Content
Undated material is presented at the end, although it may be more recent than other items
2008
- 2009/01 The Topology of Danish Interbank Money Flows
by Kirsten Bonde Rørdam & Morten Linnemann Bech - 2008/01 Price Adjustment to News with Uncertain Precision
by Nikolaus Hautsch & Dieter Hess & Christoph Müller
2007
- 2007/01 Aggregation of Information and Beliefs in Prediction Markets
by Marco Ottaviani & Peter Norman Sørensen
2006
- 2006/06 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models
by Nikolaus Hautsch - 2006/05 A Dynamic Semiparametric Proportional Hazard Model
by Frank Gerhard & Nikolaus Hautsch - 2006/04 Noise, Information, and the Favorite-Longshot Bias
by Marco Ottaviani & Peter Norman Sørensen - 2006/03 Bankruptcy, Counterparty Risk, and Contagion
by Holger Kraft & Mogens Steffensen - 2006/01 Regulation of Banking Groups
by Thomas Harr & Thomas Rønde
2005
- 2005/08 Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
by Morten Nalholm - 2005/07 How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
by Holger Kraft & Mogens Steffensen - 2005/06 Financial Giffen Goods
by Rolf Poulsen & Kourosh Marjani Rasmussen - 2005/05 The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
by Michael Bergman & Yin-Wong Cheung & Kon S. Lai - 2005/03 The latent factor VAR model: Testing for a common component in the intraday trading process
by Nikolaus Hautsch - 2005/02 Static Replication and Model Risk: Razor's Edge or Trader's Hedge?
by Morten Nalholm & Rolf Poulsen - 2005/01 US Monetary Police 1988-2004: An Empirical Analysis
by Anders Møller Christensen & Heino Bohn Nielsen
2004
- 2005/04 Order Aggressiveness and Order Book Dynamics
by Anthony D. Hall & Nikolaus Hautsch - 2004/12 The Timing of Bets and the Favorite-Longshot Bias
by Marco Ottaviani & Peter Norman Sørensen - 2004/11 Equity Prices, Productivity Growth and 'The New Economy
by Jakob B. Madsen & E. Philip Davis - 2004/10 Exotic Options: Proofs Without Formulas
by Rolf Poulsen - 2004/09 Bubbles and Busts: The 1990s in the Mirror of the 1920s
by Eugene N. White - 2004/07 Pitfalls in Estimates of Relationship between Share Returns and Inflation
by Jakob B. Madsen - 2004/06 Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery
by Nikolaus Hautsch & Dieter Hess - 2004/05 The Strategy of Professional Forecasting
by Marco Ottaviani & Peter Norman Sørensen - 2004/04 Expected Utility Theory with “Small Worlds”
by Jacob Gyntelberg & Frank Hansen - 2004/03 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
by Anthony D. Hall & Nikolaus Hautsch - 2004/01 The Equity Premium Puzzle and the Ex Post Bias
by Jakob B. Madsen
2003
- 2004/08 International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
by Katarina Juselius & Ronald MacDonald - 2004/02 A General Theory of Decision Making
by Frank Hansen
Undated
- 2006/02 Worst Case Portfolio Optimization and HJB-Systems
by Ralf Korn & Mogens Steffensen