Archive
2009
2009/01 Kirsten Bonde Rørdam and Morten L. Bech
Read full paper: The Topology of Danish Interbank Money Flows
2008
2008/01 Nikolaus Hautsch, Dieter Hess, and Christoph Müller
Read full paper: Price Adjustment to News with Uncertain Precision
2007
2007/01 Marco Ottaviani and Peter Norman Sørensen
Read full paper: Aggregation of Information and Beliefs in Prediction Markets
2006
2006/06 Nikolaus Hautsch
Read full paper: Testing the Conditional Mean Function of Autoregressive Conditional Duration Models
2006/05 Frank Gerhard and Nikolaus Hautsch
Read full paper: A Dynamic Semiparametric Proportional Hazard Model
2006/04 Marco Ottaviani and Peter Norman Sørensen
Read full paper: Noise, Information, and the Favorite-Longshot Bias
2006/03 Holger Kraft and Mogens Steffensen
Bankruptcy, Counterparty Risk, and Contagion
2006/02 Ralf Korn and Mogens Steffensen
Read full paper: Worst Case Portfolio Optimization and HJB-Systems
2006/01 Thomas Harr and Thomas Rønde
Read full paper: Regulation of Banking Groups
2005
2005/08 Morten Nalholm
Read full paper: Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
2005/07 Holger Kraft and Mogens Steffensen
Read full paper: How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
2005/06 Rolf Poulsen and Kourosh Marjani Rasmussen
Read full paper: Financial Giffen Goods
2005/05 Michael Bergman, Yin-Wong Cheung and Kon S. Lai
The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
2005/04 Nikolaus Hautsch and Anthony D. Hall
Read full paper: Order Aggressiveness and Order Book Dynamics
2005/03 Nikolaus Hautsch
Read full paper: The latent factor VAR model: Testing for a common component in the intraday trading process
2005/02 Morten Nalholm and Rolf Poulsen
Read full paper: Static Replication and Model Risk: Razor's Edge or Trader's Hedge?
2005/01 Anders Møller Christensen and Heino Bohn Nielsen
Read full paper: US Monetary Police 1988-2004: An Empirical Analysis
2004
2004/12 Marco Ottaviani and Peter Norman Sørensen
Read full paper: The Timing of Bets and the Favorite-Longshot Bias
2004/11 Jakob Brøchner Madsen and E. Philip Davis
Read full paper: Equity Prices, Productivity Growth and 'The New Economy'
2004/10 Rolf Poulsen
Read full paper: Exotic Options: Proofs Without Formulas
2004/09 Eugene N. White
Read full paper: Bubbles and Busts: The 1990s in the Mirror of the 1920s
2004/08 Katarina Juselius and Ronald MacDonald
Read full paper: International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
2004/07 Jakob Brøchner Madsen
Read full paper: Pitfalls in Estimates of Relationship between Share Returns and Inflation
2004/06 Nikolaus Hautsch and Dieter Hess
Read full paper: Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision in Price Discovery
2004/05 Marco Ottaviani and Peter Norman Sørensen
Read full paper: The Strategy of Professional Forecasting
2004/04 Jacob Gyntelberg and Frank Hansen
Read full paper: Expected Utility Theory with "Small Worlds"
2004/03 Anthony D. Hall and Nikolaus Hautsch
Read full paper: A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
2004/02 Frank Hansen
Read full paper: A General Theory of Decision Making
2004/01 Jakob Brøchner Madsen
Read full paper: The Equity Premium Puzzle and the Ex Post Bias