Università della Svizzera italiana http://www.eco.usi.ch Home

Seminar papers and events documents 2006

Author Title File
Prof. Geert Dhaene, K.U.Leuven, Department of Economics, Leuven, Belgium Jackknife Bias reduction for Nonlinear Dynamic Panel Data Models with Fixed Effects
December 2006
230KB
Prof. Paul Povel, Associate Professor with Tenure at Carlson School of Management, University of Minnesota Booms, Busts, and Fraud
December 2006
325KB
Prof. Geert Dhaene, K.U.Leuven, Department of Economics, Leuven, Belgium Jackknife Bias reduction for Nonlinear Dynamic Panel Data Models with Fixed Effects
December 2006
 
Prof. Jens Jackwerth, University of Konstanz Mispricing of S&P 500 Index Options
December 2006
741KB
Prof. Pierre Mella-Barral, Associate Professor of Finance, HEC Paris Knowhow, core competences, and the choice between merging, allying, and buying assets
December 2006
616KB
Prof. Fulvio Pegoraro, CREST, Laboratoire de Finance-Assurance, France Switching VARMA Term Structure Models
November
 
Prof. Antonio Mele, The London School of Economics and Political Science (LSE) Information Linkages and Correlated Trading
November 2006
893KB
Prof. Oliver Linton, The London School of Economics and Political Science (LSE) Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error
November 2006
318KB
Prof. Ricardo Leal, