Content
2009
- 09-08 A Volatility Targeting GARCH model with Time-Varying Coefficients
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-08 A Volatility Targeting GARCH model with Time-Varying Coefficients
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-08 A Volatility Targeting GARCH model with Time-Varying Coefficients
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-07 Behavioral Heterogeneity in the Option Market
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-07 Behavioral Heterogeneity in the Option Market
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-07 Behavioral Heterogeneity in the Option Market
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-06 Directional and non-directional risk exposures in Hedge Fund returns
by Marie Lambert & George Hübner & Marie Lambert - 09-06 Directional and non-directional risk exposures in Hedge Fund returns
by Marie Lambert & George Hübner & Marie Lambert - 09-06 Directional and non-directional risk exposures in Hedge Fund returns
by Marie Lambert & George Hübner & Marie Lambert - 09-05 The Dark Side of Global Integration: Increasing Tail Dependence
by Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen - 09-05 The Dark Side of Global Integration: Increasing Tail Dependence
by Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen - 09-05 The Dark Side of Global Integration: Increasing Tail Dependence
by Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen - 09-04 Large powerful shareholders and cash holding
by Malika Hamadi & Ronald W. Anderson - 09-04 Large powerful shareholders and cash holding
by Malika Hamadi & Ronald W. Anderson - 09-04 Large powerful shareholders and cash holding
by Malika Hamadi & Ronald W. Anderson - 09-03 A Cumulative Prospect Theory Approach to Option Pricing
by Christian Wolff & Thorsten Lehnert & Cokki Versluis - 09-03 A Cumulative Prospect Theory Approach to Option Pricing
by Christian Wolff & Thorsten Lehnert & Cokki Versluis - 09-03 A Cumulative Prospect Theory Approach to Option Pricing
by Christian Wolff & Thorsten Lehnert & Cokki Versluis - 09-02 Time-Variation in Term Permia: International Survey-Based Evidence
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor - 09-02 Time-Variation in Term Permia: International Survey-Based Evidence
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor - 09-02 Time-Variation in Term Permia: International Survey-Based Evidence
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor - 09-01 Dispersion of Beliefs in the Foreign Exchange Market
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels - 09-01 Dispersion of Beliefs in the Foreign Exchange Market
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels - 09-01 Dispersion of Beliefs in the Foreign Exchange Market
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels
2008
- 08-12 Are Capital Controls in the Foreign Exchange Market Effective?
by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg - 08-12 Are Capital Controls in the Foreign Exchange Market Effective?
by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg - 08-12 Are Capital Controls in the Foreign Exchange Market Effective?
by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg - 08-11 Loss Functions in Option Valuation: A Framework for Selection
by Christian Wolff & Dennis Bams & Thorsten Lehnert - 08-11 Loss Functions in Option Valuation: A Framework for Selection
by Christian Wolff & Dennis Bams & Thorsten Lehnert - 08-11 Loss Functions in Option Valuation: A Framework for Selection
by Christian Wolff & Dennis Bams & Thorsten Lehnert - 08-10 An Experimental Analysis of Optimal Renewable Resource Management: The Fishery
by Tibor Neugebauer & John D. Hey & K Sadrieh - 08-10 An Experimental Analysis of Optimal Renewable Resource Management: The Fishery
by Tibor Neugebauer & John D. Hey & K Sadrieh - 08-10 An Experimental Analysis of Optimal Renewable Resource Management: The Fishery
by Tibor Neugebauer & John D. Hey & K Sadrieh - 08-09 Anonymity deters collusion in hard-close auctions: Experimental Evidence
by Tibor Neugebauer & Sascha Füllbrunn - 08-09 Anonymity deters collusion in hard-close auctions: Experimental Evidence
by Tibor Neugebauer & Sascha Füllbrunn - 08-09 Anonymity deters collusion in hard-close auctions: Experimental Evidence
by Tibor Neugebauer & Sascha Füllbrunn - 08-08 Funds Rating: The Predictive Power
by Terraza Virginie & Toque Carole - 08-08 Funds Rating: The Predictive Power
by Terraza Virginie & Toque Carole - 08-08 Funds Rating: The Predictive Power
by Terraza Virginie & Toque Carole - 08-07 Times series Factorial models with incertitute measures on ARMA processes and its application to final data
by Terraza Virginie & Toque Carole - 08-07 Times series Factorial models with incertitute measures on ARMA processes and its application to final data
by Terraza Virginie & Toque Carole - 08-07 Times series Factorial models with incertitute measures on ARMA processes and its application to final data
by Terraza Virginie & Toque Carole - 08-06 IFRS and the Need for Non-Financial Information
by Tristan Boyer & Elena Chane-Alune - 08-06 IFRS and the Need for Non-Financial Information
by Tristan Boyer & Elena Chane-Alune - 08-06 IFRS and the Need for Non-Financial Information
by Tristan Boyer & Elena Chane-Alune - 08-05 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou - 08-05 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou - 08-05 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou - 08-04 How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?
by Régis Blazy & Gisèle Umbhauer & Laurent Weill - 08-04 How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?
by Régis Blazy & Gisèle Umbhauer & Laurent Weill - 08-04 How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?
