Content
1996
- 030 Monetary Integration and Economic Convergence
by Anne Sibert - 029 Informed Trading, Investment and Welfare
by James Dow & Rohit Rahi - 028 Tax Policy and Financial Structure
by John Hutton & Turalay Kenc - 027 Portfolio Substitution and Exchange Rate Volatility
by Anne Sibert & Jiming Ha - 026 Real Options and Preemption
by Bart Lambrecht & William Perraudin - 025 Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy
by Turalay Kenc & William Perraudin - 024 Information Revelation and Market Incompleteness
by Jose Marin & Rohit Rahi - 023 Yield Curves with Jump Short Rates
by Lina El-Jahel & Hans Lindberg & William Perraudin - 022 Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks
by Steve Satchell & Yongcheol Shin - 021 Interest Rate Distributions, Yield Curve Modelling and Monetary Policy
by Lina El-Jahel & Hans Lindberg & William Perraudin - 020 Lower Partial Capital Asset Pricing Models: A Re-examination
by Stephen Satchell - 019 Financial Innovation and Delegation of Control
by Norvald Instefjord - 018 Pension Systems in Europe: A General Equilibrium Study
by Turalay Kenc & William Perraudin - 017 Interest Rate Setting in Floating Rate Mortgage Markets
by Lara Cathcart & William Perraudin - 016 Time to Default in the U.K. Mortgage Market
by Bart Lambrecht & William Perraudin & Stephen Satchell - 015 Multi-Unit Auctions Under Proprietary Information: Information Free Rides and Revenue Banking
by Arupratan Daripa - 014 Intertemporal Substitution, Time Preference and Portfolio Hedging Behavior in a Continuous Time Stochastic Model of the Economy
by Peter Spencer - 013 Strategic Trading by Market Makers on the London Stock Exchange
by Oliver Hansch & A Neuberger - 012 Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange
by Oliver Hansch & N Naik & S Viswananthan - 011 Market Allocation and the Impossibility of Provision of Costly Information
by Arupratan Daripa - 010 Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing
by Bent Sorenson & William Perraudin - 009 Market Transparency, Immediacy and Financial Intermediation
by Norvald Instefjord - 008 Information, Liquidity and Capital Structure
by Norvald Instefjord - 007 The Simulation of Option Prices with Application to LIFFE Options on Futures
by Stephen Satchell & George Christodoulakis - 006 A Theory of Treasury Auctions
by Arupratan Daripa