Working Papers

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1995_9526: El empleo por cuenta propia en España: Un análisis empírico

Raquel Carrasco

1995_9525: Los efectos de la negociación y de la información en las ofertas públicas de venta españolas

F. Ramón Ruiz

1995_9524: Plusvalías iniciales en las ofertas públicas de venta españolas

F. Ramón Ruiz

1995_9523: Un análisis de los determinantes de la edad de jubilación mediante modelos de duración

Juan A. Muñoz

1995_9522: Fiscal Policy and the Sub-Optimality of the Walsh Contract for Central Bankers

Haizhou Huang and A. Jorge Padilla

1995_9521: Changes in Spanish Labor Income Structure During the 1980's: A Quantile Regression Approach

Alberto Abadie

1995_9520: Monitoring, Liquidation, and Security Design

Rafael Repullo and Javier Suarez

1995_9519: Analytic Derivatives and the Computation of GARCH Estimates

Gabriele Fiorentini, Giorgio Calzolari and Lorenzo Panattoni

1995_9518: Endogenous Cycles in a Stiglitz-Weiss Economy

Javier Suarez and Oren Sussman

1995_9517: Quadratic ARCH Models

Enrique Sentana

1995_9516: The Economics of Bank Regulation

Sudipto Bhattacharya, W. Arnoud, Arnoud Boot and Anjan Thakor

1995_9515: Why Is Spanish Unemployment So High?

Juan Dolado and Juan F Jimeno

1995_9514: Has the EMS Reduced the Cost of Capital? Versión Revisada

Enrique Sentana, Mustaq Shah and Sushil Wadhwani

1995_9513: Time Non-Separabilities in Preferences: A Household Data Analysis

J. David López-Salido

1995_9512: Learning About Intertemporal Substitution in Consumption from Alternative Data and Preference Specifications: The Case of Spain

J. David López-Salido

1995_9511: Credit Markets and Real Economic Activity: A Model of Financial Intermediation (New Version: See CEMFI WP 9604)

Rafael Repullo and Javier Suarez

1995_9510: Los mercados de futuros: Primas de riesgo, integración con los mercados de contado y poder de cobertura

Ángel M. Mencía

1995_9509: Unobserved Components in ARCH Models: An Application to Seasonal Adjustment

Gabriele Fiorentini and Agustín Maravall

1995_9508: New Evidence on International Capital Market Integration

Byung-Kun Rhee

1995_9507: Riesgo y rentabilidad en el mercado de valores español

Enrique Sentana

1995_9506: Una medida del incremento de bienestar inducido por la introducción del mercado de futuros de cítricos de Valencia

Javier Esplugues Mota

1995_9505: Separabilidad entre consumo duradero y no duradero: Resultados microeconómicos para España

Marta del Olmo

1995_9504: Reducción de plantilla y problemas de viabilidad financiera: El papel de la estructura de capital

Alejandro Requejo

1995_9503: Designing Institutions for International Monetary Policy Coordination

Antonio Morales and A. Jorge Padilla

1995_9502: Consumption Behavior and Signal Extraction from Individual Income

J. David López-Salido

1995_9501: Investment and Banking: Some International Comparisons

Oren Sussman

1994_9426: Análisis media-varianza-asimetría: Una aplicación a las primas de riesgo en el mercado de valores español

Pedro Luis Sánchez Torres

1994_9425: Some Remarks on Leland's Model of Insider Trading

Rafael Repullo

1994_9424: Making Wald Tests Work for Cointegrated VAR Systems

Juan Dolado and Helmut Lütkepohl

1994_9423: Explicaciones de la recesión en Europa: ¿Se ha alejado la posibilidad de convergencia?

Jorge C. Sicilia

1994_9422: Análisis de los fondos de inversión de renta fija en España

José Álvarez Cobelas

1994_9421: A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix

Enrique Sentana

1994_9420: The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases

Enrique Sentana

1994_9419: Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes

Enrique Sentana

1994_9418: Estimating Dynamic Investment Models with Financial Constraints

César Alonso-Borrego

1994_9417: Demand for Labour Inputs with Asymmetric Adjustment Costs

César Alonso-Borrego

1994_9416: A Devaluations Model for the EMS

Eva Gutiérrez

1994_9415: An Index of Co-Movements in Financial Time Series

Enrique Sentana and Mushtaq Shah

1994_9414: The Information Content of Options on the IBEX-35

Hans Dewachter and Ángel M. León

1994_9413: Dynamic Banking: A Reconsideration

Sudipto Bhattacharya and A. Jorge Padilla

1994_9412: An Empirical Model of Female Labour Supply for Spain

Maite Martinez-Granado

1994_9411: La estrategia de desinflación competitiva: El caso de España en el SME

Agustín Carles

1994_9410: Financial Capitalism in Pre-World-War I Germany: Universal Banks, Interlocking Directorships and the Mining an Steel Industry

Marco Becht and Carlos Ramirez

1994_9409: The Theory and Estimation of Individual and Social Welfare Measures: A Critical Review

Marco Becht

1994_9408: Wage Bargaining in Industries with Market Power

A. Jorge Padilla, Samuel Bentolila and Juan Dolado

1994_9407: Endogenous Communication Among Lenders and Entrepreneurial Incentives

A. Jorge Padilla and Marco Pagano

1994_9406: Labour Flexibility and Wages: Lessons from Spain

Samuel Bentolila and Juan Dolado

1994_9405: Internacionalización de los mercado bursátiles

Juan Pablo Jimeno

1994_9404: Competencia en el mercado de seguros médicos

A. Jorge Padilla

1994_9403: El riesgo de tipo de interés en la banca española

Ricardo Laiseca