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Content
2004
- 0409003 Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets
by Ram Bhar & Carl Chiarella & Thuy-Duong To
- 0409002 The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach
by Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier
- 0409001 Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac
by Austin Kelly
- 0408011 Regulatory Changes and New Banking: the Case of Canada
by Christian Calmès
- 0408009 A local non-parametric model for trade sign inference
by Adam Blazejewski & Richard Coggins
- 0408008 Do we understand delta hedging?
by Daniel Badagnani
- 0408006 Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index
by Don U.A. Galagedera & Piyadasa Edirisuriya
- 0408005 Relative Performance Evaluation Contracts and Asset Market Equilibrium
by Sandeep Kapur & Allan Timmermann
- 0408004 Statistical Facts of Artificial Stock Market: Comparison with Indonesian Empirical Data
by Hokky Situngkir & Yohanes Surya
- 0408003 Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes
by Alon Raviv
- 0408002 Trends in the Canadian Financial System
by calmes christian
- 0408001 Relative Performance Evaluation Contracts and Asset Market Equilibrium
by Sandeep Kapur & Allan Timmermann
- 0407020 Empirical evidence on the incentives to hedge transaction and translation exposure
by Niclas Hagelin & Bengt Pramborg
- 0407019 E-payments: modern complement to traditional payment systems
by Stefan Heng
- 0407018 Swaptions: 1 price, 10 deltas, and ... 6 1/2 gammas
by Marc Henrard
- 0407017 Day-of-the-week effects in emerging stock markets
by Syed A. Basher & Perry Sadorsky
- 0407016 The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets
by Auke Plantinga & Franks Sortino & Robert van der Meer
- 0407015 Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)
by Farshid Jamshidian
- 0407014 Investment, Hedging, and Consumption Smoothing
by Jianjun Miao & Neng Wang
- 0407013 Explaining the Beta, Size and Value Effects Under the Relative Value Theory
by Silviu Iulian Alb
- 0407012 The Econophysics of the Brazilian Real-US Dollar Rate
by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva
- 0407011 Financial Volatility and Independent and Identically Distributed Variables
by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva
- 0407010 The Impact of the Internet on Financial Markets
by Nicholas Economides
- 0407007 Goodwill des groupes français de 1992 à 2002 - French group goodwill from 1992 to 2002
by Paranque Bernard
- 0407006 Why do banks hold capital in excess of regulatory requirements? A functional approach
by Diemo Dietrich & Uwe Vollmer
- 0407005 Consistent high-precision volatility from high-frequency data
by Fulvio Corsi & Gilles Zumbach & Ulrich Müller & Michel Dacorogna
- 0407004 Introducing a scale of market shocks
by Gilles O. Zumbach & Michel M. Dacorogna & Jorgen L. Olsen & Richard B. Olsen
- 0407002 A Corporate Governance Reform as a Natural Experiment for Incentive Contracts
by Christian Bayer & Carsten Burhop
- 0407001 Piyasa Mikroyapisina Giris
by Cumhur Ekinci
- 0406015 La puissance publique promoteur de nouveaux modèles d’aide à la décision de financement
by Nadine Levratto & Bernard Paranque
- 0406014 Problems of Evaluating Small Firms’ Quality as a Reason for Unfavourable Loan Conditions
by Ingrid Groessl & Nadine Levratto
- 0406013 A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis
by Don U.A. Galagedera
- 0406012 Beta Risk and Regime Shift in Market Volatility
by Roland Shami & Don U.A. Galagedera
- 0406011 Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities
by Don U.A. Galagedera & Roland Shami
- 0406010 A survey on risk-return analysis
by Don U.A. Galagedera
- 0406009 Optimal Lender of Last Resort Policy in Different Financial Systems
by Falko Fecht & Marcel Tyrell
- 0406008 Does Ownership Structure Influence Firm Value? Evidence from India
by Jayesh Kumar
- 0406007 Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks
by Donsyah Yudistira
- 0406006 Linkages between Stock Prices and Exchange Rates in the EU and the United States
by Daniel Stavarek
- 0406005 Mutual Fund Growth in Standard and Specialist Market Segments
by Stefan Ruenzi
- 0406004 Risk Measure Pricing and Hedging in Incomplete Markets
by Mingxin Xu
- 0406003 Criticality
by Sergio Da Silva
- 0406002 Exponentially Damped Levy Flights
by Sergio Da Silva
- 0406001 Efficiency tests in the Iberian stock markets
by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho
- 0405034 What Drives Default and Prepayment on Subprime Auto Loans?
by Erik Heitfield & Tarun Sabarwal
- 0405033 Technical Analysis On Foreign Exchange: 1975 - 2004
by Fernando Rubio
- 0405032 GARCH Option Pricing Under Skew
by Sofiane ABOURA
- 0405030 Contrastacion De Metodologías Para El Cálculo De Beta De Mercado: El Caso De España
by Fernando Rubio
- 0405029 A Theory for the Term Structure of Interest Rates
by Thomas Alderweireld & Jean Nuyts
- 0405028 Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
by Sergio Da Silva
- 0405027 Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
by Sergio Da Silva
- 0405026 Patterns Of Corporate Governance And Technical Efficiency In Italian Manufacturing
by Sergio Destefanis & Vania Sena
- 0405025 Introduction A La Microstructure Des Marches Financiers
by Cumhur EKINCI
- 0405024 American options: the EPV pricing model
by Svetlana Boyarchenko & Sergei Levendorskii
- 0405023 Banking sector output and labour productivity in six European countries
by Leena Mörttinen
- 0405022 Return-volatility linkages in the international equity and currency markets
by Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter
- 0405021 Levy Flights, Autocorrelation, and Slow Convergence
by Sergio Da Silva
- 0405020 Autocorrelation and the Sum of Stochastic Variables
by Sergio Da Silva
- 0405018 Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
by Sergio Da Silva
- 0405017 A descriptive analysis of the Finnish treasury bond market 1991–1999
by Matti Keloharju & Markku Malkamäki & Kjell G. Nyborg & Kristian Rydqvist
- 0405016 Practical guide to real options in discrete time
by Svetlana Boyarchenko & Sergei Levendorskii
- 0405015 Bank exit legislation in US, EU and Japanese financial centres
by Peik Granlund
- 0405014 Firms' Dynamic Adjustment to Target Capital Structures in Transition Economies
by R.T.A. de Haas & H.M.M. Peeters
- 0405013 Dematerialising Capital In Financial Firms: An Option Based Approach
by Ciccarelli Salvatore
- 0405012 Caught On Tape: Predicting Institutional Ownership With Order Flow
by John Campbell & Tarun Ramadorai & Tuomo Vuolteenaho
- 0405011 Real options and the universal bad news principle
by Svetlana Boyarchenko & Sergei Levendorskii
- 0405010 Optimal Currency Hedging
by Rui Albuquerque
- 0405009 Eficiencia Simple Del Mercado De Renta Fija En Chile
by Fernando Rubio
- 0405008 Corporate Governance: Securities Market in Moldova
by Natalia Fadeeva
- 0405007 Dynamic Adjustment of Corporate Leverage: Is there a lesson to learn from the Recent Asian Crisis?
by Nigel Driffield & Vidya Mahambare & Sarmistha Pal
- 0405006 Agent-based Model Construction In Financial Economic System
by Hokky Situngkir & Yohanes Surya
- 0405005 Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia
by Hokky Situngkir & Yohanes Surya
- 0405004 Payment systems efficiency, policy approaches, and the role of the central bank
by Tanai Khiaonarong
- 0405003 Simulation-based stress testing of banks’ regulatory capital adequacy
by Samu Peura & Esa Jokivuolle
- 0405002 Economic evaluation of bank exit regimes in US, EU and Japanese financial centres
by Peik Granlund
- 0405001 Equilibrium in financial markets with adverse selection
by Tuomas Takalo & Otto Toivanen
- 0404023 Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?
