Home People Institutions Chairs Agenda Forum Job market  Login Updated: 10/12/2008 09:56  Financial economic Related institutions Umeå University - Department of Economics Norwegian School Of Management - Research Departments Department ofEconomics, Finance and International Buisiness Related working papers and articles   Structure financière optimale et sensibilité informationnelle des titres (2000) La recherche française en finance : une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003 Au-delà du troisième Pilier de Bâle 2: l’intégration des signaux de marché dans la supervision bancaire, Banque & Marchés 89, pp. 1-12, 2007. Market discipline in international banking regulation: Keeping the playing field level, Journal of Financial Stability 2(3), pp. 286–310, October 2006 The Indirect Channel of Market Discipline in Banking: Testing the ‘Sine Qua Non’ Hypothesis, LEO Working Paper 2004-14 The 3-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework "Post Mortem on Federal Reserve's Functional Cost Analysis Program: How Useful Was the FCA?" A resource based interpretation of performance enhancing capital structure changes: The O.M. Scott LBO revisited Likelihood-Based Estimation of Latent Generalized ARCH Structures Likelihood-based estimation of latent generalised ARCH structures Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form Integrated OU Processes Some recent developments in stochastic volatility modelling Variation, jumps, market frictions and high frequency data in financial econometrics Stochastic Volatility with Leverage: Fast Likelihood Inference Limit Theorems For Bipower Variation In Financial Econometrics Computationally-intensive Econometrics using a Distributed Matrix-programming Language Computationally-intensive Econometrics using <B>a</B> Distributed Matrix-programming Language Microscopic Models of Financial Markets Do Stock Market Investors Overreact? Related journals and reviews Journal of Finance Review of Financial Studies See also   Currency, Banking, finance and Insurance 1st Annual Conference on Econometrics of Hedge Funds GATFAOUI, Hayette Chaire Risques Financiers Support and feedback: info@e-fern.org