FINANCIAL ECONOMETRICS V
Tuesday 27th August 2002,
14:30 - 16:00
Room: 1.4
Session Chair(s):
Clara Vega, University of Pennsylvania, UNITED STATES
Category: Econometrics
NONPARAMETRIC SPECIFICATION TESTING FOR CONTINUOUS-TIME MODELS WITH APPLICATION TO SPOT INTEREST RATES
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Presenter(s): |
Haitao Li, Cornell University, UNITED STATES |
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Co-Author(s): |
Yongmiao Hong, Cornell University, UNITED STATES |
MODELING COMOVEMENTS IN TRADING INTENSITIES
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Presenter(s): |
Laura Spierdijk, Tilburg University, NETHERLANDS |
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Co-Author(s): |
none |
PRIVATE INFORMATION AND THE STOCK MARKETS'S REACTION TO EARNINGS ANNOUNCEMENTS
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Presenter(s): |
Clara Vega, University of Pennsylvania, UNITED STATES |
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Co-Author(s): |
none |
DEPOSIT INSURANCE, MORAL HAZARD AND MARKET MONITORING
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Presenter(s): |
Reint Gropp, European Central Bank, GERMANY |
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Co-Author(s): |
Jukka Vesala, European Central Bank, GERMANY |
Total Papers in This session: 4
Session Ref: 670
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