Finance

From University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ().

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.

0211008: A General Characterization of Quadratic Term Structure Models

Li Chen and H. Vincent Poor

0211007: How to work in the uncertain market conditions

Dmitry Baryshevsky

0211004: Consumption and Investment Optimization under Constraints

Long Nguyen-Thanh

0211003: Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo

Pietro Rossi, Massimo Tavoni, Flavio Cocco and Robert Marschinski

0211002: Information, Alternative Markets, and Security Price Processes: A Survey of Literature

Rafiqul Bhuyan

0211001: Can technological change explain the stock market collapse of 1974?

Adrian Peralta-Alva

0210006: Why do European Venture Capital Companies syndicate?

Sophie Manigart and Miguel Meuleman

0210005: Herding and Contrarian Behavior in Financial Markets - An Internet Experiment

Mathias Drehmann, Jörg Oechssler and Andreas Roider

0210004: The realized equity premium has been higher than expected: further evidence

Marco Taboga

0210003: Performance Incentives, Performance Pressure and Executive Turnover

Narayanan Subramanian, Atreya Chakraborty and Shahbaz Sheikh

0210002: Stochastic Dominance Portfolio Analysis of Forestry Assets

V.-P. Heikkinen and & Timo Kuosmanen

0210001: An Analysis of Hedge Fund Performance

Daniel Capocci

0209008: The Small Business Credit Gap: Some New Evidence

Rajiv Mallick and Atreya Chakraborty

0209007: The Importance of Being Known: Relationship Banking and Credit Limits

Cresenta Fernando, Atreya Chakraborty and Rajiv Mallick

0209006: The Geometry of Payoff Spaces

Marcel Hendrickx

0209005: De schuld van het Nederlandse huishouden?

Hans Groeneveld and Ralph de Haas

0209004: Het integraal kwantificeren van valutarisico’s

Ralph de Haas

0209003: Banken, instituties en zachte budgetbeperkingen tijdens de transitie

Ralph de Haas

0209002: Financial collateral and capital adequacy requirements

Ralph de Haas and Thomas Keijser

0209001: The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets

Bernd Hayo and Ali Kutan

0207019: What Type of Process Underlies Options? A Simple Robust Test

Peter Carr and Liuren Wu

0207018: Markov Chain Approximations For Term Structure Models

David Backus, Liuren Wu and Stanley Zin

0207017: Time-Varying Arrival Rates of Informed and Uninformed Trades

David Easley, Robert Engle, Maureen O'Hara and Liuren Wu

0207016: A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs

Gautam Goswami, Milind Shrikhande and Liuren Wu

0207015: Asset Pricing Under The Quadratic Class

Markus Leippold and Liuren Wu

0207014: Design and Estimation of Quadratic Term Structure Models

Markus Leippold and Liuren Wu

0207013: Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?

Massoud Heidari and Liuren Wu

0207012: The Finite Moment Log Stable Process and Option Pricing

Peter Carr and Liuren Wu

0207011: Time-Changed Levy Processes and Option Pricing

Peter Carr and Liuren Wu

0207010: Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives

Massoud Heidari and Liuren Wu

0207009: Contagion in Financial Markets

David Backus, Silverio Foresi and Liuren Wu

0207008: Accouting for Biases in Black-Scholes

David Backus, Silverio Foresi and Liuren Wu

0207007: Monte Carlo Pricing of American Options Using Nonparametric Regression

Claudio Pizzi and Paolo Pellizzari

0207006: Optimization of Risk Exposure

Alexei Gretchikha

0207005: The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures

Söhnke Bartram and G. Karolyi

0207004: Analytical Aproach to Value Options with State Variables of a Levy System

Nguyen Thanh Long

0207003: Financial Performance Government Trading Enterprises 1996-97 to 2000-01

Productivity Commission

0207002: Review of the Superannuation Industry (Supervision) Act 1993 and Certain Other Superannuation Legislation

Productivity Commission

0207001: Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

Söhnke Bartram

0206005: Seize the Moments: Approximating American Option Prices in the GARCH Framework

Jin-Chuan Duan, Genevieve Gauthier, Caroline Sasseville and Jean-Guy Simonato

0206002: On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process

Bakhodir Ergashev

0206001: Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market

Patrick Houweling, Albert Mentink and Ton Vorst

0205004: All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form

Allen Abrahamson

0205003: Trading system evaluation based on past performance: Random Signals Test

Alex Strashny

0205002: Monetary Conditions and Stock Returns: A South African Case Study

Clive Coetzee

0204002: The Future of the Stock Market Channel In Egypt

Maged Shawky Sourial

0203006: A note on a generalized Black-Scholes formula

Bakhodir Ergashev

0203002: Wealth Effects of Banks' Rights to Market and Originate Annuities

Arnold Cowan, Jann C. Howell and Mark L. Power

0203001: Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk

Jiri Hoogland, Dimitri Neumann and Michel Vellekoop

0202002: How Active Are Managers in SA

Tony Bell and Maarten Ackerman