Report NEP-FIN-2004-10-21

This 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:

• Item repec:wpa:wuwpfi:0410012 is not listed on IDEAS anymore

• Jianjun Miao, 2004. "Risk, uncertainty and option exercise," Finance 0410013, University Library of Munich, Germany.
• Bansal, Ravi & Dahlquist, Magnus & Harvey, Campbell R., 2004. "Dynamic Trading Strategies and Portfolio Choice," SIFR Research Report Series 31, Institute for Financial Research.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers 04-21, Economics and Finance Section, School of Social Sciences, Brunel University.
• Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
• Silvia Sonderegger, 2004. "Nonlinear Pricing and Multimarket Duopolists," The Centre for Market and Public Organisation 04/110, The Centre for Market and Public Organisation, University of Bristol, UK.
• Syed A. Basher & Perry Sadorsky, 2004. "Oil price risk and emerging stock markets," International Finance 0410003, University Library of Munich, Germany.
• John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2004. "Look at me now: the role of cross-listing in attracting U.S. investors," International Finance Discussion Papers 815, Board of Governors of the Federal Reserve System (U.S.).
• Daniel Beland, 2004. "Pension Reform and Financial Investment in the United States and Canada," Social and Economic Dimensions of an Aging Population Research Papers 120, McMaster University.
• Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University.
• Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data," Monash Econometrics and Business Statistics Working Papers 16/04, Monash University, Department of Econometrics and Business Statistics.
• Item repec:han:dpaper:dp-306 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2004-01 is not listed on IDEAS anymore

• Noe, Thomas H. & Rebello, Michael J. & Wang, Jun, 2004. "The Evolution of Security Designs," SIFR Research Report Series 26, Institute for Financial Research.
• Olovsson, Conny, 2004. "Social Security and the Equity Premium Puzzle," Seminar Papers 729, Stockholm University, Institute for International Economic Studies.
• Jason Childs & Stuart Mestelman, 2004. "Rate of Return Parity in Experimental Asset Markets," Department of Economics Working Papers 2004-01, McMaster University.
• Michael Koetter & Thorsten Nestmann & Stéphanie Stolz & Michael Wedow, 2004. "Structures and Trends in German Banking," Kiel Working Papers 1225, Kiel Institute for the World Economy.
• Enisse Kharroubi, 2004. "Liquidity, volatility and growth," DELTA Working Papers 2004-26, DELTA (Ecole normale supérieure).
• Czarniawska, Barbara, 2004. "Women in financial services: fiction and more fiction," GRI-rapport 2004:3, University of Gothenburg, Gothenburg Research Institute GRI.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
• Juergen Eichberger & Martin Summer, 2004. "Bank Capital, Liquidity and Systemic Risk," Working Papers 87, Oesterreichische Nationalbank (Austrian Central Bank).
• Hassan Naqvi, 2004. "The Valuation of Corporate Debt with Default Risk," Finance 0410010, University Library of Munich, Germany.
• Geetesh Bhardwaj & Norman Swanson, 2004. "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers 200422, Rutgers University, Department of Economics.