Report NEP-FIN-2001-03-13This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.
This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 2001. "High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models," NBER Working Papers 8162, National Bureau of Economic Research, Inc.
- Item repec:wop:cirano:2001s06 is not listed on IDEAS anymore
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
- Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. ""Pricing Convertible Bonds with Credit Risk: A Duffie-Singleton Approach "(in Japanese)," CIRJE J-Series CIRJE-J-45, CIRJE, Faculty of Economics, University of Tokyo.
- Steven M. Fazzari, "undated". "The Investment-Finance Link, Investment and U.S. Fiscal Policy in the 1990s," Economics Public Policy Brief Archive 9, Levy Economics Institute.
- Item repec:wop:calsdi:2001-02 is not listed on IDEAS anymore
- Item repec:wop:calsdi:2000-20 is not listed on IDEAS anymore
- Kris Jacobs, 2001. "Estimating Nonseparable Preference Specifications for Asset Market Participants," CIRANO Working Papers 2001s-12, CIRANO.