by Régis Blazy & Gisèle Umbhauer & Laurent Weill - 08-03 Stochastic and Deterministic Menus in Common Agency games: A corrected version
by Gwenaël Piaser - 08-03 Stochastic and Deterministic Menus in Common Agency games: A corrected version
by Gwenaël Piaser - 08-03 Stochastic and Deterministic Menus in Common Agency games: A corrected version
by Gwenaël Piaser - 08-02 Incentive compatible mechanisms in multiprincipal multiagent games
by Gwenaël Piaser - 08-02 Incentive compatible mechanisms in multiprincipal multiagent games
by Gwenaël Piaser - 08-02 Incentive compatible mechanisms in multiprincipal multiagent games
by Gwenaël Piaser - 08-01 Moral Hazard: Messages, Delegation and Efficiency
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan - 08-01 Moral Hazard: Messages, Delegation and Efficiency
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan - 08-01 Moral Hazard: Messages, Delegation and Efficiency
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan
2007
- 07-19 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt - 07-19 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt - 07-19 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt - 07-17 Bid and price effects of increased competition in the first-price auction: experimental evidence
by Tibor Neugebauer - 07-17 Bid and price effects of increased competition in the first-price auction: experimental evidence
by Tibor Neugebauer - 07-17 Bid and price effects of increased competition in the first-price auction: experimental evidence
by Tibor Neugebauer - 07-14 Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
by Marie Lambert - 07-14 Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
by Marie Lambert - 07-14 Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
by Marie Lambert - 07-10 On multiple-principal multiple-agent models of moral hazard
by Gwenaël Piaser - 07-10 On multiple-principal multiple-agent models of moral hazard
by Gwenaël Piaser - 07-10 On multiple-principal multiple-agent models of moral hazard
by Gwenaël Piaser - 07-09 Direct Mechanisms, Menus and Latent Contracts
by Gwenaël Piaser - 07-09 Direct Mechanisms, Menus and Latent Contracts
by Gwenaël Piaser - 07-09 Direct Mechanisms, Menus and Latent Contracts
by Gwenaël Piaser - 07-08 Ownership, Control and Liquidity
by Ronald Anderson & Malika Hamadi - 07-08 Ownership, Control and Liquidity
by Ronald Anderson & Malika Hamadi - 07-08 Ownership, Control and Liquidity
by Ronald Anderson & Malika Hamadi - 07-07 Relative Performance Evaluation, Risk Aversion and Entry
by Jean-Daniel Guigou & Bruno Lovat & Gwenaël Piaser - 07-07 Relative Performance Evaluation, Risk Aversion and Entry
by Jean-Daniel Guigou & Bruno Lovat & Gwenaël Piaser - 07-07 Relative Performance Evaluation, Risk Aversion and Entry
by Jean-Daniel Guigou & Bruno Lovat & Gwenaël Piaser - 07-06 Les IFRS et les besoins en informations non financières
by Tristan Boyer & Elena CHANE-ALUNE - 07-06 Les IFRS et les besoins en informations non financières
by Tristan Boyer & Elena CHANE-ALUNE - 07-06 Les IFRS et les besoins en informations non financières
by Tristan Boyer & Elena CHANE-ALUNE - 07-05 Do shareholders really own the firm?
by Tristan Boyer - 07-05 Do shareholders really own the firm?
by Tristan Boyer - 07-05 Do shareholders really own the firm?
by Tristan Boyer - 07-02 Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?
by Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou - 07-02 Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?
by Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou - 07-02 Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?
by Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou - 07-01 On multiple-principal multiple-agent models of moral hazard
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan - 07-01 On multiple-principal multiple-agent models of moral hazard
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan - 07-01 On multiple-principal multiple-agent models of moral hazard
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan
2006
- 06-15 Evaluation des performances relatives, risque et entrée
by J.-D. Guigou & B. Lovat - 06-15 Evaluation des performances relatives, risque et entrée
by J.-D. Guigou & B. Lovat - 06-15 Evaluation des performances relatives, risque et entrée
by J.-D. Guigou & B. Lovat - 06-10 A Nonparametric ACD Model
by Antonio Cosma & Fausto Galli - 06-10 A Nonparametric ACD Model
by Antonio Cosma & Fausto Galli - 06-10 A Nonparametric ACD Model
by Antonio Cosma & Fausto Galli - 06-09 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill - 06-09 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill - 06-09 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill - 06-08 How Recovery Process Influences the Design of Debt Contracts?
by Régis Blazy & Laurent Weill - 06-08 How Recovery Process Influences the Design of Debt Contracts?
by Régis Blazy & Laurent Weill - 06-08 How Recovery Process Influences the Design of Debt Contracts?
by Régis Blazy & Laurent Weill - 06-07 Why Do Banks Ask for Collateral and Which Ones?
by Régis Blazy & Laurent Weill - 06-07 Why Do Banks Ask for Collateral and Which Ones?
by Régis Blazy & Laurent Weill - 06-07 Why Do Banks Ask for Collateral and Which Ones?
by Régis Blazy & Laurent Weill - 06-06 Quelles performances financières pour les jeunes entreprises pérennes ?
by Régis Blazy & Bertrand Chopard - 06-06 Quelles performances financières pour les jeunes entreprises pérennes ?
by Régis Blazy & Bertrand Chopard - 06-06 Quelles performances financières pour les jeunes entreprises pérennes ?
by Régis Blazy & Bertrand Chopard - 06-04 International Financial Reporting Standards and Market Efficiency: A European Perspective
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier - 06-04 International Financial Reporting Standards and Market Efficiency: A European Perspective
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier - 06-04 International Financial Reporting Standards and Market Efficiency: A European Perspective
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier - 06-03 Nonexclusivity and adverse selection: An application to the annuity market
by Agar Brugiavini & Gwenaël Piaser - 06-03 Nonexclusivity and adverse selection: An application to the annuity market
by Agar Brugiavini & Gwenaël Piaser - 06-03 Nonexclusivity and adverse selection: An application to the annuity market
by Agar Brugiavini & Gwenaël Piaser - 06-02 The Impact of International Financial Reporting Standards on Market Microstructure in Europe
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier - 06-02 The Impact of International Financial Reporting Standards on Market Microstructure in Europe
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier - 06-02 The Impact of International Financial Reporting Standards on Market Microstructure in Europe
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier