Working Papers

From Lund University, Department of Economics
School of Economics and Management, Box 7080, S-22007 Lund, Sweden.
Contact information at EDIRC.
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2003:2: The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons

Hans Byström

2003:1: Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis

Hans Byström

2002:20: The Wealth Tax and Economic Growth

Åsa Hansson

2002:19: Cross Sectional Analysis of the Swedish Stock Market

Hossein Asgharian and Björn Hansson

2002:18: Ageing Populations and Intergenerational Risk-sharing in PAYG Pension Schemes

Agneta Kruse

2002:17: Strategy-proofness and Fixed-price Allocation of Indivisible Goods - a Characterization Proof

Lars-Gunnar Svensson

2002:16: Intra-Generational Trust - a Semi-Experimental Study of Trust Among Different Generations

Hakan Holm and Paul Nystedt

2002:15: Trade Protection and the Location of Production

Susanna Thede

2002:14: Strategy-Proofness, Core, and Sequential Trade

Lars-Gunnar Svensson and Bo Larsson

2002:13: Is UK Risky Money Weakly Separable? A Stochastic Approach

Jane Binner, Thomas Elger and Philipe de Peretti

2002:12: Trust in the Tropics? Experimental Evidence from Tanzania

Anders Danielson and Hakan Holm

2002:11: Structural Change in Fiscal Policy and The Permanence of Fiscal Contractions - The Case of Denmark and Ireland

Göran Hjelm and Martin W Johansson

2002:10: Efficiency in Public Education

Staffan Waldo

2002:9: The UK Personal Sector Demand for Risky Money

Jane Binner and Thomas Elger

2002:8: Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon

Andreas Graflund and Birger Nilsson

2002:7: Age diffusion never stops? Carotid endarterectomy among the elderly

Paul Nystedt and Carl Hampus Lyttkens

2002:6: The Demand for Monetary Assets in the UK; a Locally Flexible Demand System Analysis

Thomas Elger

2002:5: Regime Switches in Swedish Interest Rates

Ulf Erlandsson

2002:4: Financial Liberalization and the Changing Characteristics of Nordic Stock Returns

Birger Nilsson

2002:3: A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models

Göran Hjelm and Martin W Johansson

2002:2: Reexamining loss aversion in aggregate consumption - Swedish and international evidence

Martin W Johansson

2002:1: International Asset Pricing and the Benefits from World Market Diversification

Birger Nilsson

2001:23: Total Factor Productivity and the Real Exchange Rate in a Small Open Economy: The Relative Importance of Permanent and Transitory Shocks

Göran Hjelm

2001:22: Assigning Economic Policy and Business Cycle Shocks to Democrats and Republicans: A Common Trends Approach

Göran Hjelm

2001:21: TAR models and real exchange rates

Martin Johansson

2001:20: Finnish and Swedish Business Cycles in a Global Context

Michael Bergman

2001:19: Extreme Value Theory and Extremely Large Electricity Price Changes

Hans Byström

2001:18: Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory

Hans Byström

2001:17: The origins of the Polis. An economic perspective on institutional change in ancient Greece 1000-600 B.C

Carl Hampus Lyttkens

2001:16: Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios

Andreas Graflund

2001:15: Are the Nordic Stock Markets Mean Reverting?

Andreas Graflund

2001:14: Can HIPC Reduce Poverty in Tanzania?

Anders Danielson

2001:13: Economic and Institutional Reforms in French-Speaking West Africa: Impact on Efficiency and Growth

Anders Danielson

2001:12: When Do the Poor Benefit From Growth, and Why?

Anders Danielson

2001:11: Time to disable DALYs? On the use of DALYs in health policy

Carl Hampus Lyttkens

2001:10: Choosing Bargaining Partners - An experimental study on the impact of information about income and gender

Hakan Holm and Peter Engseld

2001:9: Welfare Effects of Controlling Labor Supply? An Application of the Stochastic Ramsey Model

Henrik Amilon and Hans-Peter Bermin

2001:8: Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998

Andreas Graflund

2001:7: Women's Health Choices and the Effects on Child Health

Therése Hindman Persson

2001:6: GARCH Estimation and Discrete Stock Prices

Henrik Amilon

2001:5: A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances

Henrik Amilon

2001:4: Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection

Henrik Amilon

2001:3: Demand for Water and Sanitation in Bangladesh

Therése Hindman Persson

2001:2: The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?

Göran Hjelm

2001:1: Is Private Consumption Growth Higher (Lower) During Periods of Fiscal Contractions (Expansions)?

Göran Hjelm

2000:21: Corporatism and Economic Performance

Fredrik C. A. Andersson

2000:20: Dynamic Capital Structure: the Case of Hufvudstaden

Andreas Graflund

2000:19: Municipalities as Educational Producers - An Efficiency Approach

Staffan Waldo

2000:18: The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?

Henrik Amilon and Hans Byström

2000:17: Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts

Hans Byström