Printed from https://ideas.repec.org/s/kap/annfin3.html
Content
March 2007, Volume 3, Issue 2
- 277-295 Transfers and bequests: a portfolio analysis in a Nash game
by Yang-Ming Chang
January 2007, Volume 3, Issue 1
- 1-4 Financial stability: theory and applications
by Charles Goodhart & Dimitrios Tsomocos - 5-35 Financial distress, bankruptcy law and the business cycle
by Javier Suarez & Oren Sussman - 37-74 Towards a measure of financial fragility
by Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino - 75-105 An equilibrium approach to financial stability analysis: the Colombian case
by Agustín Saade & Daniel Osorio & Dairo Estrada - 107-130 Financial stability and Basel II
by Paul Kupiec - 131-153 Pursuing financial stability under an inflation-targeting regime
by Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist - 155-192 Devaluation with contract redenomination in Argentina
by Charles Calomiris
October 2006, Volume 2, Issue 4
- 327-355 Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model
by M. Dempster & I. Evstigneev & M. Taksar - 357-368 The Use of Debt to Prevent Short-Term Managerial Exploitation
by Anil Arya & Jonathan Glover - 369-395 Endogenous Information Acquisition with Cournot Competition
by Martin Dierker - 397-405 Generalised Rational Bias in Financial Forecasts
by George Christodoulakis - 407-420 Common Shocks and Relative Compensation
by Michael Magill & Martine Quinzii
July 2006, Volume 2, Issue 3
- 229-258 The Discounted Economic Stock of Money with VAR Forecasting
by William Barnett & John Keating & Unja Chae - 259-285 Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia
by Min Fan - 287-301 Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
by Jörg Osterrieder & Thorsten Rheinländer - 303-325 New No-arbitrage Conditions and the Term Structure of Interest Rate Futures
by Kristian Miltersen & J. Nielsen & Klaus Sandmann
March 2006, Volume 2, Issue 2
- 123-140 Do lack of transparency and enforcement undermine international risk-sharing?
by Elizabeth Asiedu & Yi Jin & Anne Villamil - 141-165 Convertibility risk: the precautionary demand for foreign currency in a crisis
by Stanley Black & Charis Christofides & Alex Mourmouras - 167-178 The modified mixture of distributions model: a revisit
by Wai Fong & Wing Wong - 179-205 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
by Xun Li & Zhenyu Wu - 207-224 Consistency conditions for affine term structure models
by Sergei LevendorskiĬ - 225-227 Hedging decisions with price and output uncertainty
by Moawia Alghalith
January 2006, Volume 2, Issue 1
- 1-21 A Time Series Analysis of Financial Fragility in the UK Banking System
by Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos - 23-38 Kyle v. Kyle (’85 v. ’89)
by Dan Bernhardt & Bart Taub - 39-50 Stock options and capital structure
by Richard MacMinn & Frank Page - 51-71 Risk measure pricing and hedging in incomplete markets
by Mingxin Xu - 73-85 A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
by Georg Nöldeke & Thomas Tröger - 87-99 The implied liquidity premium for equities
by Robert Fernholz & Ioannis Karatzas - 101-122 Stochastic equilibria for economies under uncertainty with intertemporal substitution
by V. Martins-da-Rocha & Frank Riedel
October 2005, Volume 1, Issue 4
- 349-378 Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law
by Zsuzsanna Fluck & Colin Mayer - 379-393 Analyst estimation revision clusters and corporate events, Part II
by Mark Bagnoli & Stanley Levine & Susan G. Watts - 395-421 Informational asymmetries and a multiplier effect on price correlation and trading
by Marcelo Pinheiro - 423-432 Option pricing and Esscher transform under regime switching
by Robert J. Elliott & Leunglung Chan & Tak Kuen Siu - 433-445 The non-neutrality of debt in investment timing: a new NPV rule
by Tarun Sabarwal
August 2005, Volume 1, Issue 3
- 225-243 Corporate portfolio management
by Jean-Charles Rochet & Stéphane Villeneuve - 245-265 Analyst estimation revision clusters and corporate events, Part I
by Mark Bagnoli & Stanley Levine & Susan G. Watts - 267-292 American options: the EPV pricing model
by Svetlana Boyarchenko & Sergei Levendorskii - 293-326 Completion time structures of stock price movements
by Asger Lunde & Allan Timmermann - 327-348 Should short-term speculators be taxed, or subsidised?
by Alexander Gümbel
November 2005, Volume 1, Issue 2
- 149-177 Relative arbitrage in volatility-stabilized markets
by Robert Fernholz & Ioannis Karatzas
October 2005, Volume 1, Issue 2
- 179-192 Parallel cartoons of fractal models of finance
by Benoit B. Mandelbrot - 193-195 The inescapable need for fractal tools in finance
by Benoit B. Mandelbrot
September 2005, Volume 1, Issue 2
- 197-224 A risk assessment model for banks
by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos
July 2005, Volume 1, Issue 2
- 109-147 Determinants of stock market volatility and risk premia
by Mordecai Kurz & Hehui Jin & Maurizio Motolese
January 2005, Volume 1, Issue 1
- 1-34 Junior must pay: pricing the implicit put in privatizing Social Security
by G. M. Constantinides & J. B. Donaldson & R. Mehra - 35-50 On user costs of risky monetary assets
by William A. Barnett & Shu Wu - 51-72 Shaking the tree: an agency-theoretic model of asset pricing
by Jamsheed Shorish & Stephen E. Spear - 73-107 On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market
by Martin Barner & Francesco Feri & Charles R. Plott