Discussion paper DP3168 What Do State-Owned Firms Maximize? Evidence from the Italian Banks Paola Sapienza 7 Jan 2002 Financial Economics Industrial Organization Public Economics G10 H11 L32
Discussion paper DP3148 Macroeconomic Sources of FOREX Risk Michael R. Wickens Peter N Smith 1 Jan 2002 Financial Economics International Macroeconomics F10 G10
Discussion paper DP3104 Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics E21 E44 G10
Discussion paper DP3105 Measuring and Modelling Variation in the Risk-Return Trade-off Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics G10 G12
Discussion paper DP2916 Asset Market Linkages in Crisis Periods Casper de Vries Philipp Hartmann Stefan Straetmans 8 Aug 2001 Financial Economics International Macroeconomics C49 F30 G10
Discussion paper DP2889 Limit Order Book as a Market for Liquidity Thierry Foucault Eugene Kandel Ohad Kadan 5 Aug 2001 Financial Economics G10 G14 G24
Discussion paper DP2909 Risk and Intermediation in a Dual Financial Market Model Pietro Reichlin Gaetano Bloise 1 Aug 2001 International Macroeconomics A10 D80 G10 O17
Discussion paper DP2955 The Euro and the International Financial System Richard Portes 1 Aug 2001 International Macroeconomics F30 F40 G10
Discussion paper DP2843 Empirical Analysis of Limit Order Markets Burton Hollifield Patrik Sandås Robert Miller 11 Jun 2001 Financial Economics C14 D44 G10
Discussion paper DP2766 Financial Development and the Sensitivity of Stock Markets to External Influences Harris Dellas Martin Hess 24 Apr 2001 Financial Economics International Macroeconomics F40 G10 O10
Discussion paper DP2711 Modelling Scale-Consistent VaR with the Truncated Lévy Flight Christian Wolff Thorsten Lehnert 27 Feb 2001 Financial Economics C22 C52 G10
Discussion paper DP2672 Arbitrage with Inelastic Liquidity Demand and Financial Constraints Antonio S. Mello Mukarram Attari 30 Jan 2001 Financial Economics G10 G20