Discussion paper DP4380 Asset Prices and International Spillovers: An Empirical Investigation Lucio Sarno Giorgio Valente 23 May 2004 Financial Economics International Macroeconomics F31 G10 G13
Discussion paper DP4180 Confidence Building on Euro Conversion: Theory and Evidence from Currency Options Enrico Perotti Joost Driessen 23 Jan 2004 Financial Economics International Macroeconomics C22 F21 F34 G13 G38
Discussion paper DP4092 Late Informed Betting and the Favourite-Longshot Bias Marco Ottaviani Peter Norman Sørensen 23 Oct 2003 Financial Economics Industrial Organization D43 D82 D84 G13 L83
Discussion paper DP3832 Heterogeneity of Investors and Asset Pricing in a Risk-Value World Günter Franke Martin Weber 28 Mar 2003 Financial Economics D81 G11 G12 G13
Discussion paper DP3566 When Does Strategic Debt Service Matter? Viral Acharya Rangarajan K Sundaram Jing-Zhi Huang Marti Subrahmanyam 20 Oct 2002 Financial Economics G13 G33 G35
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 DP2611 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil?s Real Plan, 1994-1999 Kevin Chang José Manuel Campa James F Refalo 28 Nov 2000 International Macroeconomics F31 G13 G15
Discussion paper DP2504 Excessive continuation and Dynamic Agency Costs of Debt Antoine Faure-Grimaud Jean Paul Décamps 25 Jul 2000 Financial Economics G13 G30 L10
Discussion paper DP2138 UDROP: A Small Contribution to the New International Financial Architecture Willem Buiter Anne Sibert 31 May 1999 International Macroeconomics F31 F32 F33 F34 G13
Discussion paper DP2034 Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Peter C Schotman Dennis Bams 18 Dec 1998 Financial Economics C33 G13
Discussion paper DP2010 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election Michael Rockinger Eric Jondeau Sophie Coutant 31 Oct 1998 Financial Economics C52 E43 E52 G13 G14