European Business Schools Librarian's Group
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 00-16: Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard
No 00-15: Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen
No 00-14: Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen
No 00-13: Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen
No 00-12: Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor.
Allan Bødskov Andersen
No 00-11: Narrow Banking.
Paula Peare
No 00-10: Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen and Carsten Tanggaard
No 00-9: The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard
No 00-8: Measuring Noise in the Permanent Income Hypothesis
Tom Engsted
No 00-7: Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen and Carsten Tanggaard
No 00-6: Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen
No 00-5: Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen
No 00-4: Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen
No 00-3: Longevity Studies Based on Kernel Hazard Estimation.
Angie Felipe, Montserrat Guillen and Jens Perch Nielsen
No 00-2: Uncovered Interest Parity and Policy Behavior New Evidence.
Michael Christensen
No 00-1: Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen and Charlotte Strunk Hansen
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