Report NEP-CFN-2005-02-13

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:

• Item repec:wvu:wpaper:04-10 is not listed on IDEAS anymore

• Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette, 1995, "Real-world options: smile and residual risk," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500039, Sep.
• Jean-Philippe Bouchaud & Didier Sornette & Marc Potters, 1997, "Option pricing in the presence of extreme fluctuations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500038, Jan.
• 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.
• Jean-Philippe Bouchaud & Marc Potters, 1998, "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500036, Aug.
• 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.
• Benoit Pochard & Jean-Philippe Bouchaud, 2003, "Option pricing and hedging with minimum expected shortfall," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500029, Aug.
• D. De Clercq & D. P. Dimov, 2004, "Explaining venture capital firms syndication behavior: A longitudinal study," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 04/279, Nov.
• Alessandro MISSALE & Emanuele BACCHIOCCHI, 2005, "Managing debt stability," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2005-05, Jan.
• Tim Robinson & Andrew Stone, 2005, "Monetary Policy, Asset-Price Bubbles and the Zero Lower Bound," NBER Working Papers, National Bureau of Economic Research, Inc, number 11105, Feb.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998, "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500051, Oct.
• Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2005, "Valutation, Liquidity and Risk in Government Bond Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 281.
• Campagnoli Patrizia & Muliere Pietro & Petrone Sonia, , "Generalized dynamic linear models for financial time series," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0003.
• Hjalmarsson, Erik, 2005, "On the Predictability of Global Stock Returns," Working Papers in Economics, University of Gothenburg, Department of Economics, number 161, Feb.
• Hjalmarsson, Erik, 2005, "Predictive regressions with panel data," Working Papers in Economics, University of Gothenburg, Department of Economics, number 160, Feb.
• Item repec:dgr:eureri:30001462 is not listed on IDEAS anymore

• Dirk Bergemann & Ulrich Hege, 2001, "The Financing of Innovation: Learning and Stopping," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1292R, Feb, revised Oct 2004.
• Item repec:ctl:louvir:2004037 is not listed on IDEAS anymore

• Thesmar, David, 2004, "Financial Market Development and the Rise in Firm Level Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4761, Nov.
• Rochet, Jean Charles & Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume, 2004, "Dynamic Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4753, Nov.
• Gehrig, Thomas & Menkhoff, Lukas, 2004, "The Rise of Fund Managers in Foreign Exchange," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4752, Oct.
• Kandel, Shmuel & Zilca, Shlomo, 2004, "A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4729, Nov.
• Banerjee, Abhijit & Duflo, Esther, 2004, "Do Firms Want to Borrow More? Testing Credit Constraints Using a Directed Lending Program," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4681, Oct.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Weber, Martin & Norden, Lars, 2004, "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4674, Oct.
• 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.
• Andrew Matacz, 1997, "Financial modeling and option theory with the truncated Lévy process," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500035, Oct.
• Jean-Philippe Bouchaud, 1998, "Elements for a theory of financial risks," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500042, Jun.

Report NEP-CFN-2005-02-13

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: