FRU Working Papers

From University of Copenhagen. Department of Economics. Finance Research Unit
ï¿½ster Farimagsgade 5, Building 26, DK-1353 Copenhagen K., Denmark.
Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Hoffmann ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2009/01: The Topology of Danish Interbank Money Flows: Kirsten Bonde Rørdam and Morten Bech
2008/01: Price Adjustment to News with Uncertain Precision: Nikolaus Hautsch, Dieter Hess and Christoph Müller
2007/01: Aggregation of Information and Beliefs in Prediction Markets: Marco Ottaviani and Peter Sørensen
2006/06: Testing the Conditional Mean Function of Autoregressive Conditional Duration Models: Nikolaus Hautsch
2006/05: A Dynamic Semiparametric Proportional Hazard Model: Frank Gerhard and Nikolaus Hautsch
2006/04: Noise, Information, and the Favorite-Longshot Bias: Marco Ottaviani and Peter Sørensen
2006/03: Bankruptcy, Counterparty Risk, and Contagion: Holger Kraft and Mogens Steffensen
2006/02: Worst Case Portfolio Optimization and HJB-Systems: Ralf Korn and Mogens Steffensen
2006/01: Regulation of Banking Groups: Thomas Harr and Thomas Rønde
2005/08: Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application: Morten Nalholm
2005/07: How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach: Holger Kraft and Mogens Steffensen
2005/06: Financial Giffen Goods: Rolf Poulsen and Kourosh Marjani Rasmussen
2005/05: The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations: Michael Bergman, Yin-Wong Cheung and Kon S. Lai
2005/04: Order Aggressiveness and Order Book Dynamics: Anthony Hall and Nikolaus Hautsch
2005/03: The latent factor VAR model: Testing for a common component in the intraday trading process: Nikolaus Hautsch
2005/02: Static Replication and Model Risk: Razor's Edge or Trader's Hedge?: Morten Nalholm and Rolf Poulsen
2005/01: US Monetary Police 1988-2004: An Empirical Analysis: Anders Møller Christensen and Heino Bohn Nielsen
2004/12: The Timing of Bets and the Favorite-Longshot Bias: Marco Ottaviani and Peter Sørensen
2004/11: Equity Prices, Productivity Growth and 'The New Economy: Jakob Madsen and E Davis
2004/10: Exotic Options: Proofs Without Formulas: Rolf Poulsen
2004/09: Bubbles and Busts: The 1990s in the Mirror of the 1920s: Eugene White
2004/08: International Parity Relationships Between Germany and the United States: A Joint Modelling Approach: Katarina Juselius and Ronald MacDonald
2004/07: Pitfalls in Estimates of Relationship between Share Returns and Inflation: Jakob Madsen
2004/06: Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery: Nikolaus Hautsch and Dieter Hess
2004/05: The Strategy of Professional Forecasting: Marco Ottaviani and Peter Sørensen
2004/04: Expected Utility Theory with “Small Worlds”: Jacob Gyntelberg and Frank Hansen
2004/03: A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market: Anthony Hall and Nikolaus Hautsch
2004/02: A General Theory of Decision Making: Frank Hansen
2004/01: The Equity Premium Puzzle and the Ex Post Bias: Jakob Madsen