24 documents matched the search for the 2004-08-09 issue of the NEP report on Finance (nep-fin).
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11121
Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases,
Stanislav Radchenko,
from University Library of Munich, Germany
(2004)
Keywords: gasoline price response, asymmetric response, search theory
Bill-and-Keep vs. Cost-Based Access Pricing Revisited,
Ulrich Berger,
from University Library of Munich, Germany
(2004)
Keywords: Access Charge, Bill-and-Keep, Call Externality, Interconnection, Telecommunications
Quantum-Like Approach to Financial Risk: Quantum Anthropic Principle,
Edward Piotrowski and Jan Sladkowski,
from University of Bialtystok, Department of Theoretical Physics
Dynamic Optimal Portfolio Selection in a VaR Framework,
Jeroen Rombouts and E.W. Rengifo,
from HEC Montréal, Institut d'économie appliquée
(2004)
Keywords: Portfolio Selection; Value-at-Risk; Skewed-t distribution; Weighted Maximum Likelihood.
Recursive Measures of Total Wealth and Portfolio Return,
Michel Normandin and Pascal St-Amour,
from HEC Montréal, Institut d'économie appliquée
(2003)
Keywords: financial, human, and tangible assets; present Value and replacement cost methods
Financial intermediaries, markets, and growth,
Falko Fecht, Kevin Huang and Antoine Martin,
from Federal Reserve Bank of Kansas City
(2004)
Keywords: Financial markets
Merger momentum and investor sentiment: the stock market reaction to merger announcements,
Richard Rosen,
from Federal Reserve Bank of Chicago
(2004)
Keywords: Consolidation and merger of corporations; Stock market; Prices
Ambiguity, Information Quality and Asset Pricing,
Larry Epstein and Martin Schneider,
from University of Rochester - Center for Economic Research (RCER)
(2004)
Keywords: ambiguity, information quality, asset pricing, idiosyncratic risk, negatively skewed returns
Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors,
Kaïs Dachraoui and Georges Dionne,
from CIRPEE
(2004)
Keywords: Portfolio choice, investment effect, hedging effect, regression dependence, two-fund separation, asset-pricing model, copulas
Foreign participation in local-currency bond markets,
John Burger and Francis Warnock,
from Board of Governors of the Federal Reserve System (U.S.)
(2004)
Keywords: bond markets
The information content of forward and futures prices: market expectations and the price of risk,
Sergey V. Chernenko,
from Board of Governors of the Federal Reserve System (U.S.)
(2004)
Keywords: Interest rate futures; Markets
Retail deposit sweep programs: issues for measurement, modeling and analysis,
Richard Anderson,
from Federal Reserve Bank of St. Louis
(2003)
Keywords: Bank reserves; Money supply
The efficient market hypothesis and identification in structural VARs,
Lucio Sarno and Daniel Thornton,
from Federal Reserve Bank of St. Louis
(2003)
Keywords: Macroeconomics; Econometric models
Can Markov switching models predict excess foreign exchange returns?,
Michael Dueker and Christopher Neely,
from Federal Reserve Bank of St. Louis
(2006)
Keywords: Foreign exchange; Forecasting
Financial crises as herds: overturning the critiques,
Varadarajan Chari and Patrick Kehoe,
from Federal Reserve Bank of Minneapolis
(2003)
Keywords: Financial crises
What can we learn from the current crisis in Argentina?,
Timothy Kehoe,
from Federal Reserve Bank of Minneapolis
(2003)
Keywords: Monetary policy - Argentina; Argentina
A general approach to integrated risk management with skewed, fat-tailed risks,
Joshua Rosenberg and Til Schuermann,
from Federal Reserve Bank of New York
(2004)
Keywords: copula; risk diversification; operational risk; market risk; credit risks
Inference, arbitrage, and asset price volatility,
Tobias Adrian,
from Federal Reserve Bank of New York
(2004)
Keywords: Risk; Uncertainty; Arbitrage; Stock - Prices; Asset pricing
Financial-sector foreign direct investment and host countries: new and old lessons,
Linda Goldberg,
from Federal Reserve Bank of New York
(2004)
Keywords: economic development; financial services industry; technology; foreign investments
Estimating probabilities of default,
Samuel Hanson and Til Schuermann,
from Federal Reserve Bank of New York
(2004)
Keywords: Credit; Risk; Bank loans; Credit ratings
Cross-border diversification in bank asset portfolios,
Claudia Buch, John Driscoll and Charlotte Ostergaard,
from Board of Governors of the Federal Reserve System (U.S.)
(2004)
Keywords: Investments, Foreign
Understanding the risk of synthetic CDOs,
Michael S. Gibson,
from Board of Governors of the Federal Reserve System (U.S.)
(2004)
Keywords: Risk
401(k) matching contributions in company stock: costs and benefits for firms and workers,
Jeffrey Brown, J. Nellie Liang and Scott Weisbenner,
from Board of Governors of the Federal Reserve System (U.S.)
(2004)
Keywords: 401(k) plans; Stocks; Employee fringe benefits
Overnight interbank loan markets,
Selva Demiralp, Brian Preslopsky and William C. Whitesell,
from Board of Governors of the Federal Reserve System (U.S.)
(2004)
Keywords: Bank loans; Federal funds; Federal funds market (United States)
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