Report NEP-FIN-2001-11-05This 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:
- Pighi Braila & Alessandro Turrini, 2000. "Asset Market Structure and Growth," CSEF Working Papers 45, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- R. Cesari, 2001. "A Simple Approach to CAPM and Option Pricing," Working Papers 418, Dipartimento Scienze Economiche, Universita' di Bologna.
- Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis.
- Item repec:fip:fedlwp:2000-005b is not listed on IDEAS anymore
- Christopher J. Neely & Paul A. Weller, 2001. "Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics," Working Papers 2001-009, Federal Reserve Bank of St. Louis.
- Item repec:fth:calaec:8-01 is not listed on IDEAS anymore
- Item repec:cat:tecbus:pricechg.pdf is not listed on IDEAS anymore
- Bris, Arturo & Koskinen, Yrjö & Pons, Vicente, 2001. "Corporate Financial Policies and Performance Around Currency Crises," SSE/EFI Working Paper Series in Economics and Finance 467, Stockholm School of Economics, revised 06 Jun 2002.