Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo,
Pietro Rossi, Massimo Tavoni, Flavio Cocco and Robert Marschinski,
from University Library of Munich, Germany
(2002)
Keywords: Bayesian Statistics, Estimation Risk, Finite Sample, Markov Chain Monte Carlo, Portfolio Selection
Information, Alternative Markets, and Security Price Processes: A Survey of Literature,
Rafiqul Bhuyan,
from University Library of Munich, Germany
(2002)
Keywords: Open Interest, Volume, Market Efficiency, Information Traders.
Causes and consequences of the 1982 Third World Debt Crisis,
Kalonga Stambuli,
from University Library of Munich, Germany
(2002)
Keywords: international economics, debt, third world, debt crisis. lending, borrowing, foreign debt, external debt
Testing for differences in the tails of stock-market returns,
Michael Rockinger and Eric Jondeau,
from HEC Paris
(2001)
Keywords: extreme value theory; generalized extreme value distribution; emerging markets
Institutional Architectures and Behavioural Ecologies in the Dynamics of Financial Markets: a Preliminary Investigation,
Giulio Bottazzi, Giovanni Dosi and Igor Rebesco,
from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
(2002)
Keywords: Evolutionary Finance; Market Institutions; Agent Based Modelling.
One Simple Test of Samuelson's Dictum for the Stock Market,
Jeeman Jung and Robert Shiller,
from National Bureau of Economic Research, Inc
(2002)
The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area,
Liliane Giardino-Karlinger,
from Bank of Canada
(2002)
Keywords: Exchange rate regimes; Financial markets
Portfolio allocation in transition economies,
Michael Rockinger and Eric Jondeau,
from HEC Paris
(2001)
Keywords: mean-variance allocation; portfolio choice; transition economies
Information sharing, liquidity and transaction costs in floor-based trading systems,
Thierry Foucault and Laurence Daures (formerly Lescourret),
from HEC Paris
(2001)
Keywords: market microstructure; floor-based trading systems; open outcry; information sharing; information sales
Market Selection and Survival of Investment Strategies,
Rabah Amir, Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé,
from University of Copenhagen. Department of Economics
(2002)
Keywords: evolutionary finance; portfolio theory; CAPM; investment strategies; market selection; incomplete markets
The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks,
Yongil Jeon and Stephen Miller,
from University of Connecticut, Department of Economics
(2002)
Keywords: Asian financial crisis, Korean commercial banks, profitability
Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis,
WenShwo Fang and Stephen Miller,
from University of Connecticut, Department of Economics
(2002)
Keywords: Asian financial crisis, stock market returns, currency depreciation, bivariate GARCH-M
Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis,
WenShwo Fang and Stephen Miller,
from University of Connecticut, Department of Economics
(2002)
Official Dollarization in Latin America: Could it Work?,
Paul Hallwood, Ian Marsh and Jörg Scheibe,
from University of Connecticut, Department of Economics
(2001)
Keywords: dollarization, exchange rate regimes, monetary policy, Latin America.