Scandinavian Working Papers in Business Administration

Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

2000 2001 2002 2003 2004

No 00-16: Global Polynomial Kernel Hazard Estimation.
Jens Perch Nielsen and Carsten Tanggaard

No 00-15: Quantifying the "Peso Problem" Bias: A Switching Regime Approach.
Allan Bødskov Andersen

No 00-14: Credit Spreads and the Term Structure of Interest Rates.
Charlotte Christiansen

No 00-13: Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.
Allan Bødskov Andersen

No 00-12: Exchange Rate Dynamics in a General Equilibrium Model with Decreasing Returns to Labor.
Allan Bødskov Andersen

No 00-11: Narrow Banking.
Paula Peare

No 00-10: Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
Tom Engsted, Enno Mammen and Carsten Tanggaard

No 00-9: The Relation Between Asset Returns and Inflation at Short and Long Horizons.
Tom Engsted and Carsten Tanggaard

No 00-8: Measuring Noise in the Permanent Income Hypothesis
Tom Engsted

No 00-7: Boundary and Bias Correction in Kernel Hazard Estimation
Jens Perch Nielsen and Carsten Tanggaard

No 00-6: Variable Bandwidth Kernel Hazard Estimators
Jens Perch Nielsen

No 00-5: Super-Efficient Prediction Based on High-Quality Marker Information
Jens Perch Nielsen

No 00-4: Kernel Density Estimation of Actuarial Loss Functions.
Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen

No 00-3: Longevity Studies Based on Kernel Hazard Estimation.
Angie Felipe, Montserrat Guillen and Jens Perch Nielsen

No 00-2: Uncovered Interest Parity and Policy Behavior New Evidence.
Michael Christensen

No 00-1: Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
Charlotte Christiansen and Charlotte Strunk Hansen

2000 2001 2002 2003 2004
Download statistics for the series and S-WoBA

Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2018-02-06 23:02:24.