Report NEP-FIN-2001-05-16
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:
- Oscar Bajo-Rubio & Simón Sosvilla-Rivero, "undated". "A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990," Working Papers on International Economics and Finance 00-01, FEDEA.
- Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
- Manuel Moreno & Javier R. Navas, 2001. "On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives," Economics Working Papers 543, Department of Economics and Business, Universitat Pompeu Fabra.