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Viewing: 1 - 50 of 332 papers

1.

The Promise and Peril of Real Options

NYU Working Paper No. S-DRP-05-02
Number of pages: 75 Posted: 05 Nov 2008
Working Paper Series
New York University - Stern School of Business
Downloads 2,637
2.

Pricing Exchange Traded Funds

NYU Working Paper No. S-DRP-02-11
Number of pages: 28 Posted: 07 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and Integral Research Inc.
Downloads 1,284
3.

Dynamic Conditional Correlation : A Simple Class of Multivariate GARCH Models

NYU Working Paper No. S-DRP-02-01
Number of pages: 34 Posted: 07 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 1,282
4.

Competition and Financial Stability

NYU Working Paper No. S-FI-03-06
Number of pages: 46 Posted: 11 Nov 2008
Working Paper Series
Imperial College London and New York University (NYU) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,248
5.

Revisiting Credit Scoring Models in a Basel 2 Environment

NYU Working Paper No. S-CDM-02-06
Number of pages: 37 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center

Multiple version iconThere are 3 versions of this paper

Downloads 950
6.

How Rating Agencies Achieve Rating Stability

NYU Working Paper No. S-CDM-03-12
Number of pages: 49 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 680
7.

How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?

NYU Working Paper No. S-CDM-02-05
Number of pages: 70 Posted: 05 Nov 2008
Working Paper Series
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 675
8.

The Investment Behavior of Buyout Funds: Theory and Evidence

NYU Working Paper No. S-FI-03-11
Number of pages: 44 Posted: 11 Nov 2008 Last Revised: 04 Sep 2017
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics

Multiple version iconThere are 4 versions of this paper

Downloads 660
9.

Market Liquidity and Funding Liquidity

NYU Working Paper No. SC-AM-05-06
Number of pages: 47 Posted: 03 Nov 2008
Working Paper Series
Princeton University - Department of Economics and AQR Capital Management, LLC

Multiple version iconThere are 4 versions of this paper

Downloads 607
10.

Rating Agencies: Is There an Agency Issue?

NYU Working Paper No. S-CDM-01-02
Number of pages: 54 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business
Downloads 581
11.

Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence

NYU Working Paper No. S-CDM-03-11
Number of pages: 33 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 564
12.

A Unified Framework for Monetary Theory and Policy Analysis

NYU Working Paper No. S-MF-03-21
Number of pages: 49 Posted: 12 Nov 2008
Working Paper Series
New York University (NYU) - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Multiple version iconThere are 2 versions of this paper

Downloads 552
13.

The Link between Default and Recovery Rates

NYU Working Paper No. S-CDM-04-07
Number of pages: 32 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 551
14.

What Good is a Volatility Model?

NYU Working Paper No. S-DRP-01-03
Number of pages: 29 Posted: 07 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and Duke University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 472
15.

Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

NYU Working Paper No. S-AM-00-10
Number of pages: 50 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 436
16.

Revisiting Credit Scoring Models in a Basel 2 Environment

NYU Working Paper No. S-FI-02-11
Number of pages: 37 Posted: 11 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center

Multiple version iconThere are 3 versions of this paper

Downloads 432
17.

Corporate Distress Prediction Models in a Turbulent Economic and Basel Ii Environment

NYU Working Paper No. S-CDM-02-11
Number of pages: 31 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center

Multiple version iconThere are 2 versions of this paper

Downloads 423
18.

Political Risk, Financial Crisis, and Market Volatility

NYU Working Paper No. S-MF-99-08
Number of pages: 28 Posted: 12 Nov 2008
Working Paper Series
affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 412
19.

Private Information Trading and Corporate Governance in Emerging Markets

NYU Working Paper No. S-CG-02-01
Number of pages: 38 Posted: 05 Nov 2008
Working Paper Series
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 403
20.

Investment Banking Relationships and Merger Fees

NYU Working Paper No. S-FI-01-07
Number of pages: 38 Posted: 11 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business and CAFRAL, Reserve Bank of India

Multiple version iconThere are 2 versions of this paper

Downloads 390
21.

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

NYU Working Paper No. SC-AM-05-02
Number of pages: 31 Posted: 04 Nov 2008
Working Paper Series
Harvard Business School, University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and NYU Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 386
22.

Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

NYU Working Paper No. S-DRP-01-10
Number of pages: 43 Posted: 07 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and University of Oxford - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 386
23.

Income Smoothing Over the Business Cycle: Changes in Banks Coordinated Management of Provisions for Loan Losses and Loan Charge-Offs from the Pre-1990 Bust to the 1990s Boom

NYU Working Paper No. S-CDM-03-15
Number of pages: 49 Posted: 05 Nov 2008
Working Paper Series
National Taiwan University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 363
24.

Risk Management, Capital Structure and Capital Budgeting in Financial Institutions

NYU Working Paper No. S-CDM-00-10
Number of pages: 32 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance and Boston College - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 357
25.

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

NYU Working Paper No. 2451/26764
Number of pages: 46 Posted: 03 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 327
26.

The Role of Bank Advisors in Mergers and Acquisitions

NYU Working Paper No. S-FI-01-10
Number of pages: 50 Posted: 11 Nov 2008
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of New York

Multiple version iconThere are 4 versions of this paper

Downloads 323
27.

Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing

NYU Working Paper No. S-DRP-01-07
Number of pages: 18 Posted: 07 Nov 2008
Working Paper Series
Russell Investments and New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 321
28.

A Tale of Two Indices

NYU Working Paper No. SC-CFE-04-01
Number of pages: 38 Posted: 07 Nov 2008
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 304
29.

A Simple Model for Pricing Securities with Equity, Interest-Rate, and Default Risk

NYU Working Paper No. S-CDM-04-05
Number of pages: 31 Posted: 05 Nov 2008
Working Paper Series
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 303
30.

Why are Dividends Disappearing? An Empirical Analysis

NYU Working Paper No. S-CG-02-09
Number of pages: 65 Posted: 04 Nov 2008
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 6 versions of this paper

Downloads 297
31.

Financial Fragility, Liquidity and Asset Prices

NYU Working Paper No. S-FI-03-07
Number of pages: 32 Posted: 11 Nov 2008
Working Paper Series
Imperial College London and New York University (NYU) - Department of Economics
Downloads 293
32.

Informational Efficiency of Loans Versus Bonds: Evidence from Secondary Market Prices

NYU Working Paper No. S-FI-04-02
Number of pages: 48 Posted: 11 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center, affiliation not provided to SSRN and New York University - Leonard N. Stern School of Business
Downloads 291
33.

Individual Investor Sentiment and Stock Returns

NYU Working Paper No. SC-CFE-04-04
Number of pages: 46 Posted: 07 Nov 2008
Working Paper Series
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 275
34.

The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes

NYU Working Paper No. SC-CFE-04-05
Number of pages: 41 Posted: 07 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and affiliation not provided to SSRN
Downloads 274
35.

High Frequency Multiplicative Component GARCH

NYU Working Paper No. SC-CFE-05-05
Number of pages: 30 Posted: 07 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and CUNY Queens College

Multiple version iconThere are 2 versions of this paper

Downloads 269
36.

An Analysis of Shareholder Agreements

NYU Working Paper No. S-CG-01-04
Number of pages: 34 Posted: 05 Nov 2008
Working Paper Series
Imperial College Business School, University of Zurich and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 257
37.

Fixed Income Pricing

NYU Working Paper No. S-MF-02-06
Number of pages: 49 Posted: 12 Nov 2008
Working Paper Series
New York University and Stanford University - Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 243
38.

Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry

NYU Working Paper No. S-AM-00-06
Number of pages: 31 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

Multiple version iconThere are 2 versions of this paper

Downloads 240
39.

Financial Intermediaries and Markets

NYU Working Paper No. S-FI-03-16
Number of pages: 39 Posted: 11 Nov 2008
Working Paper Series
Imperial College London and New York University (NYU) - Department of Economics
Downloads 239
40.

Asset Pricing with Liquidity Risk

NYU Working Paper No. S-DRP-05-09
Number of pages: 36 Posted: 05 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business and AQR Capital Management, LLC

Multiple version iconThere are 7 versions of this paper

Downloads 220
41.

Stock Market Valuations and Foreign Direct Investment

NYU Working Paper No. SC-AM-04-05
Number of pages: 42 Posted: 04 Nov 2008
Working Paper Series
Harvard Business School, Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 7 versions of this paper

Downloads 213
42.

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

NYU Working Paper No. 2451/26764
Number of pages: 46 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 210
43.

Hot Markets, Investor Sentiment, and IPO Pricing

NYU Working Paper No. S-FI-01-05
Number of pages: 43 Posted: 11 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Minnesota - Twin Cities - Carlson School of Management

Multiple version iconThere are 5 versions of this paper

Downloads 205
44.

Wavelets in Economics and Finance: Past and Future

NYU Working Paper No. S-MF-02-02
Number of pages: 70 Posted: 12 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 191
45.

The Investment Behavior of Buyout Funds: Theory and Evidence

NYU Working Paper No. SC-AM-03-12
Number of pages: 44 Posted: 04 Nov 2008 Last Revised: 04 Sep 2017
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics

Multiple version iconThere are 4 versions of this paper

Downloads 188
46.

Capital Structure with Asymmetric Information About Value and Risk: Theory and Empirical Analysis

NYU Working Paper No. S-CDM-03-17
Number of pages: 59 Posted: 05 Nov 2008
Working Paper Series
New York University - Stern School of Business and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 187
47.

Investor Sentiment and the Cross-Section of Stock Returns

NYU Working Paper No. S-MF-03-20
Number of pages: 46 Posted: 12 Nov 2008
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 6 versions of this paper

Downloads 186
48.

The Cash Flow, Return and Risk Characteristics of Private Equity

NYU Working Paper No. S-FI-03-01
Number of pages: 43 Posted: 11 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 7 versions of this paper

Downloads 186
49.

Conflicts of Interest and Market Discipline Among Financial Services Firms

NYU Working Paper No. 2451/27263
Number of pages: 36 Posted: 04 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business

Multiple version iconThere are 6 versions of this paper

Downloads 183
50.

Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001

NYU Working Paper No. S-CDM-99-01
Number of pages: 46 Posted: 05 Nov 2008
Working Paper Series
New York University (NYU) - Salomon Center, affiliation not provided to SSRN and New York University (NYU) - Department of Finance
Downloads 177