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Department of Finance

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338 publications

... | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1993 |

2002

Labor Relations and Asset Returns

Danthine J.-P., Donaldson J.B., 2002. Review of Economic Studies, 69 (1) pp. 41-64. Peer-reviewed.

[serval:BIB_3C7FAB890AAC]

Risk Management with style.

Lhabitant F, 2002. European Investment Review, 1 pp. 65-71.

[serval:BIB_25377]

State-Price Densities Under Heterogeneous Beliefs, the Smile Effect, and Implied Risk Aversion.

Ziegler A, 2002. European Economic Review, 46(8) pp. 1539-1557.

[serval:BIB_24195]

When are Retail Stores Preferable to Auctions ?

Ziegler A, 2002. DEEP, Cahiers de Recherches Economiques, 02.03.

[serval:BIB_24584]

Why does Implied Risk Aversion Smile ?

Ziegler A, 2002. FAME Research Paper, 47.

[serval:BIB_24585]

2001

A New Bible for Risk Management.

Lhabitant FS, 2001. Thunderbird International Business Review, 43 (5) pp. 699-704.

[serval:BIB_20086]

A New Light on European Business.

Lhabitant F.S., 2001. Thunderbird International Business Review, 43 (6) pp. 841-845.

[serval:BIB_20085]

Advanced Credit Risk Analysis

Cossin D, Pirotte H, 2001., J. Wiley.

[serval:BIB_16248]

Assessing market risk for hedge funds and hedge funds portfolios.

Lhabitant F.S., 2001. Journal of Risk Finance, printemps pp. 1-17.

[serval:BIB_19699]

Banking : Is Bigger Really Better ?

Danthine J.-P., 2001. dans Mikdashi Z. (eds.) Financial Intermediation in the 21st Century, Palgrave.

[serval:BIB_0DD41D21CBA4]

Banking: Is Bigger Really Better.

Danthine J.P., 2001. pp. 209-219 dans Mikdashi Z. (eds.) Financial Intermediation in the 21st Century chap. 22, Palgrave.

[serval:BIB_19766]

Control of Credit Risk Collateralization Using Quasi Variational Inequalities.

Cossin D., Aparicio Acosta F.M., 2001. Journal of Computational Finance, 4 (3).

[serval:BIB_19702]

Currency Crises and Monetary Policy in a Credit-Constrained Economy.

Bacchetta P, Aghion P, Banerjee A, 2001. European Economic Review, 45 pp. 1121-1150.

[serval:BIB_19709]

Dividend Growth Uncertainty and Stock Prices.

Ziegler A, 2001. Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 137 (4) pp. 579-598.

[serval:BIB_19780]

EMU and Portfolio Diversification Opportunities

Danthine J.P., Adjaouté K., 2001., Centre for Economic Policy Research.

[serval:BIB_19769]

Financial Intermediation in the 21st Century

Mikdashi Z. (eds.), 2001., Palgrave.

[serval:BIB_20095]

Financial risk management: an introduction.

Lhabitant F.S., Tinguely O., 2001. Thunderbird International Business Review, 43 (3) pp. 343-363.

[serval:BIB_19701]

Hedge funds investing: A quantitative look inside the black box.

Lhabitant F.S., 2001. Journal of Financial Transformation, 1 (1) pp. 82-90.

[serval:BIB_19700]

Implied Volatility Surfaces and Market Activity Over Time.

Ané T, 2001. Journal of Economics and Finance.

[serval:BIB_19778]

Internationalisierung der Dienstleistungserstellung : Konsequenzen für den schweizerischen Arbeitsmarkt.

Ziegler A, Henneberger F, 2001. Diskussionspapier des Hamburgischen Welt-Wirtschafts, 149.

[serval:BIB_20261]

Internationalisierung der Produktion und sektoraler Strukturwandel: Folgen für den Arbeitsmarkt, Strukturberichterstattung: Studienreihe des Staatssekretariats für Wirtschaft

Ziegler A, Henneberger F, 2001., Staatssekretariat für Wirtschaft.

[serval:BIB_24586]

Liquidation Risk

Ziegler A, Duffie D, 2001., FAME International center for financial asset management and engineering.

[serval:BIB_19779]

Macroeconomic Frictions : What have we learned from the Real Business Cycle research programme ?

Danthine J.-P., Donaldson J.B., 2001. dans Drèze J. (eds.) Advances in Macroeconomic Theory, Palgrave.

[serval:BIB_CB991481449B]

Macroeconomic Frictions: What have we learned from the Real Business Cycle research programme ?

