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0201004: An Integrated Model of Market and Limit Orders Downloads
Sugato Chakravarty and Craig Holden
0201003: Stealth-Trading: Which Traders' Trades Move Stock Prices? Downloads
Sugato Chakravarty
0201001: Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk Downloads
Ali Bora Yigitbasioglu
0112003: An Empirical Comparison of Default Swap Pricing Models Downloads
Patrick Houweling and Ton Vorst
0112002: The Interest Rate Exposure of Nonfinancial Corporations Downloads
Söhnke Bartram
Armin Schwienbacher
0111004: The Market Price of Aggregate Risk and the Wealth Distribution Downloads
Hanno Lustig
0111003: Testing the Gaussian Copula Hypothesis for Financial Assets Dependences Downloads
Yannick Malevergne and D. Sornette
0111001: Inflation and Capital Structure Downloads
Jose Noguera
0110003: Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm Downloads
Junwu Gan
0110001: Microfinance in Vietnam - A Survey of Schemes and Issues Downloads
Adam McCarty
0109001: Bifurcation Routes in Financial Markets Downloads
Author Miloslav
0108003: Resources Used to Produce Individual Development Accounts in the First Two Years of the Experimental Program of the American Dream Demonstration at the Community Action Project of Tulsa County Downloads
Mark Schreiner
0108002: Corporate Risk Management as a Lever for Shareholder Value Creation Downloads
Söhnke Bartram
0108001: Leveraged Buyouts in Poland Downloads
Marcin Piątkowski
0107003: Impact of Commonwealth indirect taxes on exporters Downloads
Productivity Commission
0107001: International Portfolio Investment: Theory, Evidence, and Institutional Framework Downloads
Söhnke Bartram and Gunter Dufey
0106003: The Relative Value Theory Downloads
Silviu Alb
0106002: International Cross-Listing: The Effects of Market Fragmentation and Information Flows Downloads
Richard Podpiera
0105003: Tradable Schemes Downloads
Jiri Hoogland and Dimitri Neumann
0105002: Asians and cash dividends: Exploiting symmetries in pricing theory Downloads
Jiri Hoogland and Dimitri Neumann
0105001: Stochastic Dominance Efficiency Tests under Diversification Downloads
Timo Kuosmanen
0012009: A Temporary Equilibrium Model of Asset Pricing Downloads
George Vachadze
0012008: A Short-Horizon Model of Asset Pricing: Equilibrium Analysis Downloads
George Vachadze
0012007: Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic Downloads
Jan Hanousek and Libor Nemecek
0012006: Do Stock Markets Promote Economic Growth? Downloads
Jan Hanousek, Nauro Campos and Randall Filer
0012005: Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases Downloads
Richard Podpiera
0012003: How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market Downloads
Jan Hanousek and Richard Podpiera
Bernard Belletante and Bernard Paranque
0004011: Corporate Finance in Europe from 1986 to 1996 Downloads
Michel Delbreil, Ana Esteban, Hans Friderichs, Bernard Paranque, Franz Partsch and Franco Varetto
0004010: Volatility in Indian Stock Markets Downloads
Piyush Chowhan and Vasant Shukla
0004009: Looking Forward to Pricing Options from Binomial Trees Downloads
Dario Villani and Andrei E. Ruckenstein
0004007: A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions Downloads
Giulia Iori
0004006: Scaling and multiscaling in financial markets Downloads
Giulia Iori
0004004: Trade credit in Italy: Evidence from individual firm data Downloads
Giuseppe Marotta
0004002: Another Look at Option Listing Effects Downloads
Stewart Mayhew and Vassil Mihov
9912001: Corporate Diversification and Agency Downloads
Benjamin Hermalin and Michael Katz
9908002: Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk Downloads
Mark Manfredo and Raymond M. Leuthold
9907004: Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study Downloads
Anders Johansen and Didier Sornette
9907003: Scale invariance and contingent claim pricing II: Path-dependent contingent claims Downloads
Jiri Hoogland and Dimitri Neumann
9907002: Scale invariance and contingent claim pricing Downloads
Jiri Hoogland and Dimitri Neumann
9905005: A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions Downloads
Giulia Iori
9905003: Futures Exchange Innovations: Reinforcement versus Cannibalism Downloads
Joost Pennings and Raymond M. Leuthold
9905002: Commodity Futures Contract Viability: A Multidisciplinary Approach Downloads
Joost Pennings and Raymond M. Leuthold
9905001: The Financial Industry's Challenge of Developing Commodity Derivatives Downloads
Joost Pennings and M.T.G. Meulenberg
9904006: What a Difference a Day Makes: On the Common Market Microstructure of Trading Days Downloads
Frank Gerhard, Dieter Hess and Winfried Pohlmeier
9904005: A Survey on Nonparametric Time Series Analysis Downloads
Siegfried Heiler
9904004: When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel Downloads
Guenter Franke, Richard C. Stapleton and Marti G. Subrahmanyam
9904003: Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators Downloads
Joachim Inkmann
9904002: Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions Downloads
Nikolaus Hautsch
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