Skip navigation

Browsing "Finance Working Papers" by Issue Date

Showing results 487 to 506 of 839
Issue DateTitleAuthor(s)
9-Nov-2001Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCHEngle, Robert F.; Sheppard, Kevin
5-Nov-2001Pricing Credit Derivatives with Rating Transitions"Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K.
2-Nov-2001Do firms borrow at the lowest-cost maturity? The long-term share in debt issues and predictable variation in bond returnsBaker, Malcolm; Greenwood, Robin; Wurgler, Jeffrey
20-Oct-2001An Approximation Algorithm for Optimal Consumption/Investment ProblemsDas, Sanjiv Ranjan; Sundaram, Rangarajan K.
19-Oct-2001Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structure on Investor WelfareDas, Sanjiv Ranjan; Sundaram, Rangarajan K.
12-Oct-2001Do Correlated Exposures Influence Intermediary Decision-making? Evidence from Trading Behavior of Equity DealersNaik, Narayan Y.; Yadav, Pradeep K.
9-Oct-2001When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent FirmsBaker, Malcolm; Stein, Jeremy C.; Wurgler, Jeffrey
3-Oct-2001Geographic Diversification and Agency Costs of Debt of Multinational FirmsDoukas, John A.; Pantzalis, Christos
Oct-2001Risk Management with BenchmarkingBasak, Suleyman; Shapiro, Alex; Tepla, Lucie
Oct-2001Information Asymmetry about the Firm and the Permanent Price Impact of Trades: Is there a Connection?Saar, Gideon; Yu, Lei
Oct-2001GARCH 101: An Introduction to the Use of ARCH/GARCH models in Applied EconometricsEngle, Robert
Oct-2001Financial Distress and Bank Lending RelationshipsDahiya, Sandeep; Saunders, Anthony; Srinivasan, Anand
Oct-2001Investment Banking Relationships and Merger FeesSaunders, Anthony; Srinivasan, Anand
Oct-2001Rating Agencies: Is There an Agency Issue? Roy C. Smith and Ingo WalterSmith, Roy C.; Walter, Ingo
26-Sep-2001Limit Orders and Volatility in a Hybrid Market: The Island ECNHasbrouck, Joel; Saar, Gideon
24-Sep-2001Modeling Sovereign Yield Spreads: A Case Study of Russian DebtsDuffie, Darrell; Pedersen, Lasse; Singleton, Kenneth J
24-Sep-2001Valuation in Dynamic Bargaining MarketsDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
24-Sep-2001Securities Lending, Shorting, and PricingDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
21-Sep-2001Risk Management with Derivatives by Dealers and Market Quality in Government Bond MarketsNaik, Narayan Y.; Yadav, Pradeep K.
18-Sep-2001Hot Markets, Investor Sentiment, and IPO PricingLjungqvist, Alexander P.; Nanda, Vikram; Singh, Rajdeep
Showing results 487 to 506 of 839 < previous   next >