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0409051: An axes to activate the Egyptian securities market in saving development(in arabic) Downloads
Hussein A.Motlb Elasrj
0409050: Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash Downloads
Cornelis Los and Rossitsa M. Yalamova
0409049: Long Memory Options: Valuation Downloads
Sutthisit Jamdee and Cornelis Los
0409048: Persistence Characteristics of Latin American Financial Markets Downloads
Nyo Nyo A. Kyaw, Cornelis Los and Sijing Zong
0409047: Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries Downloads
Cornelis Los
0409046: Measuring Financial Cash Flow and Term Structure Dynamics Downloads
Cornelis Los
0409045: Dynamic Risk Profile of the US Term Structure by Wavelet MRA Downloads
Sutthisit Jamdee and Cornelis Los
0409044: Long-Term Dependence Characteristics of European Stock Indices Downloads
Cornelis Los and Joanna M. Lipka
0409043: Log-Periodicity in High Frequency Financial Series Downloads
Sergio Da Silva, Raul Matsushita, Iram Gleria and Annibal Figueiredo
0409042: Multiple equilibrium overnight rates in a dynamic interbank market game Downloads
Jens Tapking
0409041: Galton's Error and the Under-Representation of Systematic Risk Downloads
Cornelis Los
0409040: Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets Downloads
Cornelis Los
0409039: Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments Downloads
Cornelis Los
0409038: Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution Downloads
Cornelis Los
0409037: Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 Downloads
Cornelis Los and Jeyanthi Karuppiah
0409036: The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore Downloads
Cornelis Los
0409035: Visualization of Chaos for Finance Majors Downloads
Cornelis Los
0409034: The Changing Concept of Financial Risk Downloads
Cornelis Los
0409033: Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data Downloads
Cornelis Los
0409032: The Use of Predictive Regressions at Alternative Horizons in Finance and Economics Downloads
Nelson Mark and Donggyu Sul
0409031: Financial Market Imperfections and Investment: an Overview Downloads
Christian Calmès
0409030: Capital Regulation and Credit Risk Taking: Empirical Evidence from Banks in Emerging Market Economies Downloads
Christophe Godlewski
0409029: Rôle de la Nature de l’Information dans l’Intermédiation Bancaire Downloads
LaRGE
0409028: Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies Downloads
Christophe Godlewski
0409027: Modélisation de la Prévision de Défaillance Bancaire et Facteurs Réglementaires Une Application aux Banques des Pays Emergents Downloads
Christophe Godlewski
0409026: Modélisation de la Prévision de Défaillance Bancaire Une Application aux Banques des Pays Emergents Downloads
Christophe Godlewski
0409025: Influence des Facteurs Institutionnels sur l’Excès de Risque et les Ratings de Banques dans les Pays Emergents Downloads
Christophe Godlewski
0409024: Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case Downloads
Christophe Godlewski
0409023: Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ? Downloads
Christophe Godlewski
0409022: Etude de la Cohérence des Ratings de Banques avec la Probabiliies de Dfaillance Bancaire dans les Pays Emergents Downloads
Christophe Godlewski
0409021: Le Rôle de l'Environnement Réglementaire, Légal et Institutionnel dans la Défaillance des Banques: Le Cas des Pays Emergents Downloads
Christophe Godlewski
0409020: Risk Analysis in Investment Appraisal Downloads
Savvakis Savvides
0409019: The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market Downloads
Jens Tapking
0409018: Multiple equilibrium overnight rates in a dynamic interbank market game Downloads
Jens Tapking
0409017: What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities Downloads
Massoud Heidari and Liuren Wu
0409016: Static Hedging of Standard Options Downloads
Peter Carr and Liuren Wu
0409015: Variance Risk Premia Downloads
Peter Carr and Liuren Wu
0409014: Stochastic Skew in Currency Options Downloads
Peter Carr and Liuren Wu
0409013: Taking Positive Interest Rates Seriously Downloads
Enlin Pan and Liuren Wu
0409011: Estimating the probability of large negative stock market Downloads
Philip Kostov and Seamus McErlean
0409010: The Efficiency of Canadian Capital Markets: Some Bank of Canada Research Downloads
Scott Hendry and Michael King
0409009: The Relevance of Short Sales to the Maltese Stock Market Downloads
Paul V. Azzopardi and Silvio Camilleri
0409008: Share holding Pattern and Firm Performance Downloads
Jayesh Kumar
0409007: Corporate Governance and Dividends Payout in India Downloads
Jayesh Kumar
0409006: Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh Downloads
Monzur Hossain and Md Shahiduzzaman
0409005: Rechtspflicht zur Unternehmensplanung? - Ein Diskussionsvorschlag zur Konkretisierung der Planungspflicht und von Mindestanforderungen an eine ordnungsmäßige Unternehmensplanung - Downloads
Paul J. Groß and Matthias Amen
0409004: When Does Extra Risk Strictly Increase the Value of Options? Downloads
Eric Rasmusen
0409003: Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets Downloads
Ram Bhar, Carl Chiarella and Thuy-Duong To
0409002: The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach Downloads
Ram Bhar, Carl Chiarella, Hing Hung and Wolfgang Runggaldier
0409001: Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac Downloads
Austin Kelly
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