Report NEP-FIN-2001-05-02

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:

• Mr. Luis Catão & Mr. Robin Brooks, 2000. "The New Economy and Global Stock Returns," IMF Working Papers 2000/216, International Monetary Fund.
• Edward W. Piotrowski, "undated". "Zombies and Gamblers. Canonical Ensembles of Protfolios (in Polish)," Departmental Working Papers 116pl, University of Bialtystok, Department of Theoretical Physics.
• Monique Ebell, 2001. "Why are Asset Returns More Volatile during Recessions? A Theoretical Explanation," Working Papers 01.01, Swiss National Bank, Study Center Gerzensee.
• Spyros Skouras, 2001. "Risk Neutral Forecasting," Computing in Economics and Finance 2001 50, Society for Computational Economics.
• Michael Brandt, Qi Zeng and Lu Zhang, 2001. "Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States," Computing in Economics and Finance 2001 41, Society for Computational Economics.
• Kanta Matsuura, 2001. "Digital Security Tokens and Their Derivatives," Computing in Economics and Finance 2001 51, Society for Computational Economics.
• A. Abdelkhalek, A. Bilas and A. Michaelides, 2001. "Parallelization and Performance of Portfolio Choice Models," Computing in Economics and Finance 2001 114, Society for Computational Economics.
• Item repec:fip:fednep:v.7no.1:x:3 is not listed on IDEAS anymore

• Andrea Gaunersdorfer & Cars Hommes & Florian O.O. Wagener, 2001. "Bifurcation Routes to Volatility Clustering," Tinbergen Institute Discussion Papers 01-015/1, Tinbergen Institute.
• Vassil A. Konstantinov, 2001. "Intergenerational Risk Sharing and Asset Returns," Computing in Economics and Finance 2001 228, Society for Computational Economics.
• André Lucas & Ronald van Dijk & Teun Kloek, 2001. "Stock Selection, Style Rotation, and Risk," Tinbergen Institute Discussion Papers 01-021/2, Tinbergen Institute.
• Alan P. Kirman, Gilles Teyssiere, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," Computing in Economics and Finance 2001 221, Society for Computational Economics.
• Item repec:fip:fedawp:2001-05 is not listed on IDEAS anymore

• Thomas Lux, 2001. "The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation," Computing in Economics and Finance 2001 62, Society for Computational Economics.
• Item repec:imf:imfwpa:0139 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20010016 is not listed on IDEAS anymore

• Prasad V. Bidarkota and J. Huston McCulloch, 2001. "Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle," Computing in Economics and Finance 2001 70, Society for Computational Economics.
• Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower, 2001. "Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?," Computing in Economics and Finance 2001 223, Society for Computational Economics.
• Enrico C. Perotti & Ernst-Ludwig von Thadden, 2001. "Outside Finance, Dominant Investors and Strategic Transparancy," Tinbergen Institute Discussion Papers 01-019/2, Tinbergen Institute.
• Frank Niehaus, 2001. "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," Computing in Economics and Finance 2001 60, Society for Computational Economics.
• E. Benhamou, 2001. "Fast Fourier Transform for discrete Asian Options," Computing in Economics and Finance 2001 6, Society for Computational Economics.