Case Study of Kim Fuller
Scholar Alert: [ review "financial studies" forthcoming ]
Bank capital, competition and loan spreads
M Fischer, S Steffen - 2010
Page 1. Bank capital, competition and loan spreads Markus Fischer ∗ Sascha Steffen †
August 22, 2010 Abstract This paper empirically investigates whether well-capitalized banks charge higher spreads using a dataset of all ...
Commentary: Monetary Policy after the Fall
JB Taylor, C Bean - 2010
... Louis Review, May June 2010, 165-176 Taylor, John B. (2010c), “The Fed ... Michael Woodford
(Eds.), Handbook of Monetary Economics, 3, Elsevier, forthcoming, 2010 Volker ... to Macroeconomic
Modelling and Policy Analysis" Manuscript, Center for Financial Studies, Frankfurt ...
Diagnosing Affine Models of Options Pricing: Evidence from VIX
G Li, C Zhang - 2010
Page 1. Diagnosing Affine Models of Options Pricing: Evidence from VIX Gang Li and Chu Zhang ∗
August 2010 ∗Hong Kong Baptist University and Hong Kong University of Science and
Technology. Ad- dress correspondence to Chu Zhang via E-mail: czhang@ust.hk. Page 2. ...
The Value Spread: A Puzzle
F Belo, C Xue, L Zhang - 2010
Page 1. The Value Spread: A Puzzle Frederico Belo∗ University of Minnesota Chen
Xue† University of Michigan Lu Zhang‡ Ohio State University and NBER August
2010§ Abstract The standard dynamic investment model fails ...
A Simple Model of the Firm Life Cycle
KR Schenk-Hoppéa, U Schwerib - 2010
Page 1. Working Paper Series _____ National Centre of Competence in Research Financial Valuation and Risk Management ...
CREATES Research Paper 2010-49
M Expectations, A Uncertainty, ET Premia - 2010
... Ng (2009), so that our factor differs from earlier proxies in the bond literature. The paper proceeds as follows. The next section selectively reviews related literature, Section 3 describes the construction of our proxy for term premium expectations, Section 4 details the data ...
Corporate Venture Capital and the Acquisition of Entrepreneurial
Bank capital, competition and loan spreads
M Fischer, S Steffen - 2010
Page 1. Bank capital, competition and loan spreads Markus Fischer ∗ Sascha Steffen †
August 22, 2010 Abstract This paper empirically investigates whether well-capitalized banks charge higher spreads using a dataset of all ...
Commentary: Monetary Policy after the Fall
JB Taylor, C Bean - 2010
... Louis Review, May June 2010, 165-176 Taylor, John B. (2010c), “The Fed ... Michael Woodford
(Eds.), Handbook of Monetary Economics, 3, Elsevier, forthcoming, 2010 Volker ... to Macroeconomic
Modelling and Policy Analysis" Manuscript, Center for Financial Studies, Frankfurt ...
Diagnosing Affine Models of Options Pricing: Evidence from VIX
G Li, C Zhang - 2010
Page 1. Diagnosing Affine Models of Options Pricing: Evidence from VIX Gang Li and Chu Zhang ∗
August 2010 ∗Hong Kong Baptist University and Hong Kong University of Science and
Technology. Ad- dress correspondence to Chu Zhang via E-mail: czhang@ust.hk. Page 2. ...
The Value Spread: A Puzzle
F Belo, C Xue, L Zhang - 2010
Page 1. The Value Spread: A Puzzle Frederico Belo∗ University of Minnesota Chen
Xue† University of Michigan Lu Zhang‡ Ohio State University and NBER August
2010§ Abstract The standard dynamic investment model fails ...
A Simple Model of the Firm Life Cycle
KR Schenk-Hoppéa, U Schwerib - 2010
Page 1. Working Paper Series _____ National Centre of Competence in Research Financial Valuation and Risk Management ...
CREATES Research Paper 2010-49
M Expectations, A Uncertainty, ET Premia - 2010
... Ng (2009), so that our factor differs from earlier proxies in the bond literature. The paper proceeds as follows. The next section selectively reviews related literature, Section 3 describes the construction of our proxy for term premium expectations, Section 4 details the data ...
Corporate Venture Capital and the Acquisition of Entrepreneurial
References: S Mseddi, F Abid - International Research Journal of Finance and …, 2010 .. A Quest for More Reliable Estimates of Exchange Rate Exposure P Jayasinghe, G Premaratne - International Research Journal of Finance and …, 2010 ... See Koutmos and Martin (2003a and 2003b) and Jayasinghe and Tsui (2007 and forthcoming) for incorporating some of those intrinsic features into the estimation of exchange rate exposure. 3 See Bodnar and Wong (2003) for details of this argument. Page 3. ... The value of independent directors: evidence from sudden deaths B Dang Nguyen, K Meisner Nielsen - Journal of Financial Economics, 2010 .. Bubbles in UK house prices: evidence from ESTR models DG McMillan, A Speight - International Review of Applied Economics, 2010 Sentiment and Anomalies ∗ Jianfeng Yu † University of Minnesota Yu Yuan ‡ University of Iowa July, 2010 Abstract This paper investigates the .. risky assets (termed test assets) has on the MV frontier of a set of benchmark assets (see DeRoon and Nijman, 2001, for a review) Macroeconomics, finance, commodities: Interactions with carbon markets in a data- … J Chevallier - Economic Modelling, 2010