Content
2007
- 07-24 Testing For Equality Between Two Copulas
by Bruno Rémillard & Olivier Scaillet - 07-23 Asset Pricing, Habit Memory, and the Labor Market
by Ivan Jaccard - 07-22 Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations
by Christian Ewerhart & Nuno Cassola & Natacha Valla - 07-21 Financial Market Equilibria With Cumulative Prospect Therory
by Enrico De Giorgi & Thorsten Hens & Marc Oliver Rieger - 07-20 Do Stylised Facts of Order Book Markets Need Strategic Behaviour?
by Dan Ladley & Klaus Reiner Schenk-Hoppe - 07-19 Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle
by Ivan Jaccard - 07-18 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets
by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe - 07-17 Board Independence and Competence
by Alexander F. WAGNER - 07-16 Why Firms Purchase Property Insurance?
by Daniel Aunon-Nerin & Paul Ehling - 07-15 Conspicuous Conservatism In Risk Choice
by Boaz Moselle & François Degeorge & Richard Zeckhauser - 07-14 Stochastic Reference Points And The Dependence Structure
by Enrico De Giorgi & Thierry Post - 07-13 A Specification Test For Nonparametric Instrumental Variable Regression
by Patrick Gagliardini & Olivier Scaillet - 07-12 Anomalies In Intertemporal Choice?
by Anke Gerber & Kirsten I.M. Rohde - 07-11 Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges
by Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang - 07-10 Stochastic Volatility: Risk Minimization and Model Risk
by Christian-Olivier Ewald & Rolf Poulsen & Klaus Reiner Schenk-Hoppe - 07-09 Benchmarks in Aggregate Household Portfolios
by Pascal St-Amour - 07-08 Bankcruptcy Law and Firms’ Behavior
by Anne Epaulard & Aude Pommeret - 07-07 Background Filtrations andCanonical Loss Processes for Top-Down Models of Portfolio Credit Risk
by Philippe Ehlers & Philipp J. Schoenbucher - 07-06 Aggregating Phillips Curves
by Jean Imbs & Eric Jondeau & Florian Pelgrin - 07-05 Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
by Peter Bossaerts & Charles Plott & William R. Zame - 07-04 Why Do the Swiss Rent?
by Steven C. Bourassa & Martin Hoesli - 07-03 A GARCH Option Pricing Model in Incomplete Markets
by Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini - 07-02 Barrier Option Pricing Using Adjusted Transition Probabilities
by Giovanni Barone-Adesi & Nicola Fusari & John Theal - 07-01 An Objective Function for Simulation Based Inference on Exchange Rate Data
by Peter Winker & Manfred Gilli & Vahidin Jeleskovic
2006
- 06-39 Pricing Interest Rate-SensitiveCredit Portfolio Derivatives
by Philippe Ehlers & Philipp J. Schonbucher - 06-38 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
by Terje Lensberg & Klaus Reiner Schenk-Hoppe - 06-37 House Prices, Real Estate Returns and the Business Cycle
by Ivan Jaccard - 06-36 Finance and Efficiency: Do Bank Branching Regulations Matter?
by Viral V. Acharya & Jean Imbs & Jason Sturgess - 06-35 The Economic Value of Distributional Timing
by Eric Jondeau & Michael Rockinger - 06-34 Loyalty and competence: Empirical evidence from public agencies
by Alexander F. Wagner - 06-33 Robust Subsampling
by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani - 06-32 Local Transformation Kernel Density Estimation of Loss Distributions
by J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet - 06-31 The Determinants of Mutual Fund Performance: A Cross-Country Study
by Miguel A. Ferreira & António F. Miguel & Sofia Ramos - 06-30 Tikhonov Regularization for Functional Minimum Distance Estimators
by P. Gagliardini & O. Scaillet - 06-29 Manipulation in Money Markets
by Christian Ewerhart & Nuno Cassola & Steen EJjerksov & Natacha Valla - 06-28 The Impact of News on Higher Moments
by Eric Jondeau & Michael Rockinger - 06-27 Portfolio Choice with Loss Aversion, Asymmetric Risk-Taking Behavior and Segregation of Riskless Opportunities
by Martin Vlcek - 06-26 An Econometric Analysis of Emission Trading Allowances
by Marc S. Paoletta & Luca Taschini - 06-25 Insuring a risky investment project
by Henri Loubergé & Richard Watt - 06-24 The Quality of Public Information and The Term Structure of Interest Rates
by Frederik Lundtofte - 06-23 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy
by Frederik Lundtofte - 06-22 Financing and Takeovers
by Erwan Morellec & Alexei Zhdanov - 06-21 Using Economic and Financial Information for Stock Selection
by Ilir Roko & Manfred Gilli - 06-20 House Prices and Bubbles in New Zealand
by Patricia Fraser & Martin Hoesli & Lynn Mc Alevey - 06-19 What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
by Bernard Dumas & Alexander Kurshev & Raman Uppal - 06-18 Intangible Capital, Corporate Valuation and Asset Pricing
by Jean-Pierre Danthine & Xiangrong JIN - 06-17 Corporate Finance in Europe: A Survey
by Francois Degeorge & Ernst Maug - 06-16 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development
by Philippe Aghion & Philippe Baccheta & Romain Ranciere & Kenneth Rogoff - 06-15 Predictability in Financial Markets: What Do Survey Expectations Tell Us?
by Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop - 06-14 Hedge Fund Indices for Retail Investors: UCITS Eligible or not Eligible?
by François-Serge Lhabitant - 06-13 ‘Running in the Family’ The Evolution of Ownership,Control and Performance in German Familyowned Firms, 1903-2003
by Olaf Ehrhardt & Eric NOWAK & Felix-Michael WEBER - 06-12 Unifications of Dual-Class Shares in Germany Empirical Evidence on the Effects ofRelated Changes in Ownership Structure, Market Value, and Bid-Ask Spreadsnce from the German Stock Market
by Olaf Ehrhardt & Jan Kuklinski & Eric Nowak - 06-11 The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes - Evidence from the German Stock Market
by Eric Nowak & Roland Rott & Till G. Mahr - 06-10 Why Do Stock Exchanges Demutualize and Go Public?
by Sofia Brito Ramos - 06-09 Growth and Volatility
by Jean Imbs - 06-08 Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility
by Alexey Medvedev & Olivier Scaillet - 06-07 Bounded Rationality and Asset Pricing
by Tony Berrada - 06-06 What Jump Process to use to Model S&P500 Returns?
by Maria Semenova - 06-05 Model Combination and Stock Return Predictability
by Matthias Hagmann & Joachim Loebb - 06-04 The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach
by Martin Hoesli & Colin Lizieri & Bryan MacGregor - 06-03 The Overhang Hangover
by Jean Imbs & Romain Rancière - 06-02 A Data-Driven Optimization Heuristic for Downside Risk Minimization
by Manfred Gilli & Evis Këllezi & Hilda Hysi - 06-01 Stock Returns in Mergers and Acquisitions
by Dirk Hackbarth & Erwan Morellec