Contact information of University of Aarhus, Aarhus School of Business, Department of Business Studies
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hhb:aarbfi. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Helle Vinbaek Stenholt (email available below). General contact details of provider: https://edirc.repec.org/data/ifhhadk.html .
Content
2009
- F-2009-05 A Consistent Pricing Model for Index Options and Volatility Derivatives
by Cont, Rama & Kokholm, Thomas
- F-2009-04 Investment Timing, Liquidity, and Agency Costs of Debt
by Hirth, Stefan & Uhrig-Homburg, Marliese
- F-2009-03 Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
by Bork, Lasse
- F-2009-02 The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
by Tsiaras, Leonidas
- F-2009-01 Sato Processes in Default Modeling
by Kokholm, Thomas & Nicolato, Elisa
2008
- F-2008-07 On the Generalized Brownian Motion and its Applications in Finance
by Høg, Esben & Frederiksen, Per & Schiemert, Daniel
- F-2008-06 Volatility and realized quadratic variation of differenced returns : A wavelet method approach
by Høg, Esben
- F-2008-05 Time Charters with Purchase Options in Shipping: Valuation and Risk Management
by Jørgensen, Peter Løchte & De Giovanni, Domenico
- F-2008-04 Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
by Møller, Stig Vinther
- F-2008-03 Private benefits in corporate control transactions
by Poulsen, Thomas
- F-2008-02 Investment decisions with benefits of control
by Poulsen, Thomas
- F-2008-01 Pricing of Traffic Light Options and other Correlation Derivatives
by Kokholm, Thomas
- F-2006-05 How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence
by Rasmussen, Anne-Sofie Reng
2007
2006
- F-2006-97 Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange
by Porter, David C. & Tanggaard, Carsten & Weaver, Daniel G. & Yu, Wei
- F-2006-09 Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
by Jørgensen, Peter Løchte
- F-2006-08 Traffic Light Options
by Løchte, Peter
- F-2006-04 Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
by Rasmussen, Anne-Sofie Reng
- F-2006-03 Conducting event studies on a small stock exchange
by Bartholdy, Jan & Olson, Dennis & Peare, Paula
- F-2006-02 Debt and Taxes: Evidence from bank-financed unlisted firms
by Bartholdy, Jan & Mateus, Cesário
- F-2006-01 The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
by Høg, Espen P. & Frederiksen, Per H.
2005
- F-2006-06 Paying for Market Quality
by Anand, Amber & Tanggaard, Carsten & Weaver, Daniel G.
- F-2005-05 Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
by Christiansen, Charlotte & Ranaldo, Angelo
- F-2005-04 GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
by Willemann, Søren
- F-2005-03 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates
by Christiansen, Charlotte
- F-2005-02 Do More Economists Hold Stocks?
by Christiansen, Charlotte & Joensen, Juanna Schröter & Rangvid, Jesper
- F-2005-01 Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence
by Christensen, Michael
- F-2004-01 Decomposing European bond and equity volatility
by Christiansen, Charlotte
Printed from https://ideas.repec.org/s/hhb/aarbfi.html
