Report NEP-BEC-2012-02-15

This is the archive for NEP-BEC, a report on new working papers in the area of Business Economics. Christian Calmes issued this report. It is usually issued weekly.

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Other reports in NEP-BEC

The following items were announced in this report:

• Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper 2011/19, Norges Bank.
• Item repec:ner:leuven:urn:hdl:123456789/262181 is not listed on IDEAS anymore

• Ma{l}gorzata Snarska, 2012. "A Random Matrix Approach to Dynamic Factors in macroeconomic data," Papers 1201.6544, arXiv.org.
• Henri Pag`es & Dylan Possamai, 2012. "A mathematical treatment of bank monitoring incentives," Papers 1202.2076, arXiv.org, revised Apr 2015.
• R. Anton Braun & Tomoyuki Nakajima, 2012. "Making the case for a low intertemporal elasticity of substitution," FRB Atlanta Working Paper 2012-01, Federal Reserve Bank of Atlanta.
• Zorana Grbac & Antonis Papapantoleon, 2012. "A tractable LIBOR model with default risk," Papers 1202.0587, arXiv.org, revised Oct 2012.
• Martin Rypdal & Ola L{o}vsletten, 2012. "Modeling electricity spot prices using mean-reverting multifractal processes," Papers 1201.6137, arXiv.org.