Danthine J.P., Donaldson J.B., 2001. pp. 56-75 dans Drèze J. (eds.) Advances in Macroeconomic Theory chap. 4, Palgrave.

[serval:BIB_19765]

Not Just Another Financial Derivatives Book.

Lhabitant F.S., 2001. Thunderbird International Business Review, 43 (2) pp. 315-319.

[serval:BIB_20087]

On Swiss timing and selectivity: in the quest of alpha.

Lhabitant F.S., 2001. Finanzmarkt und Portfolio Management, 15 (2) pp. 154-172.

[serval:BIB_19698]

On the Practical Application of the Real Options Theory, Risk Management and Derivatives.

Botteron P, 2001. Thunderbird International Business Review, 43 (3) pp. 469-479.

[serval:BIB_20091]

Optimal Control of Credit Risk, Security Collateralization, Deposit Insurance and Other Financial Guarantees

Cossin D, Aparicio Acosta F, 2001., Kluwer Academic Publishers.

[serval:BIB_19708]

Order Flow, Transaction Clock and Normality of Asset Returns.

Ané T, 2001. The Journal of Finance.

[serval:BIB_20257]

Portfolio Diversification: Alive and well in Euroland

Danthine J.P., Adjaouté K., 2001., HEC Lausanne/IGBF.

[serval:BIB_19770]

Revisiting the Finite Mixture of Gaussian Distributions with Application to Futures Markets.

Ané T, 2001. The Journal of Futures Markets.

[serval:BIB_19775]

Social Cost of HIV Infection in Switzerland

Zurn Pascal, Taffé Patrick, Rickenbach Martin, Danthine Jean-Pierre, 2001. 74, IEMS Final Report.

[URN][serval:BIB_19772]

The Benefits of Holding Cash: A Real Options Approach.

Cossin D, Hricko T, 2001. Journal of Managerial Finance, 27 (11).

[serval:BIB_19703]

The Effect of EMU on Financial Markets : A First Assessment

Danthine J.-P., Giavazzi F., von Thadden E.-L., 2001. dans Wyplosz C. (eds.) EMU: Its Impact on Europe and the World, Oxford University Press.

[serval:BIB_655EBD6ACA86]

The effect of EMU on Financial Markets: A First Assessement.

Danthine J.P., Giavazzi F., Von Thadden E.L., 2001. pp. 225-268 dans Wyplosz C. (eds.) The Impact of EMU on Europe and the Developing Countries, Oxford University Press.

[serval:BIB_19767]

Trade Flows, Prices and the Exchange Rate Regime

Bacchetta P., Van Wincoop E., 2001. pp. 213-231 dans Revisiting the Case for Flexible Exchange Rates, Bank of Canada Conference.

[serval:BIB_19710]

Understanding Bid-Ask Spreads of Derivatives under Uncertain Volatility and Transaction Costs.

Ané T, 2001. International Journal of Theoretical and Applied Finance.

[serval:BIB_19777]

2000

A Simple Model of Monetary Policy and Currency Crises.

Bacchetta P, Aghion P, Banerjee A, 2000. European Economic Review, Papers and Proceedings, 44 pp. 728-738.

[serval:BIB_16228]

Banking, Commerce, and Antitrust.

Arping S, 2000. FAME Research paper series, 19.

[serval:BIB_16225]

Beschaeftigungsentwicklung in multinationalen Unternehmen: Hat die Unternehmensgroesse einen Einfluss auf die heimische Arbeitsnachfrage ?

Henneberger F, Ziegler A, 2000. IFO Studien. Zeitschrift fuer empirische Wirtschaftsforschung, 46 (2) pp. 139-160.

[serval:BIB_16239]

Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility.

Bacchetta P, van Wincoop E, 2000. pp. 61-98 dans Edwards S. (eds.) Capital Flows and the Emerging Economies - Theory, Evidence, and Controversies, The University of Chicago Press.

[serval:BIB_16246]

Credit Risk Pricing.

Cossin D, 2000. p. 23 dans The Current State of Business Disciplines, Shri Bhagwan Dahiya.

[serval:BIB_16247]

Debt and Product Market Fragility.

Arping S, 2000. Cahiers de recherches du DEEP, 21.

[serval:BIB_16224]

Direktinvestitionen, Exportströme und Beschäftigungseffekte. Gepoolte Regressionen mit Daten aus der amtlichen Statistik für die Schweiz 1985-1997 unter Berücksichtigung branchenspezifischer Besonderheiten.

