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0505023: Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches Downloads
Marc Henrard
0505022: Raison d'être et spécificités de la firme bancaire: pourquoi la banque n'est-elle pas une entreprise comme les autres ? Downloads
Dhafer Saidane
0505021: Concurrence spatiale, différenciation verticale et comportement bancaire Downloads
Dhafer Saidane
0505020: Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality Downloads
Alexandros Benos and George Papanastasopoulos
0505019: Menaxhmenti i politikes fiskale ne ekonomite e hapura Downloads
Florije Govori
0505018: Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction? Downloads
Michael Kaestner
0505016: Roles of the Banking Sector in Indian Agriculture -A Paradigm Shift Downloads
Deepak Kumar
0505015: The Financing of Higher Education – A Broader View Downloads
P Nair and Deepak Kumar
0505014: Modelo Cost-Of-Carry: Mispricing, Retornos e Volatilidades do Índice PSI-20 e dos Futuros PSI-20 Downloads
Manuela Magalhães and Carlos Carvalhosa
0505013: CORPORATE CREDIT RISK MODELING: QUANTITATIVE RATING SYSTEM AND PROBABILITY OF DEFAULT ESTIMATION Downloads
João Fernandes
0505012: How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia Downloads
Nigel Driffield, Vidya Mahambare and Sarmistha Pal
0505011: Dynamic Adjustment of Corporate Leverage: Is there a lesson to learn from the Recent Asian Crisis? Downloads
Nigel Driffield, Vidya Mahambare and Sarmistha Pal
0505010: How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia Downloads
Nigel Driffield, Vidya Mahambare and Sarmistha Pal
0505009: Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns Downloads
Michail Koubouros, Dimitrios Malliaropulos and Ekaterini Panopoulou
0505008: Multiple bank lending relationships in Italy: their determinants and the role of firms’ governance features Downloads
Giuseppe Vulpes
0505007: On Log-Periodic Crashes Downloads
Raul Matsushita, Iram Gleria, Annibal Figueiredo and Sergio Da Silva
0505006: Optimal portfolios using linear programming models Downloads
Christos Papahristodoulou and Erik Dotzauer
0505005: Option Strategies with linear programming Downloads
Christos Papahristodoulou
0505004: An Exploration of Asset Returns in a Production Economy with Relative Habits Downloads
Santiago Budria
0505003: Long Memory Options: LM Evidence and Simulations Downloads
Sutthisit Jamdee and Cornelis Los
0505002: Credit Rationing in a Basic Agent-Based Model Downloads
Guido Fioretti
0505001: An empirical analysis of structural models of corporate debt pricing Downloads
Joao Teixeira
0504023: Fifty years of Research on Accuracy of Capital Expenditure Project Estimates: A Review of the Findings and their Validity Downloads
Stefan Linder
0504022: What can we see from Investment Simulation based on Generalized (m,2)-Zipf law? Downloads
Hokky Situngkir and Yohanes Surya
0504021: Credit Rationing and Internal Ratings in the face of Innovation and Uncertainty Downloads
Guido Fioretti
0504020: An Analysis of the Impacts of Non-Synchronous Trading On Downloads
Silvio Camilleri and Christopher Green
0504019: Simple market protocols for efficient risk sharing Downloads
Marco LiCalzi and Paolo Pellizzari
0504018: When to Get In and Out of Dairy Farming: A Real Option Analysis Downloads
Loren Tauer
0504017: Term structure of interest models: concept and estimation problem in a continuous-time setting Downloads
Orazio Di Miscia
0504016: Nonparametric estimation of diffusion process: a closer look Downloads
Orazio Di Miscia
0504015: Estimation of continuous-time interest rate models: a nonparametric approach Downloads
Orazio Di Miscia
0504014: INTEGRATION OF FINANCIAL MARKETS Downloads
Mahesh Kumar Tambi
0504013: AN EMPIRICAL STUDY OF RETURN-VOLUME RELATIONSHIP FOR INDIAN MARKET Downloads
Mahesh Kumar Tambi
0504012: LIQUIDITY RISK ESTIMATION USING FUZZY MEASURE THEORY Downloads
Sebastian Rey, Javier García-Fronti and María Teresa Casparri
0504011: From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices Downloads
Stefan Denzler, Michel Dacorogna, Ulrich A. Mueller and Alexander McNeil
0504010: Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model) Downloads
Christian Fries and Joerg Kampen
0504009: Realized Volatility and Asymmetries in the A.S.E. Returns Downloads
Dimitrios D. Thomakos and Michail Koubouros
0504008: Econometric Tests of Asset Price Bubbles: Taking Stock Downloads
Refet Gürkaynak
0504007: Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds Downloads
Laurence Copeland
0504006: Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case Downloads
Ignacio Velez-Pareja, Joseph Tham and Viviana Fernandez
0504005: PRICING OF S&P 100 INDEX OPTIONS BASED ON GARCH VOLATILITY ESTIMATES Downloads
Ayla Oğuş Binatlı
0504004: PUBLIC ENTERPRISES---CORPORATE GOVERNANCE AND THE ROLE OF GOVERNMENT Downloads
Asish Bhattacharyya
0504003: Economic Value Added --- A General Perspective Downloads
Asish K. Bhattacharya and B.V. Phani
0504002: Economic Impact of 'Regulation on Corporate Governance': Evidence from India Downloads
Asish Bhattacharyya and Sadhalaxmi Vivek Rao
0504001: L'impatto della New Economy sull'attività bancaria italiana: un'analisi qualitativa Downloads
Chiara Oldani
0503030: Valuing Joint Ventures Using Real Options Downloads
Ulrich Pape and Stephan Schmidt-Tank
0503029: ESTRATEGIAS CUANTITATIVAS DE VALOR Y RETORNOS POR ACCION DE LARGO Downloads
Fernando Rubio Fernandez
0503028: EFICIENCIA DE MERCADO, ADMINISTRACION DE CARTERAS DE FONDOS Y BEHAVIOURAL FINANCE Downloads
Fernando Rubio Fernandez
0503027: EVOLUCION DE LAS ESTRATEGIAS DE INVERSION EN ACCIONES (BORRADOR) Downloads
Fernando Rubio Fernandez
0503026: Monetary Policy with Incomplete Markets Downloads
Pascal Gourdel and Triki
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