| Issue Date | Title | Author(s) |
| Nov-2001 | Comovement | Barberis, Nicholas; Shleifer, Andrei; Wurgler, Jeffrey |
| Oct-2001 | Risk Management with Benchmarking | Basak, Suleyman; Shapiro, Alex; Tepla, Lucie |
| 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. |
| Sep-2001 | Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options | Clayton, Matthew; Yermack, David |
| 14-Sep-2001 | The Term Structure of Interest-Rate Futures Prices. | Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| 29-Jan-2001 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
| May-2001 | Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing | Ding, Zhuanxin; Engle, Robert F. |
| 21-Sep-2001 | Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets | Naik, Narayan Y.; Yadav, Pradeep K. |
| 5-Nov-2001 | Pricing Credit Derivatives with Rating Transitions | Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