by Jose Maria Liberti
- 0404022 Financial contracts and contingent control rights
by Jukka Vauhkonen
- 0404021 Investor protection and business creation
by Ari Hyytinen & Tuomas Takalo
- 0404020 The role of market discipline in handling problem banks
by David T. Llewellyn & David G. Mayes
- 0404019 The rigidity bias
by Risto Herrala
- 0404018 Determinants of the loan loss allowance: some cross-country comparisons
by Iftekhar Hasan & Larry D. Wall
- 0404017 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance
by Allen N. Berger & Iftekhar Hasan & Leora F. Klapper
- 0404016 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance
by Allen N. Berger & Iftekhar Hasan & Leora F. Klapper
- 0404015 An approach to bank insolvency in transition and emerging economies
by David G. Mayes
- 0404014 Intangibles Y Valoracion De Empresas: Evidencia Empirica
by Fernando Rubio
- 0404013 On the origins of truncated Lévy flights
by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva
- 0404012 Family Matters: The Performance Flow Relationship in the Mutual Fund Industry
by Alexander Kempf & Stefan Ruenzi
- 0404011 Tournaments in Mutual Fund Families
by Alexander Kempf & Stefan Ruenzi
- 0404010 Gas Fired Power Plants: Investment Timing, Operating Flexibility and Abandonment
by Stein-Erik Fleten & Erkka Näsäkkälä
- 0404009 On the Existence of Equilibrium Bank Runs in a Diamond-Dybvig Environment
by Guilherme Carmona
- 0404008 Crescita, Innovazione Tecnologica e Mercato dei Capitali: il Ruolo del Venture Capital
by Marco Arnone & Umberto Giacometti
- 0404007 Introduction to Market Microstructure
by Cumhur EKINCI
- 0404005 Mark-up and Capital Structure of the Firm facing Uncertainty
by Chatelain
- 0404004 Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation
by Gatfaoui Hayette
- 0404003 How Does Systematic Risk Impact Stocks? A Study On the French Financial Market
by Gatfaoui Hayette
- 0404002 Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility
by Gatfaoui Hayette & Chauveau Thierry
- 0404001 A Valuation Formula for Firms in the Early Stage of their Lifecycle
by Christophe Faugere & Hany Shawky
- 0403006 Improving the Market Model: The 4-State Model Alternative
by Octave JOKUNG & Jean-Christophe MEYFREDI
- 0403005 Df Structure Models For Options Pricing
by Feng Dai & Zifu Qin
- 0403004 A General Theory of Stock Market Valuation and Return
by Christophe Faugere & Julian Van Erlach
- 0403003 The Price of Gold: A Global Required Yield Theory
by Christophe Faugere & Julian Van Erlach
- 0403002 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets
by Bernd Hayo & Ali Kutan
- 0403001 Finance and the Business Cycle: International, Inter-industry Evidence
by Matias Braun & Borja Larrain
- 0402020 Would the CAPM Hold in a Risk-Indifferent World?
by Silviu Iulian Alb
- 0402019 Des conventions aux performances : pour un outil d’élaboration d’un accord - Toward an agreement
by Paranque Bernard
- 0402018 Hedge Fund Performance and Persistence in Bull and Bear Markets
by Capocci Daniel & Corhay Albert & Hübner Georges
- 0402017 Some Technical Analysis On The Stock Market: Spain And Usa
by Fernando Rubio
- 0402016 Portfolio Optimization With Stochastic Dominance Constraints
by Darinka Dentcheva & Andrzej Ruszczynski
- 0402015 Administración De La Contabilidad De Costos. Apuntes De Clases Y Ejercicios (Casos). Borrador
by Fernando Rubio
- 0402014 Using the Scaling Analysis to Characterize Financial Markets
by T. Di Matteo & T. Aste & Michel M. Dacorogna
- 0402013 An investigation of a portfolio-loss under the CAPM
by V. Reznik & U. Spreitzer
- 0402012 La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno
by Fernando Rubio
- 0402011 Borrowing Alone The Theory and Policy Implications of the Commodification of Finance
by Greg Hannsgen
- 0402010 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno
by Fernando Rubio
- 0402009 SECTEURS DE FINANCEMENT ET GESTION DE LA RENTABILITE Flexibilité financière et performances - Sectors of financing and profitability
by Paranque Bernard
- 0402008 Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model
by Marc Henrard
- 0402007 Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica
by Fernando Rubio
- 0402006 LA ESTRATEGIA DE CITICORP EN CHILE. Capítulos 4 a 7
by Fernando Rubio
- 0402005 LA ESTRATEGIA DE CITICORP EN CHILE. Capitulo 3. EL MERCADO FINANCIERO CHILENO
by Fernando Rubio
- 0402004 DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica
by Fernando Rubio
- 0402003 La Estrategia Del Banco Bilbao Vizcaya Frente Al Banco Santander
by Fernando Rubio
- 0402002 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno
by Fernando Rubio
- 0402001 Simple Trading Rules: Trading On Ibex At Meff
by Fernando Rubio
- 0401007 Return-Volume Dependence and Extremes in International Equity Markets
by Terry A. Marsh & Niklas Wagner
- 0401006 Does Financial Structure Matter?