Henneberger F, Ziegler A, 2000. Jahrbücher für Nationalökonomie und Statistik, 220 pp. 147-164.

[serval:BIB_16238]

Do Capital Market Imperfections Exacerbate Output Fluctuations ?

Bacchetta P, Caminal R, 2000. European Economic Review, 44 pp. 449-468.

[serval:BIB_16231]

Electronic Marketplace for Business Competencies Exchange.

Probst A.R., Jussupova Y., Rossi M., 2000. Working Paper, submitted for publication.

[serval:BIB_16243]

EMU and Portfolio Adjustment.

Adjaouté K, Bottazzi L, Danthine JP, Fischer A, Hamaui R, Portes R, Wickens M, 2000. CEPR Policy Paper, 5.

[serval:BIB_16220]

Exchange-of-Information Clauses in International Tax Treaties.

Bacchetta P, Espinosa MP, 2000. International Tax and Public Finance, 7 (3) pp. 275-294.

[serval:BIB_16229]

Insider Trading and Nonlinear Equilibrium: Single Auction Case.

Cho K, El Karoui N, 2000. Annales d'Economie et de Statistique, 60 pp. 21-41.

[serval:BIB_16234]

Intelligent Systems for Business Competencies Management.

Jussupova Y, Probst AR, Rossi M, 2000. Working Paper, submitted for publication.

[serval:BIB_16240]

Is Bank Industrial Ownership Anti-Competitive.

Arpin S, 2000. Cahiers de recherches du DEEP, 22.

[serval:BIB_16223]

Optimal Portfolio Choice under Heterogeneous Beliefs.

Ziegler A, 2000. European Finance Review, 4 pp. 1-19.

[serval:BIB_16244]

Order Flow, Transaction Clock, and Normality of Asset Returns.

Ane T, Geman H, 2000. Journal of Finance, 55 pp. 2259-2284.

[serval:BIB_16221]

Política monetaria con deuda denominada en moneda extranjera

Bacchetta P., 2000. Moneda y Crédito, 210 pp. 69-105.

[serval:BIB_15098]

Política monetaria con deuda denominada en moneda extranjera.

Bacchetta P, 2000. Moneda y Crédito, 210 pp. 69-105.

[serval:BIB_16233]

Pricing Credit Risk with Risky Collateral: A Methodology for Haircut Determination.

Cossin D, Hricko T, 2000. Working Papers.

[serval:BIB_16236]

Product Differentiation and Capital Structure.

Arping S, Gyongyi L, 2000. Birkbeck College.

[serval:BIB_16226]

Real Options and Short Term Finance.

Cossin D, Hricko T, 2000. Journal of Managerial Finance.

[serval:BIB_16235]

Stochastic Volatility and Transaction Time: an Activity-Based Volatility Estimator.

Ane T, 2000. The Journal of Risk.

[serval:BIB_16222]

The Economics of Hepatitis B Virus Vaccination: An Analysis of Cost-Effectiveness Results for Switzerland.

Zurn P, Carrin G, Danthine JP, Kammerlander R, Kane M, 2000. Disease Management and Health Outcomes, 7 (6) pp. 331-347.

[serval:BIB_16245]

The Impact of Monetary Policy and Bank Lending: Some International Evidence.

Bacchetta P, Ballabriga F, 2000. Applied Financial Economics, 10 pp. 15-26.

[serval:BIB_16232]

Venture Equity Investment Contracts: A Real Option Approach.

Cossin D, Leleux B, Saliasi E, 2000. Working Papers.

[serval:BIB_16237]

Wenger, Dieter, "Der E-Worker als Konkurrent zum Call Center-Agent ?".

Probst A.R., 2000. Calcenter Profi, 11 pp. 28-31.

[serval:BIB_16242]

Wenger, Dieter, "Kunden fragen - der Computer antwortet: Höhere Produktivität dur automatische Bearbeitung von Kundenfragen.

Kampshoff E, Probst AR, 2000. Bulletin SEV/VSE, 19 pp. 1-4.

[serval:BIB_16241]

1999

A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design.

Pirotte H, 1999. Working paper de l'IGBF, 9905.

[serval:BIB_13584]

European Financial Market after EMU: a First Assessment.

Danthine JP, Giavazzi F, Vives X, Von Thadden EL, 1999. mimeo, Université de Lausanne, décembre.

[serval:BIB_13044]

Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates.

Pirotte H, 1999. Working paper de l'IGBF, 9904.

