Discussion paper DP1884 Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model Martin Lettau 31 May 1998 Financial Economics International Macroeconomics E13 G12
Discussion paper DP1819 Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso Jean-Pierre Danthine John B Donaldson 9 Mar 1998 Financial Economics International Macroeconomics D84 E32 G12
Discussion paper DP1820 Sovereign Liquidity Crises: the Strategic Case for a Payments Standstill Marcus Miller 9 Mar 1998 International Macroeconomics D82 F34 G12
Discussion paper DP1795 Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Martin Lettau 31 Jan 1998 Financial Economics International Macroeconomics E44 G11 G12
Discussion paper DP1768 Strategic Behaviour and Price Discovery Xavier Vives Luis Angel Medrano 19 Dec 1997 Financial Economics D82 G12 G14
Discussion paper DP1678 Preferences, Consumption Smoothing, and Risk Premia Harald Uhlig Martin Lettau 7 Jul 1997 Financial Economics International Macroeconomics E21 E44 G12
Discussion paper DP1618 Performance Measurement using Multiple Asset Class Portfolio Data David Blake Allan Timmermann Bruce N Lehmann 30 Jun 1997 Financial Economics G12
Discussion paper DP1663 Evaluating Portfolio Performance with Stochastic Discount Factors Paul Söderlind Magnus Dahlquist 27 Jun 1997 Financial Economics G11 G12 G23
Discussion paper DP1648 Bid-Ask Spreads with Indirect Competition among Specialists Thomas Gehrig Matthew O. Jackson 30 May 1997 Financial Economics D43 G12
Discussion paper DP1652 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments Lars Tyge Nielsen Maria Vassalou 30 May 1997 Financial Economics G11 G12
Discussion paper DP1594 Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates Michael Artis Wenda Zhang 27 Mar 1997 International Macroeconomics C14 F31 G10 G12
Discussion paper DP1454 Arbitrage, Hedging and Financial Innovation Malcolm Davidson 31 Aug 1996 Financial Economics D60 D82 G12 G18