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05-243 Thalia Chantziara and George Skiadopoulos
Can the Dynamics of the Term Structure of Petroleum Futures be forecasted? Evidence from Major Markets?

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05-242 Devraj Basu and Alexander Stremme
CAY Revisited: Can Optimal Scaling Resurrect the (C)CAPM?

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05-241 Gordon Gemmill
Catering for Dividends by Stripping Mutual-Fund Portfolios

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05-240 Devraj Basu and Alexander Stremme
Testing Conditional Factor Models Using Completion Portfolios

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05-239 Devraj Basu, Roel Oomen and Alexander Stremme
Beating a Benchmark by Actively Managing its Components: The Case of the Dow Jones

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05-238 Abhay Abhayankar,Devraj Basu and Alexander Stremme
Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: An Empirical Study

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05-237 Devraj Basu and Alexander Stremme
Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: A Unified Approach

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05-236 Devraj Basu and Alexander Stremme
Market Timing Does Work: Evidence from the NYSE

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05-235 Lucio Sarno, Daniel L Thornton and Giorgio Valente
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
In: Journal of Financial and Quantitative Analysis, (March 2007), 42 (1), pp. 81-100.

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05-234 Gordon Gemmill, Soosung Hwang and Mark Salmon
Performance Measurement with Loss Aversion

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05-233 Juha Kilponen and Mark Salmon
Elements of Robust Decision Theory Applied U.K. Monetary Policy

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05-232 Lucio Sarno, Ashoka Mody and Mark Taylor
A Cross-Country Financial Accelerator: Evidence from North America and Europe
In: Journal of International Money and Finance, Vol.26 (No.1). pp. 149-165.

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05-231 Lucio Sarno
Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?
In: Canadian Journal of Economics, Volume 38(3), pages 673–708, August 2005.

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05-230 James E Hodder and Jens Carsten Jackwerth
Incentive Contracts and Hedge Fund Management

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05-229 George M Constantinides, Jens Carsten Jackwerth and Stylianos Perrakis
Mispricing of S&P 500 Index Options

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05-228 James E Hodder and Jens Carsten Jackwerth
Employee Stock Options: Much More Valuable Than You Thought

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05-227 Shaun A Bond and Soosung Hwang
Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggreagation in Real Estate Price Indices

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05-226 Matthew Hurd, Mark Salmon and Christoph Schleicher
Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index

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05-225 Elisa Luciano and Wim Schoutens
A Multivariate Jump-Driven Financial Asset Model

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05-224 Charilaos E. Linaras and George Skiadopoulos
Implied Volatility Trees and Pricing Performance: Evidence from the S&P Options
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