Report NEP-FIN-2004-01-18

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu 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:

• Item repec:cla:penntw:adb2940730338ff113d930aa2e42ccd is not listed on IDEAS anymore

• Item repec:cla:penntw:d50f0ddbbf9f79b6e05bb90a5d0d23c is not listed on IDEAS anymore

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• Blas Pérez, Beatriz de, 2003. "Performance of interest rate rules under credit market imperfections," UC3M Working papers. Economics we033813, Universidad Carlos III de Madrid. Departamento de Economía.
• Brusco, Sandro & Manzano, Carolina, 2003. "Price discovery in the pre-opening period. theory and evidence from the madrid stock exchange," DEE - Working Papers. Business Economics. WB wb035814, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Ericsson, Johan & González, Andrés, 2003. "Is Momentum Due to Data-Snooping?," SSE/EFI Working Paper Series in Economics and Finance 536, Stockholm School of Economics.
• Ben R. Craig & Joachim G. Keller, 2003. "The empirical performance of option-based densities of foreign exchange," Working Papers (Old Series) 0313, Federal Reserve Bank of Cleveland.
• Item repec:cla:penntw:d12f7936881423171f65801c00cc2 is not listed on IDEAS anymore

• Item repec:cla:penntw:6c418113c19a91c029047e10212054f is not listed on IDEAS anymore

• Item repec:cla:penntw:e5ba8f857b7ab5742bd6c467886da6 is not listed on IDEAS anymore

• Item repec:cla:penntw:33820afad90814b2158b066c471e51 is not listed on IDEAS anymore

• John K.-H. Quah, 2004. "Comparative Statics with Concave and Supermodular Functions," Economics Papers 2004-W01, Economics Group, Nuffield College, University of Oxford.
• Andrea Morone, 2004. "Financial Market in the Laboratory," Experimental 0401002, University Library of Munich, Germany.
• Vladislav KArgin, 2004. "Optimal Convergence Trading," Finance 0401003, University Library of Munich, Germany.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Power and bipower variation with stochastic volatility and jumps," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford.
• Ole E. Barndorff-Nielsen & Svend Erik Graversen & Neil Shephard, 2003. "Power variation & stochastic volatility: a review and some new results," Economics Papers 2003-W19, Economics Group, Nuffield College, University of Oxford.
• Item repec:cla:penntw:08d6793d32cab8f6e1f46dac0dbb361 is not listed on IDEAS anymore

• Item repec:cla:penntw:313926d56a787869b6a219eab4d3899 is not listed on IDEAS anymore

• Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics.
• Ben R. Craig & Ernst Glatzer & Joachim G. Keller & Martin Scheicher, 2003. "The forecasting performance of German stock option densities," Working Papers (Old Series) 0312, Federal Reserve Bank of Cleveland.
• Item repec:cla:penntw:d12f7936881423171f6589501c00cc2 is not listed on IDEAS anymore

• Pierre Lafourcade, 2003. "Asset prices and rents in a GE model with imperfect competition," Finance and Economics Discussion Series 2003-60, Board of Governors of the Federal Reserve System (U.S.).
• Richard L. Johnson, 2003. "Portfolio choice in tax-deferred and Roth-type savings accounts," Research Working Paper RWP 03-08, Federal Reserve Bank of Kansas City.
• Alexander L. Wolman, 2003. "Real implications of the zero bound on nominal interest rates," Working Paper 03-15, Federal Reserve Bank of Richmond.
• Jesus Clemente & Antonio Montañes & Marcelo Reyes, 2004. "Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries," Econometrics 0401005, University Library of Munich, Germany.
• Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford.
• Item repec:cla:penntw:da63ab402f891c7fcf2fa3465f40596 is not listed on IDEAS anymore

• Item repec:cla:penntw:cae679cdc2e020f74d692ae73e6d291 is not listed on IDEAS anymore

• Item repec:cla:penntw:da63ab402f891c7fcf2fa465f40596 is not listed on IDEAS anymore

• Item repec:cla:penntw:823ad5f6b6eb3583cc70364ee0f161 is not listed on IDEAS anymore

• Item repec:cla:penntw:33820afad90814b2158b0366c471e51 is not listed on IDEAS anymore

• Keiichiro Kobayashi, 2003. "A Theory of Banking Crises (Part 1)," Discussion papers 03016, Research Institute of Economy, Trade and Industry (RIETI).
• Item repec:cla:penntw:823ad5f6b6eb3583cc703364ee0f161 is not listed on IDEAS anymore

• Item repec:cla:penntw:e9e0aca257b20d3bb6bb4a52a98edeb is not listed on IDEAS anymore

• Item repec:cla:penntw:e5ba8f857b7ab5742bd6c3467886da6 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Econometrics of testing for jumps in financial economics using bipower variation," Economics Papers 2003-W21, Economics Group, Nuffield College, University of Oxford.