[serval:BIB_13581]

Innovations, Real Options and the Industrial Structure.

Botteron P, 1999. Working paper de l'IGBF, 9903.

[serval:BIB_13465]

Labor Relations and Asset Returns.

Danthine JP, Donaldson J, 1999. Working paper de l'IGBF, 9901.

[serval:BIB_13463]

Non Falsified Expectations and Asset Pricing: the Power of the Peso

Danthine J.-P., Donaldson J.B., 1999. The Economic Journal, 109 pp. 607-635. Peer-reviewed.

[serval:BIB_69239A008DC5]

Non Falsified Expectations and General Equilibrium Asset Pricing: the Power of the Peso.

Danthine JP, Donaldson J, 1999. The Economic Journal, 109 pp. 607-635.

[serval:BIB_13042]

Real Options in the Valuation of Corporate Flexibility: The Case of Banks.

Botteron P, 1999. Working paper de l'IGBF, 9902.

[serval:BIB_13464]

The Future of European Banking

Danthine J.-P., Giavazzi F., von Thadden E.-L., Vives X., 1999. Monitoring European Integration 9, CEPR.

[serval:BIB_713EC1A6871D]

1998

A la poursuite du Graal : le successeur d'IS-LM est-il identifié ?

Danthine J.-P., 1998. L'Actualité économique, Revue d'analyse économique, 74 (4) pp. 607-620. Peer-reviewed.

[serval:BIB_AAC4F0D2AE30]

An Application of Exotic Options to Firms' Strategic Delocalization Policies under Exchange Rate Risk.

Botteron P, 1998. Working Paper IGBF, Nr. 9805.

[serval:BIB_8580]

Application of HPC to a Portfolio Choice Problem.

Tuchschmid N, 1998. Future Generation Computer Systems.

[serval:BIB_6614]

Comment on "Business Cycle: Theory, Evidence and Policy Implications"

Danthine J.-P., 1998. Scandinavian Journal of Economics, 100 (1) pp. 239-242. Peer-reviewed.

[serval:BIB_5C699FC3133C]

Control of Credit Risk Collateralization using Quasi-Variational Inequalities.

Cossin D, 1998. Working Paper IGBF, Nr. 9804.

[serval:BIB_8579]

Coping with Model Risk .

Lhabitant F, 1998. The Practitioner's handbook of Financial Risk Management.

[serval:BIB_6611]

Front-running by Mutual Fund Managers: A Mixed Bag

Danthine J.-P., Moresi S., 1998. European Finance Review, 2 (1) pp. 29-56. Peer-reviewed.

[serval:BIB_1765979F9FCD]

Gestion des Risques : Opération de Couverture ou Spéculation.

Tuchschmid N, 1998. Banque et Finance pp. 26-29.

[serval:BIB_6615]

How well do Classical Credit Risk Models Fit Swap Transactio Data ?

Cossin D, 1998. European Fin. Mgt Journal, 4 (1).

[serval:BIB_6606]

ICI Mayflower : The Financing Challenge.

Cossin D, 1998. IMD Case Study.

[serval:BIB_6608]

Insider Trading and Nonlinear Equilibria : Single Auction Case.

Cho K, 1998. Working Paper IGBF, Nr. 9806.

[serval:BIB_8582]

Interest Rate Model Risk : What are we talking about ?

Lhabitant F, 1998. Asset Liability Management : a Synthesis of new Methodologies, Risk Books.

[serval:BIB_6610]

Interest Rate Model Risk : What are we talking about ?

Gibson R, 1998. Working Paper IGBF, Nr. 9803.

[serval:BIB_8576]

La Crise Asiatique de 1997 : Une perspective Bancaire.

Delhaise P, 1998. Cahier de recherche IGBF, Nr. 18.

[serval:BIB_8569]

Les Banques à l'Ere de la Mondialisation

Mikdashi Z, 1998., Economica.

[serval:BIB_6616]

Modeling the Term Structure of Interest Rate : A Review of the Literature.

Gibson R, 1998. Working Paper IGBF, Nr. 9801.

[serval:BIB_8573]

Productivity Growth, Consumer Confidence and the Business Cycle

Danthine J.-P., Donaldson J.B., Johnsen T., 1998. European Economic Review, 42 pp. 1113-1140. Peer-reviewed.

[serval:BIB_5C31A6975515]

Sélection de Projets d'Investissment et Options Réelles : Un Aperçu sur les Applications Potentielles de la Théorie des Options.

Tuchschmid N, 1998. L'Expert Comptable Suisse pp. 807-814.

