Working Paper |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
(UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
207 |
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
472 |
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
308 |
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
19 |
Aggressive Orders and the Resiliency of a Limit Order Market |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
43 |
An Empirical Analysis of Legal Insider Trading in the Netherlands |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
40 |
An Empirical Analysis of Legal Insider Trading in the Netherlands |
0 |
0 |
0 |
218 |
2 |
2 |
4 |
768 |
Exchange rate target zones: A new approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
High frequency analysis of lead-lag relationships between financial markets |
0 |
0 |
3 |
106 |
1 |
2 |
6 |
249 |
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
66 |
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
96 |
Price Discovery in Fragmented Markets |
1 |
1 |
2 |
88 |
1 |
1 |
4 |
285 |
Price Discovery on Foreign Exchange Markets |
0 |
0 |
0 |
85 |
0 |
0 |
1 |
550 |
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
272 |
Price effects of trading and components of the bid-ask spread on the Paris Bource |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
32 |
Privatization and Stock Market Liquidity |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
386 |
Privatization and Stock Market Liquidity |
0 |
0 |
1 |
481 |
0 |
0 |
1 |
2,092 |
Pseudo Market Timing: Fact or Fiction? |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
241 |
Pseudo Market Timing: Fact or Fiction? |
0 |
0 |
0 |
104 |
0 |
2 |
12 |
761 |
Seigiorage, Taxes, Government Debt and EMS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
196 |
Seigniorage, taxes, government debt and the EMS |
2 |
2 |
2 |
5 |
2 |
3 |
4 |
21 |
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
131 |
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets |
0 |
0 |
2 |
92 |
0 |
0 |
3 |
210 |
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
41 |
The impact of dark trading and visible fragmentation on market quality |
0 |
0 |
1 |
66 |
0 |
1 |
3 |
213 |
Time Varying Market Integration and Expected Rteurns in Emerging Markets |
1 |
1 |
1 |
8 |
1 |
1 |
1 |
36 |
Time-Varying Market Integration and Expected Returns in Emerging Markets |
0 |
0 |
0 |
109 |
1 |
1 |
3 |
378 |
Time-series and Cross-section Information in Affine Term Structure Models |
1 |
2 |
3 |
647 |
1 |
2 |
4 |
1,140 |
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
515 |
Total Working Papers |
5 |
6 |
15 |
2,350 |
10 |
17 |
56 |
9,778 |