Report NEP-FIN-2000-06-29
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Harris Dellas & Martin K. Hess, 2000. "Financial Development and the Sensitivity of Stock Markets to External Influences," Working Papers 00.06, Swiss National Bank, Study Center Gerzensee.
- Bertrand Rime, 2000. "Bank Capital Behaviour: Empirical Evidence for Switzerland," Working Papers 00.05, Swiss National Bank, Study Center Gerzensee.
- Collard, Fabrice & Juillard, Michel, 1999. "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange) 9922, CEPREMAP.
- Siem Jan Koopman & Eugenie Hol Uspensky, 2000. "The Stochastic Volatility in Mean Model," Tinbergen Institute Discussion Papers 00-024/4, Tinbergen Institute.