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Finance Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus
No. 00-16: Global Polynomial Kernel Hazard Estimation.
No. 00-15: Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
No. 00-14: Credit Spreads and the Term Structure of Interest Rates.
No. 00-13: Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
No. 00-12: Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor.
No. 00-11: Narrow Banking.
No. 00-10: Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
No. 00-9: The Relation Between Asset Returns and Inflation at Short and Long Horizons.
No. 00-8: Measuring Noise in the Permanent Income Hypothesis
No. 00-7: Boundary and Bias Correction in Kernel Hazard Estimation
No. 00-6: Variable Bandwidth Kernel Hazard Estimators
No. 00-5: Super-Efficient Prediction Based on High-Quality Marker Information
No. 00-4: Kernel Density Estimation of Actuarial Loss Functions.
No. 00-3: Longevity Studies Based on Kernel Hazard Estimation.
No. 00-2: Uncovered Interest Parity and Policy Behavior New Evidence.
No. 00-1: Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
2000 2001 2002 2003 2004 2011 Download statistics for the working paper series and EBSLG
Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt () Report other problems with accessing this service to Sune Karlsson () or Helena Lundin (). Programing by |
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