/ Research / Working Papers / 2011

2011

BAQUERO G., HAMADI M., HEINEN A.

Competition, Loan Rates and Information Dispersion in Microcredit Markets

11-17.pdf 525.56 kB

HAMADI M., HEINEN A.

Ownership Structure and Firm Performance: Evidence from a non-parametric panel

11-16.pdf 118.96 kB

RUPEREZ MICOLA A., BANAL-ESTANOL A.

Production intermittence in spot markets

11-15.pdf 384.06 kB

RUPEREZ MICOLA A., PENARANDA F.

On the drivers of commodity co-movement: Evidents from biofuels

11-14.pdf 202.64 kB

BEKKOUR L., LEHNERT T., AMADORI M.C.

The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

11-13.pdf 845.15 kB

LEHNERT T., FRIJNS B., GILBERT A., TOURANI-RAD A.

Cultural Values, CEO Risk Aversion and Corporate Takeovers

11-01.pdf 388.69 kB

GUIGOU J.-D., DE LAMIRANDE P., LOVAT B.

Strategic Delegation and Collusion: Do Incentive Schemes Matter?

11-02.pdf 421.99 kB

NEUGEBAUER T., TRAUB S.

Public Good and Private Good Valuation for Waiting Time Reduction: A Laboratory Study

11-03.pdf 380.69 kB

BEKKOUR L., LEHNERT T., AMADORI M.-C.

The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

11-04.pdf 758.59 kB

FUELLBRUNN S., HARUVY E.

The Takeover Game

11-05.pdf 704.20 kB

JIN X., LEHNERT T., NADAL DE SIMONE F.

Does the GARCH Structural Credit Risk Model Make a Difference?

11-06.pdf 785.50 kB

VAN BOMMEL J.

Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings

11-07.pdf 399.05 kB

VAN BOMMEL J., HASMAN A., SAMARTIN M.

Financial Intermediation in an Overlapping Generations Model with Transaction Costs

11-08.pdf 375.03 kB

VAN BOMMEL J., HOFFMANN P.

Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra

11-09.pdf 193.30 kB

JIN X., LEHNERT Th.

Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas

11-10.pdf 2.45 MB

BLAZY R., BOUGHANMI A., DEFFAINS B., GUIGOU J.

Corporate Governance and Financial Development: A Study of the French Case

11-11.pdf 337.95 kB

BOISSAUX M., SCHILTZ J.

Practical weight-constrained conditioned portfolio optimisation using risk aversion indicator signals

11-12.pdf 628.45 kB