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0211008: A General Characterization of Quadratic Term Structure Models Downloads
Li Chen and H. Vincent Poor
0211007: How to work in the uncertain market conditions Downloads
Dmitry Baryshevsky
0211004: Consumption and Investment Optimization under Constraints Downloads
Long Nguyen-Thanh
0211003: Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo Downloads
Pietro Rossi, Massimo Tavoni, Flavio Cocco and Robert Marschinski
0211002: Information, Alternative Markets, and Security Price Processes: A Survey of Literature Downloads
Rafiqul Bhuyan
0211001: Can technological change explain the stock market collapse of 1974? Downloads
Adrian Peralta-Alva
0210006: Why do European Venture Capital Companies syndicate? Downloads
Sophie Manigart and Miguel Meuleman
0210005: Herding and Contrarian Behavior in Financial Markets - An Internet Experiment Downloads
Mathias Drehmann, Jörg Oechssler and Andreas Roider
0210004: The realized equity premium has been higher than expected: further evidence Downloads
Marco Taboga
0210003: Performance Incentives, Performance Pressure and Executive Turnover Downloads
Narayanan Subramanian, Atreya Chakraborty and Shahbaz Sheikh
0210002: Stochastic Dominance Portfolio Analysis of Forestry Assets Downloads
V.-P. Heikkinen and & Timo Kuosmanen
0210001: An Analysis of Hedge Fund Performance Downloads
Daniel Capocci
0209008: The Small Business Credit Gap: Some New Evidence Downloads
Rajiv Mallick and Atreya Chakraborty
0209007: The Importance of Being Known: Relationship Banking and Credit Limits Downloads
Cresenta Fernando, Atreya Chakraborty and Rajiv Mallick
0209006: The Geometry of Payoff Spaces Downloads
Marcel Hendrickx
0209005: De schuld van het Nederlandse huishouden? Downloads
Hans Groeneveld and Ralph de Haas
0209004: Het integraal kwantificeren van valutarisico’s Downloads
Ralph de Haas
0209003: Banken, instituties en zachte budgetbeperkingen tijdens de transitie Downloads
Ralph de Haas
0209002: Financial collateral and capital adequacy requirements Downloads
Ralph de Haas and Thomas Keijser
0209001: The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets Downloads
Bernd Hayo and Ali Kutan
0207019: What Type of Process Underlies Options? A Simple Robust Test Downloads
Peter Carr and Liuren Wu
0207018: Markov Chain Approximations For Term Structure Models Downloads
David Backus, Liuren Wu and Stanley Zin
0207017: Time-Varying Arrival Rates of Informed and Uninformed Trades Downloads
David Easley, Robert Engle, Maureen O'Hara and Liuren Wu
0207016: A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs Downloads
Gautam Goswami, Milind Shrikhande and Liuren Wu
0207015: Asset Pricing Under The Quadratic Class Downloads
Markus Leippold and Liuren Wu
0207014: Design and Estimation of Quadratic Term Structure Models Downloads
Markus Leippold and Liuren Wu
0207013: Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? Downloads
Massoud Heidari and Liuren Wu
0207012: The Finite Moment Log Stable Process and Option Pricing Downloads
Peter Carr and Liuren Wu
0207011: Time-Changed Levy Processes and Option Pricing Downloads
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 Downloads
Massoud Heidari and Liuren Wu
0207009: Contagion in Financial Markets Downloads
David Backus, Silverio Foresi and Liuren Wu
0207008: Accouting for Biases in Black-Scholes Downloads
David Backus, Silverio Foresi and Liuren Wu
0207007: Monte Carlo Pricing of American Options Using Nonparametric Regression Downloads
Pizzi Claudio and Paolo Pellizzari
0207006: Optimization of Risk Exposure Downloads
Alexei Gretchikha
0207005: The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures Downloads
Söhnke Bartram and G. Karolyi
0207004: Analytical Aproach to Value Options with State Variables of a Levy System Downloads
Nguyen Thanh Long
0207003: Financial Performance Government Trading Enterprises 1996-97 to 2000-01 Downloads
Productivity Commission
0207002: Review of the Superannuation Industry (Supervision) Act 1993 and Certain Other Superannuation Legislation Downloads
Productivity Commission
0207001: Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations Downloads
Söhnke Bartram
0206005: Seize the Moments: Approximating American Option Prices in the GARCH Framework Downloads
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 Downloads
Bakhodir Ergashev
0206001: Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market Downloads
Patrick Houweling, Albert Mentink and Ton Vorst
0205004: All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form Downloads
Allen Abrahamson
0205003: Trading system evaluation based on past performance: Random Signals Test Downloads
Alex Strashny
0205002: Monetary Conditions and Stock Returns: A South African Case Study Downloads
Clive Coetzee
0204002: The Future of the Stock Market Channel In Egypt Downloads
Maged Shawky Sourial
0203006: A note on a generalized Black-Scholes formula Downloads
Bakhodir Ergashev
0203002: Wealth Effects of Banks' Rights to Market and Originate Annuities Downloads
Arnold Cowan, Jann C. Howell and Mark L. Power
0203001: Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk Downloads
Jiri Hoogland, Dimitri Neumann and Michel Vellekoop
0202002: How Active Are Managers in SA Downloads
Tony Bell and Maarten Ackerman
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