Finance

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0409051: An axes to activate the Egyptian securities market in saving development(in arabic)

Hussein A.Motlb Elasrj

0409050: Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash

Cornelis Los and Rossitsa M. Yalamova

0409049: Long Memory Options: Valuation

Sutthisit Jamdee and Cornelis Los

0409048: Persistence Characteristics of Latin American Financial Markets

Nyo Nyo A. Kyaw, Cornelis Los and Sijing Zong

0409047: Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries

Cornelis Los

0409046: Measuring Financial Cash Flow and Term Structure Dynamics

Cornelis Los

0409045: Dynamic Risk Profile of the US Term Structure by Wavelet MRA

Sutthisit Jamdee and Cornelis Los

0409044: Long-Term Dependence Characteristics of European Stock Indices

Cornelis Los and Joanna M. Lipka

0409043: Log-Periodicity in High Frequency Financial Series

Sergio Da Silva, Raul Matsushita, Iram Gleria and Annibal Figueiredo

0409042: Multiple equilibrium overnight rates in a dynamic interbank market game

Jens Tapking

0409041: Galton's Error and the Under-Representation of Systematic Risk

Cornelis Los

0409040: Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets

Cornelis Los

0409039: Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments

Cornelis Los

0409038: Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution

Cornelis Los

0409037: Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997

Cornelis Los and Jeyanthi Karuppiah

0409036: The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore

Cornelis Los

0409035: Visualization of Chaos for Finance Majors

Cornelis Los

0409034: The Changing Concept of Financial Risk

Cornelis Los

0409033: Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data

Cornelis Los

0409032: The Use of Predictive Regressions at Alternative Horizons in Finance and Economics

Nelson Mark and Donggyu Sul

0409031: Financial Market Imperfections and Investment: an Overview

Christian Calmès

0409030: Capital Regulation and Credit Risk Taking: Empirical Evidence from Banks in Emerging Market Economies

Christophe Godlewski

0409029: Rôle de la Nature de l’Information dans l’Intermédiation Bancaire

LaRGE

0409028: Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies

Christophe Godlewski

0409027: Modélisation de la Prévision de Défaillance Bancaire et Facteurs Réglementaires Une Application aux Banques des Pays Emergents

Christophe Godlewski

0409026: Modélisation de la Prévision de Défaillance Bancaire Une Application aux Banques des Pays Emergents

Christophe Godlewski

0409025: Influence des Facteurs Institutionnels sur l’Excès de Risque et les Ratings de Banques dans les Pays Emergents

Christophe Godlewski

0409024: Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case

Christophe Godlewski

0409023: Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ?

Christophe Godlewski

0409022: Etude de la Cohérence des Ratings de Banques avec la Probabiliies de Dfaillance Bancaire dans les Pays Emergents

Christophe Godlewski

0409021: Le Rôle de l'Environnement Réglementaire, Légal et Institutionnel dans la Défaillance des Banques: Le Cas des Pays Emergents

Christophe Godlewski

0409020: Risk Analysis in Investment Appraisal

Savvakis Savvides

0409019: The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market

Jens Tapking

0409018: Multiple equilibrium overnight rates in a dynamic interbank market game

Jens Tapking

0409017: What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities

Massoud Heidari and Liuren Wu

0409016: Static Hedging of Standard Options

Peter Carr and Liuren Wu

0409015: Variance Risk Premia

Peter Carr and Liuren Wu

0409014: Stochastic Skew in Currency Options

Peter Carr and Liuren Wu

0409013: Taking Positive Interest Rates Seriously

Enlin Pan and Liuren Wu

0409011: Estimating the probability of large negative stock market

Philip Kostov and Seamus McErlean

0409010: The Efficiency of Canadian Capital Markets: Some Bank of Canada Research

Scott Hendry and Michael King

0409009: The Relevance of Short Sales to the Maltese Stock Market

Paul V. Azzopardi and Silvio Camilleri

0409008: Share holding Pattern and Firm Performance

Jayesh Kumar

0409007: Corporate Governance and Dividends Payout in India

Jayesh Kumar

0409006: Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh

Monzur Hossain and Md Shahiduzzaman

0409005: Rechtspflicht zur Unternehmensplanung? - Ein Diskussionsvorschlag zur Konkretisierung der Planungspflicht und von Mindestanforderungen an eine ordnungsmäßige Unternehmensplanung -

Paul J. Groß and Matthias Amen

0409004: When Does Extra Risk Strictly Increase the Value of Options?

Eric Rasmusen

0409003: Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets

Ram Bhar, Carl Chiarella and Thuy-Duong To

0409002: The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach

Ram Bhar, Carl Chiarella, Hing Hung and Wolfgang Runggaldier

0409001: Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac

Austin Kelly