Issue Date | Title | Author(s) |
8-Feb-2002 | THE OPERATIONAL HEDGING PROPERTIES OF INTANGIBLE ASSETS: THE CASE OF NON-VOLUNTARY FOREIGN ASSET SELLOFFS | Doukas, John A.; Padmanabhan, Prasad |
4-Sep-2002 | Assessing the Incremental Value of Option Pricing Theory Relative to an ‘Informationally Passive’ Benchmark | Figlewski, Stephen |
15-Apr-2002 | On Rescissions in Executive Stock Options | Brenner, Menachem; Sundaram, Rangarajan K; Yermack, David |
Jan-2002 | DYNAMIC CONDITIONAL CORRELATION : A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS | Engle, Robert |
18-Jul-2002 | Term Structure Dynamics in Theory and Reality | Dai, Qiang; Singleton, Kenneth |
2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |
30-Oct-2002 | Pricing Inflation-Indexed Convertible Bonds with Credit Risk | Landskroner, Yoram; Raviv, Alon |
May-2002 | PRICING EXCHANGE TRADED FUNDS | Engle, Robert; Sarkar, Debojyoti |
2002 | Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets | Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. |