Report NEP-FIN-2004-04-04

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:

• Fernandez, Pablo, 2004. "On the instability of betas: The case of Spain," IESE Research Papers D/548, IESE Business School.
• Jonathan Dark, 2004. "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers 7/04, Monash University, Department of Econometrics and Business Statistics.
• Jonathan Dark, 2004. "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers 6/04, Monash University, Department of Econometrics and Business Statistics.
• William J. Bergman & Robert R. Bliss & Christian A. Johnson & George G. Kaufman, 2004. "Netting, financial contracts, and banks: the economic implications," Working Paper Series WP-04-02, Federal Reserve Bank of Chicago.
• Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin 416, DIW Berlin, German Institute for Economic Research.
• Claudia M. Buch & Christian Pierdzioch, 2003. "The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility," Kiel Working Papers 1161, Kiel Institute for the World Economy.
• Orazem, Peter & Bouillon, Marvin & Doran, B. Michael, 2004. "Long-Term Attachments and Long-Run Firm Rates of Return," Staff General Research Papers Archive 11577, Iowa State University, Department of Economics.
• Gaspar, Raquel M., 2004. "General Quadratic Term Structures of Bond, Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance 559, Stockholm School of Economics.
• Christian Pierdzioch & Georg Stadtmann, 2003. "The Effectiveness of the Interventions of the Swiss National Bank; An Event-Study Analysis," Kiel Working Papers 1160, Kiel Institute for the World Economy.
• Item repec:dgr:kubcen:200418 is not listed on IDEAS anymore

• Edward Simpson Prescott, 2004. "State-contingent bank regulation with unobserved actions and unobserved characteristics," Working Paper 04-02, Federal Reserve Bank of Richmond.
• Jonathan Dark, 2004. "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers 5/04, Monash University, Department of Econometrics and Business Statistics.
• Eric T. Swanson, 2004. "Federal Reserve transparency and financial market forecasts of short-term interest rates," Finance and Economics Discussion Series 2004-06, Board of Governors of the Federal Reserve System (U.S.).
• Fernandez, Pablo, 2004. "80 common and uncommon errors in company valuation," IESE Research Papers D/550, IESE Business School.
• Item repec:dgr:kubcen:200424 is not listed on IDEAS anymore

• Jonathan Dark, 2004. "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers 4/04, Monash University, Department of Econometrics and Business Statistics.
• Fernandez, Pablo, 2004. "Equivalence of ten different discounted cash flow valuation methods," IESE Research Papers D/549, IESE Business School.