Discussion paper DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Enrique Sentana Francisco PeƱaranda 23 Jun 2004 Financial Economics C12 C13 G11 G12
Discussion paper DP4340 Market Stress and Herding Mark Salmon Soosung Hwang 23 Apr 2004 Financial Economics C12 C31 G12 G14
Discussion paper DP4346 The Impact of Globalization on the Equity Cost of Capital Gikas Hardouvelis Richard Priestley Dimitrios Malliaropoulos 23 Apr 2004 Financial Economics G11 G12 G15
Discussion paper DP4367 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations Kjell G. Nyborg Ilya Strebulaev Ulrich Bindseil 23 Apr 2004 Financial Economics D44 E43 E50 G12 G21
Discussion paper DP4338 Fundamentals and Joint Currency Crises Casper de Vries Philipp Hartmann Stefan Straetmans 23 Mar 2004 International Macroeconomics C49 F31 G12 G39
Discussion paper DP4230 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices Peter Bofinger Robert Schmidt Johannes Leitner 23 Feb 2004 International Macroeconomics C53 D70 D81 F31 F47 G12
Discussion paper DP4235 Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the ?/US$ Rate Peter Bofinger Robert Schmidt 23 Feb 2004 International Macroeconomics F31 F47 G12 G15
Discussion paper DP4256 Asset Prices with Heterogenous Beliefs Suleyman Basak 23 Feb 2004 Financial Economics D50 D90 G12
Discussion paper DP4165 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts John Driffill Martin Sola Turalay Kenc Fabio Spagnolo 23 Jan 2004 Financial Economics International Macroeconomics E43 G12
Discussion paper DP4184 Labour and the Market Value of the Firm Eran Yashiv Monika Merz 23 Jan 2004 Labour Economics E22 E23 E24 G12
Discussion paper DP4221 Riding the South Sea Bubble Peter Temin Hans-Joachim Voth 23 Jan 2004 International Macroeconomics G12 G14 N23
Discussion paper DP4160 Strategic Asset Allocation in a Continuous Time VAR Model John Y Campbell Luis Viceira Jorge Rodriguez George Chacko 23 Dec 2003 Financial Economics G12