectations and the Term Structure of Lease Rates," SIFR Research Report Series, Institute for Financial Research, number 16, Oct.
- Item repec:dgr:uvatin:20030071 is not listed on IDEAS anymore
- Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs I," Computing in Economics and Finance 2002, Society for Computational Economics, number 378, Jul.