by Philip Arestis & Ambika D. Luintel & Kul B. Luintel
- 0401005 The Valuation of Inflation-Indexed and FX Convertible Bonds
by Yoram Landskroner & Alon Raviv
- 0401004 The Froot and Stein Model Revisited
by Nils Hogh & Oliver Linton & Jens Nielsen
- 0401003 Optimal Convergence Trading
by Vladislav KArgin
- 0401002 Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes
by Jingzhi Huang & Liuren Wu
- 0401001 Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
by Liuren Wu
2003
- 0312012 Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange
by Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong
- 0312011 Stock Market Valuation In The United States
by Patrick BISCIARI & Alain DURRE & Alain NYSSENS
- 0312010 Banking Efficiency in Visegrad Countries Before Joining the European Union
by Daniel Stavarek
- 0312009 Credit Risk Modeling and the Term Structure of Credit Spreads
by Li Chen & H. Vincent Poor
- 0312008 Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach
by Li Chen & H. Vincent Poor
- 0312007 Booms, Busts, and Fraud
by Paul Povel & Rajdeep Singh & Andrew Winton
- 0312006 IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis
by Pierre Giot & Armin Schwienbacher
- 0312005 Market imperfections, equilibrium and arbitrage
by Elyès Jouini
- 0312004 Equilibrium Pricing in Incomplete Markets
by Elyès Jouini & Abdelhamid Bizid
- 0312003 No-arbitrage and state price deflators in a general continuous time framework
by Elyès Jouini & Clotilde Napp & Walter Schachermayer
- 0312002 Arbitrage with fixed costs and interest rate models
by Elyès Jouini & Hedi Kallal & Clotilde Napp
- 0312001 Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
by Elyès Jouini & Clotilde Napp
- 0311014 What is the Link Between Margin Loans and Stock Market Bubbles?
by Markus Ricke
- 0311013 Static Hedging of Multivariate Derivatives by Simulation
by Paolo Pellizzari
- 0311012 American Option Pricing with Transaction Costs
by Valeri Zakamouline
- 0311011 Bidder Asymmetry in Takeover Contests: The Role of Deal Protection Devices
by Paul Povel & Rajdeep Singh
- 0311010 The U-shaped Investment Curve: Theory and Evidence
by Sean Cleary & Paul Povel & Michael Raith
- 0311009 European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs
by Valeri Zakamouline
- 0311008 Cutting the Dividends Tax…and Corporate Governance Too?
by Dino Falaschetti & Michael Orlando
- 0311007 Alternative Market Structures for Derivatives
by Sohnke M. Bartram & Frank R. Fehle
- 0311006 Playing on profits cycle?
by Dmitry Baryshevsky
- 0311005 A General Theory of Stock Market Valuation and Return
by Christophe Faugere & Julian Van Erlach
- 0311004 The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance
by Christophe Faugere & Julian Van Erlach
- 0311003 A Theory of Capital Structure with Strategic Defaults and Priority Violations
by Hans K. Hvide & Tore Leite
- 0311002 Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case
by Florian Neagu
- 0311001 Consistent Estimation of Pricing Kernels from Noisy Price Data
by Vladislav Kargin
- 0310015 Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market
by M. Kabir Hassan & Anisul M. Islam & Syed Basher
- 0310014 What Bulgarian Banks offer via Internet: an Overview (v2)
by Bojidar Bojinov
- 0310013 The Deposit Insurance in Bulgaria: Is the time for change?
