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.

0408011: Regulatory Changes and New Banking: the Case of Canada

Christian Calmès

0408009: A local non-parametric model for trade sign inference

Adam Blazejewski and Richard Coggins

0408008: Do we understand delta hedging?

Daniel Badagnani

0408006: Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index

Don Galagedera and Piyadasa Edirisuriya

0408005: Relative Performance Evaluation Contracts and Asset Market Equilibrium

Sandeep Kapur and Allan Timmermann

0408004: Statistical Facts of Artificial Stock Market: Comparison with Indonesian Empirical Data

Hokky Situngkir and Yohanes Surya

0408003: Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes

Alon Raviv

0408002: Trends in the Canadian Financial System

Christian Calmès

0408001: Relative Performance Evaluation Contracts and Asset Market Equilibrium

Sandeep Kapur and Allan Timmermann

0407020: Empirical evidence on the incentives to hedge transaction and translation exposure

Niclas Hagelin and Bengt Pramborg

0407019: E-payments: modern complement to traditional payment systems

Stefan Heng

0407018: Swaptions: 1 price, 10 deltas, and... 6 1/2 gammas

Marc Henrard

0407017: Day-of-the-week effects in emerging stock markets

Syed Basher and Perry Sadorsky

0407016: The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets

Auke Plantinga, Franks Sortino and Robert van der Meer

0407015: Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)

Farshid Jamshidian

0407014: Investment, Hedging, and Consumption Smoothing

Jianjun Miao and Neng Wang

0407013: Explaining the Beta, Size and Value Effects Under the Relative Value Theory

Silviu Alb

0407012: The Econophysics of the Brazilian Real-US Dollar Rate

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

0407011: Financial Volatility and Independent and Identically Distributed Variables

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

0407010: The Impact of the Internet on Financial Markets

Nicholas Economides

0407007: Goodwill des groupes français de 1992 à 2002 - French group goodwill from 1992 to 2002

Bernard Paranque

0407006: Why do banks hold capital in excess of regulatory requirements? A functional approach

Diemo Dietrich and Uwe Vollmer

0407005: Consistent high-precision volatility from high-frequency data

Fulvio Corsi, Gilles Zumbach, Ulrich Müller and Michel Dacorogna

0407004: Introducing a scale of market shocks

Gilles O. Zumbach, Michel Dacorogna, Jorgen L. Olsen and Richard Olsen

0407002: A Corporate Governance Reform as a Natural Experiment for Incentive Contracts

Christian Bayer and Carsten Burhop

0407001: Piyasa Mikroyapisina Giris

Cumhur Ekinci

0406015: La puissance publique promoteur de nouveaux modèles d’aide à la décision de financement

Nadine Levratto and Bernard Paranque

0406014: Problems of Evaluating Small Firms’ Quality as a Reason for Unfavourable Loan Conditions

Ingrid Groessl and Nadine Levratto

0406013: A SURVEY ON INVESTMENT PERFORMANCE APPRAISAL METHODS WITH SPECIAL REFERENCE TO DATA ENVELOPMENT ANALYSIS

Don Galagedera

0406012: Beta Risk and Regime Shift in Market Volatility

Roland Shami and Don Galagedera

0406011: Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities

Don Galagedera and Roland Shami

0406010: A survey on risk-return analysis

Don Galagedera

0406009: Optimal Lender of Last Resort Policy in Different Financial Systems

Falko Fecht and Marcel Tyrell

0406008: Does Ownership Structure Influence Firm Value? Evidence from India

Jayesh Kumar

0406007: Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks

Donsyah Yudistira

0406006: Linkages between Stock Prices and Exchange Rates in the EU and the United States

Daniel Stavarek

0406005: Mutual Fund Growth in Standard and Specialist Market Segments

Stefan Ruenzi

0406004: Risk Measure Pricing and Hedging in Incomplete Markets

Mingxin Xu

0406003: Criticality

Sergio Da Silva

0406002: Exponentially Damped Levy Flights

Sergio Da Silva

0406001: Efficiency tests in the Iberian stock markets

José Carlos Dias, Luís Lopes, Vitor Martins and Jose Benzinho

0405034: What Drives Default and Prepayment on Subprime Auto Loans?

Erik Heitfield and Tarun Sabarwal

0405033: TECHNICAL ANALYSIS ON FOREIGN EXCHANGE: 1975 - 2004

Fernando Rubio Fernandez

0405032: GARCH Option Pricing Under Skew

Sofiane Aboura

0405030: CONTRASTACION DE METODOLOGÍAS PARA EL CÁLCULO DE BETA DE MERCADO: EL CASO DE ESPAÑA

Fernando Rubio Fernandez

0405029: A Theory for the Term Structure of Interest Rates

Thomas Alderweireld and Jean Nuyts

0405028: Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets

Sergio Da Silva

0405027: Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates

Sergio Da Silva

0405026: PATTERNS OF CORPORATE GOVERNANCE AND TECHNICAL EFFICIENCY IN ITALIAN MANUFACTURING

Sergio Destefanis and Vania Sena

0405025: INTRODUCTION A LA MICROSTRUCTURE DES MARCHES FINANCIERS

Cumhur Ekinci