Report NEP-CFN-2005-02-13

This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.

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Other reports in NEP-CFN

The following items were announced in this report:

• Item repec:wvu:wpaper:04-10 is not listed on IDEAS anymore

• Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette, 1995. "Real-world options: smile and residual risk," Science & Finance (CFM) working paper archive 500039, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Didier Sornette & Marc Potters, 1997. "Option pricing in the presence of extreme fluctuations," Science & Finance (CFM) working paper archive 500038, Science & Finance, Capital Fund Management.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999. "Random matrix theory and financial correlations," Science & Finance (CFM) working paper archive 500053, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Marc Potters, 1998. "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive 500036, Science & Finance, Capital Fund Management.
• Lorenzo Cornalba & Jean-Philippe Bouchaud & Marc Potters, 2000. "Option pricing and hedging with temporal correlations," Science & Finance (CFM) working paper archive 500030, Science & Finance, Capital Fund Management.
• Benoit Pochard & Jean-Philippe Bouchaud, 2003. "Option pricing and hedging with minimum expected shortfall," Science & Finance (CFM) working paper archive 500029, Science & Finance, Capital Fund Management.
• D. De Clercq & D. P. Dimov, 2004. "Explaining venture capital firms’ syndication behavior: A longitudinal study," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/279, Ghent University, Faculty of Economics and Business Administration.
• Alessandro MISSALE & Emanuele BACCHIOCCHI, 2005. "Managing debt stability," Departmental Working Papers 2005-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Tim Robinson & Andrew Stone, 2005. "Monetary Policy, Asset-Price Bubbles and the Zero Lower Bound," NBER Working Papers 11105, National Bureau of Economic Research, Inc.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998. "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive 500051, Science & Finance, Capital Fund Management.
• Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2005. "Valutation, Liquidity and Risk in Government Bond Markets," Working Papers 281, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Campagnoli Patrizia & Muliere Pietro & Petrone Sonia, "undated". "Generalized dynamic linear models for financial time series," Economics and Quantitative Methods qf0003, Department of Economics, University of Insubria.
• Hjalmarsson, Erik, 2005. "On the Predictability of Global Stock Returns," Working Papers in Economics 161, University of Gothenburg, Department of Economics.
• Hjalmarsson, Erik, 2005. "Predictive regressions with panel data," Working Papers in Economics 160, University of Gothenburg, Department of Economics.
• Item repec:dgr:eureri:30001462 is not listed on IDEAS anymore

• Dirk Bergemann & Ulrich Hege, 2001. "The Financing of Innovation: Learning and Stopping," Cowles Foundation Discussion Papers 1292R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2004.
• Item repec:ctl:louvir:2004037 is not listed on IDEAS anymore

• Thesmar, David, 2004. "Financial Market Development and the Rise in Firm Level Uncertainty," CEPR Discussion Papers 4761, C.E.P.R. Discussion Papers.
• Rochet, Jean Charles & Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume, 2004. "Dynamic Security Design," CEPR Discussion Papers 4753, C.E.P.R. Discussion Papers.
• Gehrig, Thomas & Menkhoff, Lukas, 2004. "The Rise of Fund Managers in Foreign Exchange," CEPR Discussion Papers 4752, C.E.P.R. Discussion Papers.
• Kandel, Shmuel & Zilca, Shlomo, 2004. "A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002," CEPR Discussion Papers 4729, C.E.P.R. Discussion Papers.
• Banerjee, Abhijit & Duflo, Esther, 2004. "Do Firms Want to Borrow More? Testing Credit Constraints Using a Directed Lending Program," CEPR Discussion Papers 4681, C.E.P.R. Discussion Papers.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers 2005s-03, CIRANO.
• Weber, Martin & Norden, Lars, 2004. "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers 4674, C.E.P.R. Discussion Papers.
• Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic, 2000. "Hedged Monte-Carlo: low variance derivative pricing with objective probabilities," Science & Finance (CFM) working paper archive 500031, Science & Finance, Capital Fund Management.
• Farhat Selmi & Jean-Philippe Bouchaud, 2000. "Hedging large risks reduces the transaction costs," Science & Finance (CFM) working paper archive 500033, Science & Finance, Capital Fund Management.
• Andrew Matacz, 2000. "Path dependent option pricing: the path integral partial averaging method," Science & Finance (CFM) working paper archive 500034, Science & Finance, Capital Fund Management.
• Andrew Matacz, 1997. "Financial modeling and option theory with the truncated Lévy process," Science & Finance (CFM) working paper archive 500035, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud, 1998. "Elements for a theory of financial risks," Science & Finance (CFM) working paper archive 500042, Science & Finance, Capital Fund Management.