[serval:BIB_6613]

Time at Risk Toward a Banking Titanic ?

Lhabitant F., 1998. Cahier de recherche IGBF, Nr. 19.

[serval:BIB_8568]

Une Application de la Théorie des Options : Le Cas de l'Immobilier.

Tuchschmid N, 1998. L'Expert Compable Suisse pp. 883-890.

[serval:BIB_6612]

Visionary Leadership in the Era of Cybereconomics and Globalisation.

Mikdashi Z, 1998. Emirates International Forum - Conference Report, Dubai pp. 175-198.

[serval:BIB_6609]

Volatility Risk for Options on a Zero Coupon Bond.

Lhabitant F, 1998. Working Paper IGBF, Nr. 9802.

[serval:BIB_8575]

1997

Advanced Credit Risk Analysis : A Survey.

Cossin D, 1997/12. Financial Markets and Portfolio Management, 4.

[serval:BIB_1740]

Application of High Performance Computing to a Portfolio Choice Problem.

Breitler M, Hegi S, Reymond JD, Tuchschmid N, 1997. Working Paper IGBF, 9706.

[serval:BIB_1736]

Are Investors Sensitive to the Quality and the Disclosure of Financial Statements?

Caramanolis-Cotelli B, Gardiol L, Gibson R, Tuchschmid N, 1997. Working Paper IGBF, 9702.

[serval:BIB_1732]

Are Liquidity and Corporate Control Priced by Shareholders ? Empirical Evidence from Swiss Dual Class Shares.

Gardiol L, Gibson R, Tuchschmid N, 1997. Journal of Corporate Finance, 3 (4) pp. 299-324.

[serval:BIB_1729]

Couverture Optimale et Equilibre sur le Marché à Terme.

Danthine JP, Tuchschmid N, 1997. Encyclopédie des Marchés Financiers, Economica Paris pp. 261-78.

[serval:BIB_1741]

Credit Risk Pricing : A Literature Survey.

Cossin D, 1997. Cahier de recherche IGBF, Nr. 14.

[serval:BIB_1744]

Discretionary Asset Management Processes in Switzerland.

Lhabitant F.S., Mirlesse D., Ritschard G., 1997. Cahier de recherche IGBF 16.

[serval:BIB_1746]

Enhancing Portfolio Performance Using Options Strategies : Why Beating the Market is Easy.

Lhabitant FS, 1997. Working Paper IGBF, 9703.

[serval:BIB_1733]

Forecasting Stock Market Volatility : Does History Matter?

Adjaoute K, Bruand M, Gibson R, 1997. European Financial Management.

[serval:BIB_1999]

High Performance Computations for an Optimal Portfolio Choice Problem.

Breitler M, Hegi S, Reymond JD, Tuchschmid N, 1997. HPCN proceedings, Lecture Notes in Computer Science, Springer-Verlag.

[serval:BIB_1742]

How Well do Classical Credit Risk Pricing Models Fit Swap Transaction Data?

Cossin D, Pirotte H, 1997. Working Paper IGBF, 9701.

[serval:BIB_1731]

In Search of a Successor to IS-LM

Danthine J.-P., 1997. Oxford Review of Economic Policy, 13 (3) pp. 135-144. Peer-reviewed.

[serval:BIB_01940E3344E2]

Les Défis du Management Bancaire : Réflexions sur l'Apport de la Recherche Théorique Récente.

Cossin D, 1997. Banque & Stratégie.

[serval:BIB_1739]

Non-Falsified Expectations and General Equilibrium Asset Pricing : the Power of the Peso.

Danthine JP, Donaldson J, 1997. Working Paper IGBF, 9707.

[serval:BIB_1737]

Portfolio Management in the 20th Century and Beyond : From Harry Markowitz and William Sharpe to Robert C. Merton and After (or from a Nobel to another).

Lhabitant FS, 1997. Cahier de recherche IGBF, Nr. 15.

[serval:BIB_1745]

Productivity Growth, Consumer Confidence and the Business Cycle.

Danthine JP, Donaldson J, Johnsen T, 1997. Working Paper.

[serval:BIB_1824]

Reflections on Global and Regional Issues in a Mutating World Economy.

Mikdashi Z, 1997. "New Perspectives, New Opportunities", Emirates Int. Forum pp. 185-205.

[serval:BIB_1738]

Reorganization Costs, Business Cycle, and Asset Prices.

Tinguely O, 1997. Working Paper IGBF, 9704.

