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Bocconi University - Department of Finance
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Banking Financial Institutions, Corporate Finance, Capital Structure and Payout Policies, Coporate Finanace, Governance, Corporate Control and Corganization, Risk Management, International Finance, Monetary Economics, Corporate law, law and Finance, Regulation of financial institutions
Chinese Equity Market, Financial Market Development, Split-Share Structure
General equilibrium, Redistributive effects, Public goods
Speculation, Chinese Stock Market, Nontradeable shares, Event study, Asset float
Basel Accord, risk-weighted assets, internal rating models, panel OLS, dynamic system GMM
Speculation, Chinese Stock Market, Market segmentation, Event study, Market Efficiency
Ownership structure, Chinese stock market, financial reform, corporate governance, privatization, neglected stocks
Mortgages, Prepayment Penalties, Household Finance
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP10504.
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mortgages, prepayment penalties
Speculation, Chinese Stock Market, Market segmentation, Event study, Market
Scenario, Currency hedging, Transaction costs, Optimization, International asset management
Chinese stock market, market efficiency, event study, bootstrap
emission allowances, futures
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: Ecno092.
contagion, banks, systemic risk, sovereign debt, Eurozone crisis, GIIPS
Basel Accord, risk-weighted assets, internal rating models, panel data, dynamic system GMM
Implied cost of capital; residual income capital structure; Dynamic system GMM; Banking Industry
Hedge funds, performance, asset pricing models, unobserved components models
G-7, house prices, international business cycle, factor vector autoregressive models, common factors
FIGARCH, IGARCH, Volatility, high frequency data, long memory
risk factors, structural change, long memory, fractional cointegration, portfolio allocation
realized volatility, realized correlation, stock markets, financial integration, economic integration
Stock market volatility, macroeconomic volatility, long memory, fractional cointegration, structural change
long memory models , value-at-risk, VAR, GARCH, ARFIMA, high-frequency data, multi-step point forecasting, ARFIMA-FIGARCH model
high frequency data, seasonality, unobserved components models
value at risk, GARCH, IGARCH, high frequency data
Common trends model, economic growth, stock market, income distribution
high frequency data, realised volatility, exchange rates interventions
present discounted value model, Markov switching model, stock markets, euro
Long memory, structural change, forecasting
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