Printed from https://ideas.repec.org/s/cdl/rpfina.html
Content
2013
- qt7s57834n Quantifying the Impact of Leveraging and Diversification on Systemic Risk
by Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank
2012
- qt5q05g9pt Search Costs: The Neglected Spread Component
by Flood, Mark D. & Huisman, Ronald & Koedijk, Kees G. & Lyons, Richard K.
2003
- qt1z87z922 Return-Volume Dependence and Extremes in International Equity Markets
by Wagner, Niklas & Marsh, Terry A. - qt2qb613r5 An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?
by Downing, Chris & Stanton, Richard & Wallace, Nancy E. - qt7pb301tr Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes
by Wagner, Niklas & Marsh, Terry A.
2000
- qt2651k8f5 On Adaptive Tail Index Estimation for Financial Return Models
by Wagner, Niklas & Marsh, Terry - qt0p34c640 Corporate Diversification and Agency
by Hermalin, Benjamin E. & Katz, Michael - qt3bw450n0 On the Relation Between Binomial and Trinomial Option Pricing Models
by Rubinstein, Mark - qt22q318mh Rational Markets: Yes or No? The Affirmative Case
by Rubinstein, Mark - qt8sd393sj HOw Do Firms Choose Their Leaders? An Empirical Investigation
by Cantillo, Miguel & Wright, Julian
1999
- qt7g67n911 Credit Derivatives in Banking: Useful Tools for Managing Risk?
by Duffee, Gregory R. & Zhou, Chunseng - qt8647j8gq Housing Return and Construction Cycles
by Spiegel, Matthew - qt6sq4c6g0 The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises
by Hakansson, Nils H. - qt0dh1c16w Order Flow and Exchange Rate Dynamics
by Evans, Martin D. & Lyons, Richard K. - qt0fw6k0hm Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes
by Leland, Hayne E.