Discussion paper DP3102 Time-Varying Market Integration and Expected Returns in Emerging Markets Frank de Jong Frans de Roon 21 Dec 2001 Financial Economics G12 G15 G18
Discussion paper DP3103 Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics E22 G12
Discussion paper DP3105 Measuring and Modelling Variation in the Risk-Return Trade-off Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics G10 G12
Discussion paper DP3058 An Investment-Growth Asset Pricing Model Maria Vassalou Qing Li Yuhang Xing 11 Nov 2001 Financial Economics G12
Discussion paper DP3061 Strategic Advantage and the Optimal Exercise of Entry Options Enrico Perotti Silvia Rossetto 11 Nov 2001 Financial Economics G12 G31 L11 L13
Discussion paper DP3065 Asset Pricing with Idiosyncratic Risk and Overlapping Generations Amir Yaron Kjetil Storesletten Chris Telmer 11 Nov 2001 Financial Economics International Macroeconomics G12
Discussion paper DP3070 A Multivariate Model of Strategic Asset Allocation John Y Campbell Luis Viceira Yeung Lewis Chan 11 Nov 2001 Financial Economics G12
Discussion paper DP3057 News Related to Future GDP Growth as a Risk Factor in Equity Returns Maria Vassalou 8 Nov 2001 Financial Economics G12
Discussion paper DP3049 Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs Denis Gromb Dimitri Vayanos 1 Nov 2001 Financial Economics D62 G12 G18 G23 G30
Discussion paper DP3041 Moral Hazard and the US Stock Market: The Idea of a 'Greenspan Put' Marcus Miller Paul Weller 1 Nov 2001 Financial Economics International Macroeconomics D84 E52 G12
Discussion paper DP3033 Foreigners Trading and Price Effects Across Firms Magnus Dahlquist Göran Robertsson 23 Oct 2001 Financial Economics G11 G12 G14 G15
Discussion paper DP3034 Sovereign Risk and Return in Global Equity Markets Magnus Dahlquist Ravi Bansal 23 Oct 2001 Financial Economics F31 F34 G12 G15