Printed from https://ideas.repec.org/s/fmg/fmgdps3.html
Content
1997
- dp253 Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility
by Paolo Zaffaroni & Peter M. Robinson
1996
- dp252 Underpricing and Crises - IPO Performance in Germany
by Josef Schuster - dp250 Default Risk in Asset Pricing
by Pierre Mella-Barral & Pierre Tychon - dp248 Maximum Likelihood Estimation of Stochastic Volatility Models
by G Sandmann & Siem Jan Koopman - dp247 Optimal Monetary Policy Rules in a Rational Expectations Model of the Phillips Curve
by Haizhou Huang & Peter B Clark & Charles Goodhart - dp246 Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
by Ian Tonks & Andy Snell & George Bulkley - dp242 Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks
by Andy Snell & Ian Tonks - dp238 Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market
by Richard Payne - dp232 Trading Volumes and Transaction Costs in the Foreign Market - Evidence from Daily Dollar-Yen Spot Data
by Philipp Hartmann - dp230 The Dynamics of Corporate Debt forgiveness and Contract Renegotiation
by Pierre Mella-Barral
1995
- dp226 Option Pricing With a Quadratic Diffusion Term
by Sven Rady - dp222 What is the Central Banks Game?
by Charles Goodhart & Haizhou Huang - dp216 Central Bank Reputation and Conservativeness
by Haizhou Huang & Michele Fratianni - dp212 Risk and Return in the Spanish Stock Market
by Enrique Sentana
1994
1993
- dp175 Debt Deflation: Theory and Evidence
by Mervyn Allister King - dp171 Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data
by Danny Quah - dp160 UK Directors Trading: The Impact of Dealings in Smaller Firms
by John Matatko & Alan Gregory & Ian Tonks & Richard Purkis
1992
- dp154 Empirical Cross-Section Dynamics in Economic Growth
by Danny Quah - dp142 When Support/Resistance Levels are Broken, Can Profits be Made? Evidence from the Foreign Exchange Market
by Riccardo Curcio & Charles Goodhart
1991
- dp126 The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
by Danny Quah - dp125 Auction and Dealership Markets: What is the Difference?
by Ailsa Röell & Marco Pagano - dp110 The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market
by Riccardo Curcio & Charles Goodhart - dp109 Existence and Uniqueness of an Optimum in the Infinate-Horizon Portfolio-cum-Saving Model with Semimartingale Investments
by Lucien Foldes
1990
- dp106 Optimal Sure Portfolio Plans
by Lucien Foldes - dp95 Certainty Equivalence in the continuous-time portfolio-cum-saving model
by Lucien Foldes - dp71 News and the Foreign Exchange Market
by Charles Goodhart
1989
Undated
- dp721 Inferring Arbitrage Activity from Return Correlations
by Dong Lou & Christopher Polk - dp720 Does herding behavior reveal skill? An analysis of mutual fund performance
by Hao Jiang & Michela Verardo - dp719 Industry Window Dressing
by Huaizhi Chen & Lauren Cohen & Dong Lou - dp718 Cross-Market Timing in Security Issuance
by Pengjie Gao & Dong Lou - dp717 Investors’ Horizons and the Amplification of Market Shocks
by Cristina Cella & Andrew Ellul & Mariassunta Giannetti - dp716 International Correlation Risk
by Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin - dp715 From Female Labor Force Participation to Boardroom Gender Diversity
by Renée B. Adams & Tom Kirchmaier - dp714 Shareholder Empowerment and Bank Bailouts
by Daniel Ferreira & David Kershaw & Tom Kirchmaier & Edmund Schuster - dp713 The structure of CEO pay: pay-for-luck and stock-options
by Pierre Chaigneau & Nicolas Sahuguet