Discussion paper DP3306 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies Leonid Kogan Raman Uppal 20 Apr 2002 Financial Economics D52 G11 G12
Discussion paper DP3328 Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy Viral Acharya Jennifer Carpenter 20 Apr 2002 Financial Economics G12 G13 G31 G33
Discussion paper DP3329 Pricing Credit Derivatives with Rating Transitions Sanjiv Ranjan Das Viral Acharya Rangarajan K Sundaram 20 Apr 2002 Financial Economics G12 G13
Discussion paper DP3337 Exchange Rate Monitoring Bands: Theory and Policy Marcus Miller luisa corrado 20 Apr 2002 International Macroeconomics D52 F31 G12
Discussion paper DP3345 Disclosures and Asset Returns Hyun Song Shin 20 Apr 2002 Financial Economics D82 G12
Discussion paper DP3353 Momentum and Turnover: Evidence from the German Stock Market Martin Weber Markus Glaser 20 Apr 2002 Financial Economics G10 G11 G12
Discussion paper DP3254 Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period Hans-Joachim Voth 20 Mar 2002 International Macroeconomics E66 G12 G14 G18 N12 N14 N22 N24
Discussion paper DP3181 Evaluating Style Analysis Theo E Nijman Jenke ter Horst Frans de Roon 20 Jan 2002 Financial Economics G11 G12
Discussion paper DP3145 An Evaluation of International Asset Pricing Models Magnus Dahlquist Torbjorn Sallstrom 1 Jan 2002 Financial Economics F31 G12 G15
Discussion paper DP3102 Time-Varying Market Integration and Expected Returns in Emerging Markets Frank de Jong Frans de Roon 21 Dec 2001 Financial Economics G12 G15 G18
Discussion paper DP3103 Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics E22 G12
Discussion paper DP3105 Measuring and Modelling Variation in the Risk-Return Trade-off Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics G10 G12