Finance

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0505023: Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches

Marc Henrard

0505022: Raison d'être et spécificités de la firme bancaire: pourquoi la banque n'est-elle pas une entreprise comme les autres ?

Dhafer SAIDANE

0505021: Concurrence spatiale, différenciation verticale et comportement bancaire

Dhafer SAIDANE

0505020: Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality

Alexandros Benos and George Papanastasopoulos

0505019: Menaxhmenti i politikes fiskale ne ekonomite e hapura

Florije Govori

0505018: Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?

Michael Kaestner

0505016: Roles of the Banking Sector in Indian Agriculture -A Paradigm Shift

Deepak Kumar

0505015: The Financing of Higher Education – A Broader View

P Nair and Deepak Kumar

0505014: Modelo Cost-Of-Carry: Mispricing, Retornos e Volatilidades do Índice PSI-20 e dos Futuros PSI-20

Manuela Magalhães and Carlos carvalhosa

0505013: CORPORATE CREDIT RISK MODELING: QUANTITATIVE RATING SYSTEM AND PROBABILITY OF DEFAULT ESTIMATION

João Fernandes

0505012: How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia

Nigel L. Driffield, Vidya Mahambare and Sarmistha Pal

0505011: Dynamic Adjustment of Corporate Leverage: Is there a lesson to learn from the Recent Asian Crisis?

Nigel L. Driffield, Vidya Mahambare and Sarmistha Pal

0505010: How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia

Nigel L. Driffield, Vidya Mahambare and Sarmistha Pal

0505009: Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns

Michail S. Koubouros, Dimitrios Malliaropulos and Ekaterini Panopoulou

0505008: Multiple bank lending relationships in Italy: their determinants and the role of firms’ governance features

Giuseppe Vulpes

0505007: On Log-Periodic Crashes

Raul Matsushita, Iram Gleria, Annibal Figueiredo and Sergio Da Silva

0505006: Optimal portfolios using linear programming models

Christos Papahristodoulou and Erik Dotzauer

0505005: Option Strategies with linear programming

Christos Papahristodoulou

0505004: An Exploration of Asset Returns in a Production Economy with Relative Habits

Santiago Budria (Santiago Budria)

0505003: Long Memory Options: LM Evidence and Simulations

Sutthisit Jamdee and Cornelis A. Los

0505002: Credit Rationing in a Basic Agent-Based Model

Guido Fioretti

0505001: An empirical analysis of structural models of corporate debt pricing

Joao C. A. Teixeira

0504023: Fifty years of Research on Accuracy of Capital Expenditure Project Estimates: A Review of the Findings and their Validity

Stefan Linder

0504022: What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?

Hokky Situngkir and Yohanes Surya

0504021: Credit Rationing and Internal Ratings in the face of Innovation and Uncertainty

Guido Fioretti

0504020: An Analysis of the Impacts of Non-Synchronous Trading On

Silvio John Camilleri and Christopher J. Green

0504019: Simple market protocols for efficient risk sharing

Marco Li Calzi and Paolo Pellizzari

0504018: When to Get In and Out of Dairy Farming: A Real Option Analysis

Loren Tauer

0504017: Term structure of interest models: concept and estimation problem in a continuous-time setting

Orazio Di Miscia

0504016: Nonparametric estimation of diffusion process: a closer look

Orazio Di Miscia

0504015: Estimation of continuous-time interest rate models: a nonparametric approach

Orazio Di Miscia

0504014: INTEGRATION OF FINANCIAL MARKETS

Mahesh Kumar Tambi

0504013: AN EMPIRICAL STUDY OF RETURN-VOLUME RELATIONSHIP FOR INDIAN MARKET

Mahesh Kumar Tambi

0504012: LIQUIDITY RISK ESTIMATION USING FUZZY MEASURE THEORY

Sebastián Alberto Rey, Javier Ignacio García-Fronti and María Teresa Casparri

0504011: From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices

Stefan Denzler, Michel Dacorogna, Ulrich A. Mueller and Alexander McNeil

0504010: Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)

Christian Fries and Joerg Kampen

0504009: Realized Volatility and Asymmetries in the A.S.E. Returns

Dimitrios Thomakos and Michail S. Koubouros

0504008: Econometric Tests of Asset Price Bubbles: Taking Stock

Refet S. Gürkaynak

0504007: Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds

Laurence Copeland

0504006: Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case

Ignacio Velez-Pareja, Joseph Tham and Viviana Fernandez

0504005: PRICING OF S&P 100 INDEX OPTIONS BASED ON GARCH VOLATILITY ESTIMATES

Ayla Ogus Binatli

0504004: PUBLIC ENTERPRISES---CORPORATE GOVERNANCE AND THE ROLE OF GOVERNMENT

Asish K. Bhattacharyya

0504003: Economic Value Added --- A General Perspective

Asish K. Bhattacharya and B.V. Phani

0504002: Economic Impact of 'Regulation on Corporate Governance': Evidence from India

Asish K. Bhattacharyya and Sadhalaxmi Vivek Rao

0504001: L'impatto della New Economy sull'attività bancaria italiana: un'analisi qualitativa

Chiara Oldani

0503030: Valuing Joint Ventures Using Real Options

Ulrich Pape and Stephan Hendrik Schmidt-Tank

0503029: ESTRATEGIAS CUANTITATIVAS DE VALOR Y RETORNOS POR ACCION DE LARGO

Fernando Rubio

0503028: EFICIENCIA DE MERCADO, ADMINISTRACION DE CARTERAS DE FONDOS Y BEHAVIOURAL FINANCE

Fernando Rubio

0503027: EVOLUCION DE LAS ESTRATEGIAS DE INVERSION EN ACCIONES (BORRADOR)

Fernando Rubio

0503026: Monetary Policy with Incomplete Markets

Pascal Gourdel and Triki