| Thumbnail | Number | Issue Date | Title | Author(s) |
| FIN-01-027 | 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation
Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| FIN-01-035 | 5-Nov-2001 | Pricing Credit Derivatives with Rating Transitions" | Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
| FIN-01-020 | 2-Nov-2001 | Do firms borrow at the lowest-cost maturity? The long-term share in debt
issues and predictable variation in bond returns | Baker, Malcolm; Greenwood, Robin; Wurgler, Jeffrey |
| FIN-01-034 | 20-Oct-2001 | An Approximation Algorithm for Optimal Consumption/Investment Problems | Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
| FIN-01-033 | 19-Oct-2001 | Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structure on
Investor Welfare | Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
| FIN-01-014 | 12-Oct-2001 | Do Correlated Exposures Influence Intermediary Decision-making? Evidence
from Trading Behavior of Equity Dealers | Naik, Narayan Y.; Yadav, Pradeep K. |
| FIN-01-031 | 9-Oct-2001 | When Does the Market Matter? Stock Prices and the Investment of
Equity-Dependent Firms | Baker, Malcolm; Stein, Jeremy C.; Wurgler, Jeffrey |
| FIN-01-011 | 3-Oct-2001 | Geographic Diversification and Agency Costs of Debt of Multinational Firms | Doukas, John A.; Pantzalis, Christos |
| FIN-01-003 | Oct-2001 | Rating Agencies: Is There an Agency Issue? Roy C. Smith and Ingo Walter | Smith, Roy C.; Walter, Ingo |
| FIN-01-009 | Oct-2001 | Information Asymmetry about the Firm and the Permanent Price Impact of
Trades: Is there a Connection? | Saar, Gideon; Yu, Lei |
| FIN-01-016 | Oct-2001 | Investment Banking Relationships and Merger Fees | Saunders, Anthony; Srinivasan, Anand |
| FIN-01-001 | Oct-2001 | Financial Distress and Bank Lending Relationships | Dahiya, Sandeep; Saunders, Anthony; Srinivasan, Anand |
| FIN-01-030 | Oct-2001 | GARCH 101: An Introduction to the Use of ARCH/GARCH models in Applied Econometrics | Engle, Robert |
| FIN-01-015 | Oct-2001 | Risk Management with Benchmarking | Basak, Suleyman; Shapiro, Alex; Tepla, Lucie |
| FIN-01-025 | 26-Sep-2001 | Limit Orders and Volatility in a Hybrid Market: The Island ECN | Hasbrouck, Joel; Saar, Gideon |
| FIN-01-022 | 24-Sep-2001 | Valuation in Dynamic Bargaining Markets | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| FIN-01-023 | 24-Sep-2001 | Securities Lending, Shorting, and Pricing | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| FIN-01-021 | 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debts | Duffie, Darrell; Pedersen, Lasse; Singleton, Kenneth J |
| FIN-01-013 | 21-Sep-2001 | Risk Management with Derivatives by Dealers and Market Quality in
Government Bond Markets | Naik, Narayan Y.; Yadav, Pradeep K. |
| FIN-01-007 | 18-Sep-2001 | Hot Markets, Investor Sentiment, and IPO Pricing | Ljungqvist, Alexander P.; Nanda, Vikram; Singh, Rajdeep |
