Finance

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0503025: An Empirical Analysis of Equity Default Swaps (II): Multivariate Insights

Norbert_Jobst and Arnaud_de_Servigny

0503021: On the viscosity solutions of a stochastic differential utility problem

Fabio Antonelli and Andrea Pascucci

0503020: An Econometric Model of a Firm’s Financial Statements

Otavio Ribeiro De Medeiros

0503019: Order Flow and Exchange Rate Dynamics in Brazil

Otavio Ribeiro De Medeiros

0503018: Translation of Financial Statements

Dalthan Simas and Otavio Ribeiro De Medeiros

0503017: Factors Influencing Brazilian Firms in their Decision to List on Foreign Stock Exchanges

Otavio Ribeiro De Medeiros and Carmem Tiberio

0503016: Liquidity Effects of Changes in a Pan-European Stock Index

Ulrich Pape and Stephan Hendrik Schmidt-Tank

0503014: Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns

Michail S. Koubouros, Dimitrios Malliaropulos and Ekaterini Panopoulou

0503013: On the complete model with stochastic volatility by Hobson and Rogers

Andrea Pascucci and Marco Di Francesco

0503012: Bad Credit Equilibria with the Abnormally Utilized Commerical

Sungsup Ra

0503011: Corporate Governance Rating and Family Firms: The Greek Case

Loukas Spanos, Lena Tsipouri and Manolis Xanthakis

0503010: Measuring Loss Potential of Hedge Fund Strategies

Marcos Mailoc López de Prado and Achim Peijan

0503009: Information Theory and Market Behavior

Jing Chen

0503006: Inter-pattern speculation: beyond minority, majority and $-games

Damien Challet

0503005: Eurodollar futures and options: convexity adjustment in HJM one- factor model

Marc Henrard

0503004: The role of Financial Liberalization in Development: Weaknesses and Corrections

Dhafer SAIDANE

0503003: The role of Financial Liberalization in Development: Weaknesses and Corrections

Dhafer SAIDANE

0503002: MERGERS AND ACQUISITIONS IN THE PORTUGUESE BANKING INDUSTRY: IS IT THERE A PROCESS OF VALUE CREATION?

Jacinto Vidigal Silva and Miguel Diz

0503001: What’s Common to Relationship Banking and Relationship Investing? Reflections within the Contractual Theory of the Firm

Doris Neuberger

0502021: Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate

Sutthisit Jamdee and Cornelis A. Los

0502020: Efficiency of Banks in Regions at Different Stage of European Integration Process

Daniel Stavarek

0502019: TRACING THE DEVELOPMENT OF A CONCEPTUAL FRAMEWORK OF ACCOUNTING A WESTERN EUROPEAN AND NORTH AMERICAN LINKAGE: A PARTIAL EXAMINATION

Stanley C. W. Salvary

0502018: International Stock-Bond Correlations in a Simple Affine Asset Pricing Model

Stefano d'Addona and Axel H. Kind

0502017: Corporate governance in Greece: developments and policy implications

Loukas Spanos

0502016: FINANCIAL ACCOUNTING INFORMATION AND THE RELEVANCE/IRRELEVANCE ISSUE

Stanley C. W. Salvary

0502015: ON FINANCIAL ACCOUNTING MEASUREMENT: A RECONSIDERATION OF SFAC 5 BY THE FASB IS NEEDED

Stanley C. W. Salvary

0502014: Portfolio Selection with Monotone Mean-Variance Preferences

Massimo Marinacci, Fabio Maccheroni, Aldo Rustichini and Marco Taboga

0502013: Measurement of Financial Risk Persistence

Cornelis A. Los

0502012: Privileged Interfirm/Bank Relationships in Central Europe: Trigger or Trap for Corporate Governance?

Gerhard Fink, Peter R. Haiss, Lucjan T. Orlowski and Dominick Salvatore

0502011: THE ACCOUNTING VARIABLE AND STOCK PRICE DETERMINATION

Stanley C. W. Salvary

0502010: Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis

Andrea Cipollini and giuseppe missaglia

0502009: Generic Market Models

Raoul Pietersz and Marcel van Regenmortel

0502008: A Comparison of Single Factor Markov-functional and Multi Factor Market Models

Raoul Pietersz and Antoon Pelsser

0502007: Efficient Rank Reduction of Correlation Matrices

Igor Grubisic and Raoul Pietersz

0502006: Rank Reduction of Correlation Matrices by Majorization

Raoul Pietersz and Patrick Groenen

0502005: Fast drift approximated pricing in the BGM model

Raoul Pietersz, Antoon Pelsser and Marcel van Regenmortel

0502004: Risk Managing Bermudan Swaptions in the Libor BGM Model

Raoul Pietersz and Antoon Pelsser

0502003: Corporate Governance Mechanisms and Firm Financing in India

Jayesh Kumar

0502002: Multi-attribute Analysis of Confidence, Convenience and Price Functions of Customers of Financial Services Firms: a GLS Systems Model

Ananth Rao

0502001: FINANCIAL ACCOUNTING MEASUREMENT: INSTRUMENTATION AND CALIBRATION

Stanley C. W. Salvary

0501015: Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation

Eric Hillebrand

0501014: Practical guide to real options in discrete time II

Svetlana Boyarchenko and Sergei Levendorskii

0501013: Discount Rates in Emerging Capital Markets

Samuel Mongrut Montalván and Didac Ramírez Sarrió

0501012: Assessment of Financial Stability Reports-Sveriges Riksbank

Supreena Narayanan and Rashmi Dalvi

0501011: Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality

Álvaro Cartea and Marcelo_Gustavo Figueroa

0501009: Completing Markets in a One-Good, Pure Exchange Economy Without State-Contingent Securities

David Eagle

0501008: Collateral-Based Lending in Emerging Markets: Evidence from Thailand

Lukas Menkhoff, Doris Neuberger and Chodechai Suwanaporn

0501006: Kreditvergabe der Banken an kleine und mittelständische

Monika Lindner-Lehmann, Erik Lehmann and Doris Neuberger

0501005: Five Years of Continuous-time Random Walks in Econophysics

Enrico Scalas

0501004: Creditos a PyMEs en Argentina: Racionamiento crediticio con oferta ilimitada de dinero

Agustin Filippo, Daniel Kostzer and Diego Schleser