Report NEP-FIN-2003-11-09This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu 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:
- Roland Strausz, . "Entrepreneurial Financing, Advice, and Agency Costs," Papers 022, Departmental Working Papers.
- Jeremy Leake, 2003. "Credit spreads on sterling corporate bonds and the term structure of UK interest rates," Bank of England working papers 202, Bank of England.
- Byström, Hans & Kwon, Oh Kang, 2003. "A Simple Continuous Measure of Credit Risk," Working Papers 2003:14, Lund University, Department of Economics, revised 18 Jan 2005.
- Item repec:oed:oecdec:368 is not listed on IDEAS anymore
- Andrew G Haldane & Adrian Penalver & Victoria Saporta & Hyun Song Shin, 2003. "Analytics of sovereign debt restructuring," Bank of England working papers 203, Bank of England.
- Fajardo, J. & Farias, A., 2003. "Generalized Hyperbolic Distributions and Brazilian Data," Finance Lab Working Papers flwp_57, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Bertrand Rime, 2003. "The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach," Working Papers 03.05, Swiss National Bank, Study Center Gerzensee.
- Peter Blum & Michel Dacorogna & Lars Jaeger, 2003. "Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations," Risk and Insurance 0311001, EconWPA.
- Matthew C. Li, 2003. "Wealth, Volume and Stock Market Volatility: Case of Hong Kong (1993-2001)," Trinity Economics Papers 20035, Trinity College Dublin, Department of Economics.
- William C. Gruben & Jahyeong Koo & Robert R. Moore, 2003. "Financial liberalization, market discipline and bank risk," Center for Latin America Working Papers 0303, Federal Reserve Bank of Dallas.
- Christophe Faugere & Julian Van Erlach, 2003. "A General Theory of Stock Market Valuation and Return," Finance 0311005, EconWPA, revised 17 May 2004.
- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, . "Evolutionary Stable Stock Markets," IEW - Working Papers 170, Institute for Empirical Research in Economics - University of Zurich.
- Shin-ichi Fukuda & Sanae Ohno, 2003. "Exchange Rate Regimes in East Asia after the Crisis: Implications from Intra-daily Data," CIRJE F-Series CIRJE-F-247, CIRJE, Faculty of Economics, University of Tokyo.
- Fane, George & McLeod, Ross, 2001. "Banking Collapse and Restructuring in Indonesia, 1997-2001," Departmental Working Papers 2001-10, The Australian National University, Arndt-Corden Department of Economics.
- Steven Gonzalez, "undated". "Neural Networks for Macroeconomic Forecasting: A Complementary Approach to Linear Regression Models," Working Papers-Department of Finance Canada 2000-07, Department of Finance Canada.
- Patrick Sabourin, "undated". "Analyzing and Forecasting Credit Ratings: Some Canadian Evidence," Working Papers-Department of Finance Canada 1999-02, Department of Finance Canada.
- Peter D Spencer, . "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers 03/16, Department of Economics, University of York.