[serval:BIB_1734]

Repenser l'Informatique Bancaire et Financière : Vers des Systèmes Multi-Agents d'Information et de Gestion des Connaissances.

Probst A, Wenger D, 1997. Cahier de recherche IGBF, Nr. 13.

[serval:BIB_1743]

Stochastic Interest Rates and the Pricing of European Currency Options.

Adjaoute K, 1997. Working Paper IGBF, 9705.

[serval:BIB_1735]

Swap Credit Risk : An Empirical Investigation on Transaction Data.

Cossin D, Pirotte H, 1997. Journal of Banking & Finance, Nr. 21 pp. 1351-73.

[serval:BIB_1730]

1996

Advanced Credit Risk Analysis: A Survey.

Cossin D, 1996. Financial Markets and Portfolio Management.

[serval:BIB_4185]

Analyzing and Monitoring Derivatives Risks - An Economic Perspective - Part 1.

Gibson R, Zimmermann H, 1996. Derivatives Use, Trading & Regulation, 2 (1).

[serval:BIB_4179]

Analyzing and Monitoring Derivatives Risks - Part 2.

Gibson R, Zimmermann H, 1996. Derivatives Use, Trading & Regulation, 2 (2).

[serval:BIB_4181]

Dual Class Shares Firms and Seasoned Equity Offerings: Empirical Evidence from the Swiss Stock Market.

Caramanolis B, Gibson R, Tuchschmid N, 1996. Advances in Finance, Investment and Banking pp. 125-150.

[serval:BIB_4184]

Economic Evaluation of Alternative Vaccination Strategies Agains Hepatitis B in Switzerland.

Danthine J.P., Zurn P., 1996. Swiss Federal Health Office.

[serval:BIB_4197]

Exchange Rate Dynamics, Currency Risk and International Portfolio Strategies.

Tuchschmid N, Adjaoute K, 1996. Finanzmarket und Portfolio Management, 4 pp. 445-462.

[serval:BIB_4088]

External and Internal Corporate Control Mechanisms and the Role of the Board of Directors : A Review of Literature

Caramanolis B, 1996., Université de Lausanne Ecole des hautes études commerciales IGBF/IBFM.

[serval:BIB_4189]

Front-Running by Mutual Fund Managers: It Ain't that Bad

Danthine J.P., Moresi S., 1996., Ecole des HEC/DEEP.

[serval:BIB_4193]

La Banque au Service de la Société.

Mikdashi Z, 1996. AGEFI pp. 76-88.

[serval:BIB_4190]

Labor contracts, operating leverage and asset pricing.

Danthine J.P., Donaldson B., 1996. CEPR.

[serval:BIB_4194]

Les Placements Collectifs Immobiliers ou la Pierre-Papier

Larcier R, 1996., Institut de gestion bancaire et financière/Ecole des HEC/Université de Lausanne.

[serval:BIB_4187]

Long Term Options on the Swiss Market Index and Portfolio Insurance Strategies.

Gibson R, Tolle S, Zimmermann H, 1996. Derivatives Quarterly, 3 (1).

[serval:BIB_4182]

Non-Falsified Expectations, General Equilibrium Asset Pricing, and the Peso Problem

Danthine J.P., Donaldson J., 1996., Unil/HEC/IGBF/IBFM.

[serval:BIB_4192]

Non-Stationary Exchange Rates and the Efficiency of the Foreign Exchange Market

Adjaoute K, 1996., Université de Lausanne Ecole des hautes études commerciales IGBF/IBFM.

[serval:BIB_4191]

Options, Futures and Stock Market Interactions: Empirical Evidence from the Swiss Stock Market

Bruand M, Gibson R, 1996., Université de Lausanne Ecole des hautes études commerciales IGBF/IBFM.

[serval:BIB_4188]

Recent Advances in Investment Valuation.

Cossin D, 1996. Journal of the Academy of Sciences.

[serval:BIB_4183]

Reflexions on Global and Regional Issues in a Mutating World Economy.

Mikdashi Z, 1996. Emirates International Forum Dubai.

[serval:BIB_4198]

Risiko Kontrolle und Regulierung der Derivativen Finanzmarkte aus Ökonomischer Sicht.

Gibson R, Zimmermann H, 1996. Revue de Droit Suisse.

[serval:BIB_4180]

1993

Couverture Optimale et Equilibre sur les Marchés à Terme

Danthine J.P, Tuchschmid N, 1993., Institut de gestion bancaire et financière Ecole des HEC Université de Lausanne.

[serval:BIB_4195]

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