by Bojidar Bojinov
- 0310012 The Bulgarian Banks' competitiveness: the case of Remote banking
by Bojidar Bojinov
- 0310011 What Bulgarian Banks offer via Internet: an Overview
by Bojidar Bojinov
- 0310010 Evolution and Present Status of Bulgarian Card Market
by Bojidar Bojinov
- 0310009 Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
by Marc Henrard
- 0310008 A semi-analytical approach to Canary swaptions in HJM one-factor model
by Henrard Marc
- 0310007 Portfolio Management for a Random Field of Bond Returns
by Vladislav Kargin
- 0310006 Financial Market Regulation-Security Scams In India with historical evidence and the role of corporate governance
by Supreena Narayanan
- 0310005 About discrete hedging and option pricing
by Dmitry Yakovlev & Dmitry Zhabin
- 0310004 Competition And Contestability In Central And Eastern European Banking Markets
by Semih Yildirim & George C. Philippatos
- 0310003 Happiness Maintenance and Asset Prices
by Antonio Falato
- 0310001 Comovement in international equity markets: A sectoral view
by Robert-Paul Berben & W. Jos Jansen
- 0309013 VaR for Plan Sponsors
by Eric Stubbs & Francis Gupta
- 0309012 Optimal Arbitrage Trading
by Michael Boguslavsky & Elena Boguslavskaya
- 0309011 How Much Is Too Much? The Dillema of Consuming Assets in Retirement
by Francis Gupta & Yogi Thambiah & Eric Stubbs
- 0309010 Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey
by Osman Karamustafa & Yakup Kucukkale
- 0309009 Insulating Your Nest Egg in the Storm of Social Security Reform
by Francis Gupta & David Eichhorn
- 0309008 Das Beweismaß der "überwiegenden Wahrscheinlichkeit" im Rahmen der Glaubhaftmachung einer Fortbestehensprognose - zugleich Replik auf die Entgegnung von Drukarczyk/Schüler, WPg 2003, S. 56 bis 67
by Paul J. Groß & Matthias Amen
- 0309007 Die Erstellung der Fortbestehensprognose
by Paul J. Groß & Matthias Amen
- 0309006 Die Fortbestehensprognose - Rechtliche Anforderungen und deren betriebswirtschaftliche Grundlagen
by Paul J. Gross & Matthias Amen
- 0309005 Integrating success factors and group attitudes into the valuation of a company
by Matthias Amen
- 0309003 Lattice Option Pricing By Multidimensional Interpolation
by Vladislav Kargin
- 0309002 Do External Funds Yield Lower Returns ? Recent Evidence From East Asian Economies
by Sarmistha Pal & Nigel Driffield
- 0309001 Análisis Económico del Servicio de Cajeros Automáticos en el Sistema Financiero Venezolano
by Enrique R. González Porras
- 0308009 Towards Transparency in Finance and Governance
by Tara Vishwanath & Daniel Kaufmann
- 0308008 Transparency, Liberalization and Financial Crises
by Gil Mehrez & Daniel Kaufmann
- 0308007 Risk Disaggregation And Credit Risk Valuation In The Merton Like Way
by Hayette Gatfaoui
- 0308006 What is hidden in the Fed's model? The second approximation
by Dmitry Baryshevsky
- 0308005 Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets
by Erdinc Altay
- 0308004 Are Momentum Profits Robust to Trading Costs?
by Robert A. Korajczyk & Ronnie Sadka
- 0308003 International Diversification Benefits in ASEAN Stock Markets: a Revisit
by Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew
- 0308002 Testing for Non-Linearity in ASEAN Financial Markets
by Kian-Ping Lim & Venus Khim-Sen Liew
- 0308001 Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets
by Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew
- 0307014 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media
by Thomas Schuster
- 0307013 GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
by K.P. Lim & M.J. Hinich & K.S. Liew
- 0307012 On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models
by Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong
- 0307011 Savings Mobilization Role Of Nigerian Commercial Banks:An Analytical Policy Study
by Godwin Chukwudum Nwaobi
- 0307009 Deleted
by Deleted
- 0307008 Deleted
by Deleted
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