| Working Paper |
File Downloads |
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 |
1 |
7 |
7 |
214 |
| A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International |
0 |
0 |
0 |
0 |
5 |
6 |
6 |
478 |
| A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
311 |
| A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International |
0 |
0 |
0 |
4 |
3 |
3 |
6 |
25 |
| Aggressive Orders and the Resiliency of a Limit Order Market |
0 |
0 |
0 |
9 |
2 |
4 |
9 |
52 |
| An Empirical Analysis of Legal Insider Trading in the Netherlands |
0 |
0 |
0 |
218 |
3 |
7 |
13 |
779 |
| An Empirical Analysis of Legal Insider Trading in the Netherlands |
0 |
0 |
0 |
4 |
1 |
3 |
6 |
46 |
| Exchange rate target zones: A new approach |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
14 |
| High frequency analysis of lead-lag relationships between financial markets |
1 |
1 |
3 |
109 |
6 |
10 |
15 |
263 |
| Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
67 |
| Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis |
0 |
0 |
0 |
26 |
1 |
2 |
3 |
99 |
| Price Discovery in Fragmented Markets |
0 |
0 |
1 |
88 |
3 |
5 |
8 |
292 |
| Price Discovery on Foreign Exchange Markets |
0 |
0 |
0 |
85 |
4 |
5 |
7 |
557 |
| Price Discovery on Foreign Exchange Markets with Differentially Informed Traders |
0 |
0 |
0 |
0 |
3 |
6 |
7 |
279 |
| Price effects of trading and components of the bid-ask spread on the Paris Bource |
0 |
0 |
0 |
4 |
1 |
4 |
5 |
37 |
| Privatization and Stock Market Liquidity |
0 |
0 |
0 |
72 |
3 |
8 |
11 |
397 |
| Privatization and Stock Market Liquidity |
0 |
0 |
1 |
482 |
2 |
4 |
11 |
2,103 |
| Pseudo Market Timing: Fact or Fiction? |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
243 |
| Pseudo Market Timing: Fact or Fiction? |
0 |
0 |
0 |
104 |
1 |
4 |
5 |
766 |
| Seigiorage, Taxes, Government Debt and EMS |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
200 |
| Seigniorage, taxes, government debt and the EMS |
0 |
0 |
3 |
6 |
3 |
3 |
6 |
25 |
| Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
136 |
| Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets |
0 |
0 |
1 |
93 |
1 |
4 |
6 |
216 |
| The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) |
0 |
0 |
0 |
9 |
6 |
8 |
10 |
51 |
| The impact of dark trading and visible fragmentation on market quality |
1 |
1 |
1 |
67 |
8 |
13 |
14 |
227 |
| Time Varying Market Integration and Expected Rteurns in Emerging Markets |
0 |
0 |
2 |
9 |
3 |
7 |
10 |
45 |
| Time-Varying Market Integration and Expected Returns in Emerging Markets |
0 |
1 |
1 |
110 |
1 |
5 |
9 |
386 |
| Time-series and Cross-section Information in Affine Term Structure Models |
0 |
0 |
1 |
647 |
2 |
10 |
15 |
1,154 |
| Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms |
0 |
0 |
1 |
99 |
5 |
10 |
13 |
528 |
| Total Working Papers |
2 |
3 |
15 |
2,360 |
75 |
154 |
222 |
9,990 |