EconPapers    
Economics at your fingertips  
 

Finance

From EconWPA
Series data maintained by EconWPA ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


0510031: Price, Trade Size, and Information Revelation in Multi-Period Securities Markets Downloads
Shino Takayama and Han Ozsoylev
0510030: Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers Downloads
Andre Santos, Joao Tusi, Newton Da Costa and Sergio Da Silva
0510029: Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques Downloads
Sascha Mergner and Jan Bulla
0510028: Implied Calibration of Stochastic Volatility Jump Diffusion Models Downloads
Stefano Galluccio and Yann Le Cam
0510027: Inflation bond option pricing in Jarrow-Yildirim model Downloads
Marc Henrard
0510026: Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays Downloads
Alessandro Sansone and Giuseppe Garofalo
0510025: LIMIT ORDER BOOK RECONSTRUCTION AND BEYOND: AN APPLICATION TO ISTANBUL STOCK EXCHANGE Downloads
Cumhur Ekinci
0510024: Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings Downloads
Sascha Mergner
0510023: Demographic Developments, Funded Pension Provision and Financial Stability Downloads
Stefan Schmitz
0510006: The Contagion Effect of the Terrorist Attacks of the 11th of September Downloads
João Leitão and Cristóvão Oliveira
0510005: Measuring and Analyzing Returns on Aggregate Residential Housing Downloads
Fuad Hasanov and Douglas Dacy
0510004: Collateral, Access to Credit, and Investment in Bulgaria, chap. 8 in D. Jones and J. Miller (eds) THE BULGARIAN ECONOMY: LESSONS FROM REFORM DURING EARLY TRANSITION, Ashgate 97 Downloads
Zeljko Bogetic
0510003: What’s Common to Relationship Banking and Relationship Investing? Reflections within the Contractual Theory of the Firm Downloads
Doris Neuberger
0510002: Prévisions de résultat et réactions: étude de deux sous- réactions sous l’angle du biais d’ancrage Downloads
Michael Kaestner
0510001: What’s Common to Relationship Banking and Relationship Investing? Reflections within the Contractual Theory of the Firm Downloads
Doris Neuberger
0509028: How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia Downloads
Nigel Driffield, Vidya Mahambare and Sarmistha Pal
0509027: Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures Downloads
Marc Henrard
0509024: Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques Downloads
Sascha Mergner
0509023: Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen Downloads
Hewad Wolasmal
0509022: Stock Selection Based on Cluster Analysis Downloads
Newton Da Costa, Jefferson Cunha and Sergio Da Silva
0509021: How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders Downloads
Todd Walker
0509020: Calibration of the Hobson&Rogers model: empirical tests Downloads
Andrea Pascucci and Paolo Foschi
0509019: DESARROLLO DE LAS TOMAS DE Desarrollo de las Tomas de Control Corporativo después de la Ley de Opas Downloads
Vicente Lazen and Ana Cristina Sepulveda
0509018: Introducción a la Supervisión Basada en Riesgos Downloads
Vicente Lazen
0509017: Quasi-Real Indexing-- The Pareto-Efficient Solution to Inflation Indexing Downloads
David Eagle and Dale Domian
0509016: Financial Development, Labor and Market Regulations and Growth Downloads
Raquel Fonseca and Natalia Utrero-González
0509015: RISK-FREE INTERNAL GAINS – BLACK AND SCHOLES RE-EXAMINED Downloads
Gergei Bana
0509014: Credit ratings and the standardised approach to credit risk in Basel II Downloads
Patrick Van Roy
0509013: The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study Downloads
Patrick Van Roy
0509012: Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why? Downloads
Patrick Van Roy
0509011: PRIVATE BANKING IN EUROPE - Getting Clients & Keeping Them! Downloads
Anna Omarini and Philip Molineux
0509010: Dynamic State Tameness Downloads
Jaime Londoño
0509009: Imperfect Market or Imperfect Theory: A Unified Analytical Theory of Production and Capital Structure of Firms Downloads
Jing Chen
0509008: Exogenous shocks and real estate rental markets: An event study of the 9/11 attacks and their impact on the New York office market Downloads
Franz Fuerst
0509007: A Dynamic Analysis of Bid-Ask Spreads with Multiple Trade Sizes Downloads
Shino Takayama and Han Ozsoylev
0509006: Inventory and the Stock Market Downloads
Richard Lai
0509005: Why Funds of Funds? Downloads
Richard Lai
0509004: A Catering Theory of Analyst Bias Downloads
Richard Lai
0509003: Modelling International Bond Markets with Affine Term Structure Models Downloads
Georg Mosburger and Paul Schneider
0509002: Do Time-Varying Covariances, Volatility Comovement and Spillover Matter? Downloads
Lakshmi Balasubramanyan
0509001: The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market Downloads
Doris Neuberger and Christoph Schacht
0508021: Central counterparty clearing: constructing a framework for evaluation of risks and benefits Downloads
Kirsi Ripatti
0508020: Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data Downloads
Karlo Kauko
0508019: Rural Credit Delivery System in Maharashtra: A Step Towards Rejuvenation Downloads
Deepak Shah
0508018: Relationship lending and competition: Higher switching cost does not necessarily imply greater relationship benefits Downloads
Timo Vesala
0508014: On Risk Premia and Volatility Transmission Across the Stock and Bond Markets Downloads
Francis Vitek
0508013: A Simple Approach to Combining Internal and External Operational Loss Data Downloads
Pavel Okunev
0508012: The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting Downloads
Feng Dai
0508011: La banque en ligne dans les pays émergents: le cas de la Tunisie Downloads
Achraf Ayadi and Ihcène Kaffela
0508010: China’s banking reform: An assessment of its evolution and possible impact Downloads
Alicia Garcia-Herrero, Sergio Gavila and Daniel Santabárbara
Page updated 2017-10-18
Sorted by handle, 2d-year