jforest443's library 38 articles Export

	The Bias in Time-Series Volatility Forecasts [My Copy] Social Science Research Network Working Paper Series (17 May 2009) by Louis H. Ederington, Wei Guan posted to volatility value-at-risk garch egarch by jforest443 on 2009-11-11 19:00:20 as
	Credit Spreads and the Treasury Zero Coupon Spot Curve [My Copy] Social Science Research Network Working Paper Series (29 April 2005) by Nicolas A. Papageorgiou, Frank S. Skinner posted to no-tag by jforest443 on 2009-10-30 22:51:04 as
	The Determinants of Contract Terms in Bank Revolving Credit Agreements [My Copy] Social Science Research Network Working Paper Series (11 February 2000) by Ian G. Sharpe, Steven A. Dennis, Debarshi Nandy posted to no-tag by jforest443 on 2009-10-30 22:45:09 as
	Firm Size Dependence in the Determinants of Bank Term Loan Maturity [My Copy] Social Science Research Network Working Paper Series (06 February 2005) by Steven A. Dennis, Ian G. Sharpe posted to no-tag by jforest443 on 2009-10-30 22:44:05 as
	Estimating Borrower Mobility from Observed Prepayments [My Copy] Social Science Research Network Working Paper Series (04 July 1997) by John P. Harding posted to no-tag by jforest443 on 2009-10-30 22:42:58 as
	A Closed Form Formula for Valuing Mortgages [My Copy] Social Science Research Network Working Paper Series (06 December 1998) by Pierre Collin-Dufresne, John P. Harding posted to no-tag by jforest443 on 2009-10-30 22:41:46 as
	Explaining the Variation in Reit Capital Structure: The Role of Asset Liquidation Value [My Copy] Social Science Research Network Working Paper Series (02 February 2008) by Erasmo Giambona, John P. Harding, Sirmans posted to no-tag by jforest443 on 2009-10-30 22:40:45 as
	The Contagion Effect of Foreclosed Properties [My Copy] Social Science Research Network Working Paper Series (17 July 2008) by John P. Harding, Eric Rosenblatt, Vincent W. Yao posted to no-tag by jforest443 on 2009-10-30 22:39:48 as
	CTA/Managed Futures Strategy Benchmarks: Performance and Review [My Copy] Social Science Research Network Working Paper Series (25 May 2007) by Thomas Schneeweis, Raj Gupta, Jason Remillard posted to no-tag by jforest443 on 2009-10-30 22:37:58 as
	Valuing Federal Disaster Loans: A Stochastic Model Approach [My Copy] Social Science Research Network Working Paper Series (11 March 1999) by Nelson J. Lacey, Austin J. Kelly, Mark E. Potter posted to no-tag by jforest443 on 2009-10-30 22:36:50 as
	Corporate Performance and Firm Perception: The British Experience [My Copy] Social Science Research Network Working Paper Series (01 July 1998) by Sudhir Nanda, Thomas Schneeweis, Kristina Eneroth posted to no-tag by jforest443 on 2009-10-30 22:36:09 as
	Bid Ask Spread in a Competitive Market With Institutions and Order Size [My Copy] Social Science Research Network Working Paper Series (21 July 2007) by Malay K. Dey, Hossein B. Kazemi posted to spread size sequential security price order institutions information equilibrium bid-ask asymmetry by jforest443 on 2009-10-30 22:30:48 as
	Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model [My Copy] Social Science Research Network Working Paper Series (19 May 1999) by Cynthia J. Campbell, Hossein B. Kazemi, Prasad Nanisetty posted to time-varying risk return pricing model market equilibrium bond by jforest443 on 2009-10-30 22:29:56 as
	A Contingent Claims Analysis of the Interest Rate Risk Characteristics of Corporate Liabilities [My Copy] Social Science Research Network Working Paper Series (30 April 2007) by Sanjay Nawalkha posted to vasicek stocks risk rate merton interest duration bonds by jforest443 on 2009-10-30 22:27:33 as
	An Improved Approach to Computing Implied Volatility [My Copy] Social Science Research Network Working Paper Series (08 November 2002) by Donald R. Chambers, Sanjay Nawalkha posted to volatility implied computing by jforest443 on 2009-10-30 22:26:31 as
	Interest Rate Sensitivities of Bond Risk Measures [My Copy] Social Science Research Network Working Paper Series (02 February 2009) by Timothy F. Crack, Sanjay Nawalkha posted to term structure risk measures m-square duration convexity bond by jforest443 on 2009-10-30 22:25:34 as
	A Multibeta Representation Theorem for Linear Asset Pricing Theories [My Copy] Social Science Research Network Working Paper Series (23 March 2007) by Sanjay Nawalkha posted to pricing multibeta models factor capm asset apt by jforest443 on 2009-10-30 22:24:48 as
	Conditional Properties of Hedge Funds: Evidence from Daily Returns [My Copy] Social Science Research Network Working Paper Series (04 March 2007) by Ying Li, Hossein B. Kazemi posted to returns properties hedge funds daily conditional by jforest443 on 2009-10-30 22:22:53 as
	Minority Lending and the Subprime Foreclosure Crisis: Are Government Regulations to Blame? [My Copy] Social Science Research Network Working Paper Series (09 September 2009) by Henock Louis posted to subprime regulations minority market lending foreclosure efficiency discrimination crisis by jforest443 on 2009-10-30 22:18:34 as
	The Financial Crisis as a Symbol of the Failure of Academic Finance? (A Methodological Digression) [My Copy] Social Science Research Network Working Paper Series (24 September 2009) by Hans J. Blommestein posted to wall street reserve price policy monetary inflation greenspan financial federal crisis bernanke ben asset alan by jforest443 on 2009-10-30 22:17:19 as
