19 documents matched the search for the 2004-10-21 issue of the NEP report on Finance (nep-fin).
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111
Liquidity, volatility and growth,
Enisse Kharroubi,
from DELTA (Ecole normale supérieure)
(2004)
The Valuation of Corporate Debt with Default Risk,
Hassan Naqvi,
from University Library of Munich, Germany
(2004)
Keywords: Debt pricing, default risk, inalienability of human capital
Risk, uncertainty and option exercise,
Jianjun Miao,
from University Library of Munich, Germany
(2004)
Pension Reform and Financial Investment in the United States and Canada,
Daniel Beland,
from McMaster University
(2004)
Keywords: pensions; Social Security; privatization; policy learning; politics
Oil price risk and emerging stock markets,
Syed Basher and Perry Sadorsky,
from University Library of Munich, Germany
(2004)
Keywords: Emerging markets; market risk; oil price risk
The Evolution of Security Designs,
Thomas Noe, Michael J. Rebello and Jun Wang,
from Institute for Financial Research
(2004)
Keywords: Corporate financing; Adaptive learning; Genetic algorithm; Security choice
Dynamic Trading Strategies and Portfolio Choice,
Ravi Bansal, Magnus Dahlquist and Campbell Harvey,
from Institute for Financial Research
(2004)
Keywords: Dynamic strategies; mean-variance optimization; multiperiod choice; efficient frontier; buy-and-hold investment
Rate of Return Parity in Experimental Asset Markets,
Jason Childs and Stuart Mestelman,
from McMaster University
(2004)
Women in financial services: fiction and more fiction,
Barbara Czarniawska,
from University of Gothenburg, Gothenburg Research Institute GRI
(2004)
Keywords: financial markets; fiction; women in male dominated professions
Social Security and the Equity Premium Puzzle,
Conny Olovsson,
from Stockholm University, Institute for International Economic Studies
(2004)
Keywords: Asset prices; the equity premium puzzle; social security
Bank Capital, Liquidity and Systemic Risk,
Jürgen Eichberger and Martin Summer,
from Oesterreichische Nationalbank (Austrian Central Bank)
(2004)
Keywords: Capital Adequacy, Systemic Risk, Banking Regulation, Financial Stability
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY,
Guglielmo Maria Caporale, Christos Ntantamis, Theologos Pantelidis and Nikitas Pittis,
from Economics and Finance Section, School of Social Sciences, Brunel University
(2004)
TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA,
Guglielmo Maria Caporale, Luis Gil-Alana and Mike Nazarski,
from Economics and Finance Section, School of Social Sciences, Brunel University
(2004)
LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994,
Guglielmo Maria Caporale and Luis Gil-Alana,
from Economics and Finance Section, School of Social Sciences, Brunel University
(2004)
Nonlinear Pricing and Multimarket Duopolists,
Silvia Sonderegger,
from The Centre for Market and Public Organisation, University of Bristol, UK
(2004)
Keywords: oligopoly, other forms of market imperfection
Look at me now: the role of cross-listing in attracting U.S. investors,
John Ammer, Sara B. Holland, David C. Smith and Francis Warnock,
from Board of Governors of the Federal Reserve System (U.S.)
(2004)
Keywords: Investments, Foreign
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data,
Don Galagedera and Elizabeth Maharaj,
from Monash University, Department of Econometrics and Business Statistics
(2004)
Keywords: Wavelet multi-scaling, higher-order systematic co-moments, asset pricing
An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series,
Geetesh Bhardwaj and Norman Swanson,
from Rutgers University, Department of Economics
(2004)
Keywords: fractional integration, long memory, parameter estimation error, stock returns, long horizon prediction
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection,
Valentina Corradi and Norman Swanson,
from Rutgers University, Department of Economics
(2004)
Keywords: Predictive density
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