2005
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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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