	Greenspan’s Legacy and Bernanke’s Attitude to the Financial Crisis [My Copy] Social Science Research Network Working Paper Series (25 September 2009) by John Ryan, Adam Koronowski posted to wall street reserve price policy monetary inflation greenspan financial federal crisis bernanke ben asset alan by jforest443 on 2009-10-30 22:15:59 as
	What Can Be Said About the Rise and Fall in Oil Prices? [My Copy] Social Science Research Network Working Paper Series (28 September 2009) by Victoria Saporta, Merxe Tudela, Matt Trott posted to prices oil by jforest443 on 2009-10-30 22:14:58 as
	Possible Macroeconomic Consequences of Large Future Federal Government Deficits [My Copy] Social Science Research Network Working Paper Series (29 September 2009) by Ray C. Fair posted to deficit debt by jforest443 on 2009-10-30 22:14:09 as along with 1 person khwoo2
	Measuring the Timing Ability and Performance of Bond Mutual Funds [My Copy] Social Science Research Network Working Paper Series (12 October 2009) by Yong Chen, Wayne E. Ferson, Helen Peters posted to timing performance mutual market investment funds evaluation bond by jforest443 on 2009-10-30 22:11:32 as
	The Fall and Rise of Fannie and Freddie: Securitization after the Meltdown [My Copy] Social Science Research Network Working Paper Series (16 October 2009) by Richard E. Mendales posted to securitization freddie fannie by jforest443 on 2009-10-30 22:10:37 as
	The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis [My Copy] Social Science Research Network Working Paper Series (13 October 2009) by Heiko Hesse, Nathaniel Frank posted to sector risk policy monetary models management loans liquidity financial economic crisis credit central banks banking bank by jforest443 on 2009-10-30 22:06:02 as
	What the Market Watched: Bloomberg News Stories and Bank Returns as the Financial Crisis Unfolded [My Copy] Social Science Research Network Working Paper Series (02 October 2009) by Robin L. Lumsdaine posted to stock returns reserve news financial federal crisis banks by jforest443 on 2009-10-30 22:03:56 as
	The 1925 Return to Gold: Keynes and Mr Churchill's Economic Crisis [My Copy] Social Science Research Network Working Paper Series (13 August 2009) by James Morrison posted to standard keynes gold churchill by jforest443 on 2009-10-30 21:58:09 as
	The 1990's Financial Crises in Nordic Countries [My Copy] Social Science Research Network Working Paper Series (03 July 2009) by Seppo Honkapohja posted to overheating lending financial deregulation crisis bank by jforest443 on 2009-10-30 21:54:46 as
	Deposit Insurance and Money Market Freezes [My Copy] Social Science Research Network Working Paper Series (13 May 2009) by Max Bruche, Javier Suarez posted to solvency money markets market insurance freezes financial deposit bank by jforest443 on 2009-10-30 21:47:32 as
	Why did FDR's Bank Holiday Succeed? [My Copy] Social Science Research Network Working Paper Series (16 July 2009) by William L. Silber posted to reserve insurance holiday great federal depression deposit bank by jforest443 on 2009-10-30 21:45:31 as
	The AIG Bailout [My Copy] Social Science Research Network Working Paper Series (19 February 2009) by William K. Sjostrom posted to swaps modernization international group futures derivatives default credit commodity cds american aig act by jforest443 on 2009-10-30 21:40:55 as
	Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implication [My Copy] Social Science Research Network Working Paper Series (07 November 2008) by Edward I. Altman posted to results rating of migration investor-lender corporate comparative bonds and by jforest443 on 2009-10-30 21:37:53 as
	Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements [My Copy] Social Science Research Network Working Paper Series (10 September 2009) by David O. Lucca, Francesco Trebbi posted to policy monetary linguistics fomc computational communication central bank by jforest443 on 2009-10-30 21:36:43 as
	Time Varying Risk Premia and the Output Gap [My Copy] Social Science Research Network Working Paper Series (04 May 2008) by Ilan Cooper, Richard Priestley posted to risk return premia predictability output gap by jforest443 on 2009-10-30 21:34:31 as
	Determinants of Corporate Bond Trading: A Comprehensive Analysis [My Copy] Social Science Research Network Working Paper Series (19 July 2007) by Edith S. Hotchkiss, Gergana Jostova posted to trading naic liquidity institutional corporate bonds by jforest443 on 2009-10-30 21:28:43 as
	The Effect of Treasury Auction Announcements on Interest Rates: 1990-1999 [My Copy] Social Science Research Network Working Paper Series (21 September 2009) by James J. Forest posted to volatility treasury reserve rates policy monetary modeling macroeconomic interest garch federal auctions announcements by jforest443 on 2009-10-30 21:19:56 as
	Alternative Estimators of Cointegrating Parameters in Models With Non-Stationary Data: An Application to US Export Demand [My Copy] Social Science Research Network Working Paper Series (08 August 2009) by James J. Forest, Paul Turner posted to us transformation export estimator dols demand bewley by jforest443 on 2009-10-30 21:00:29 as

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jforest443's library 38 articles Export

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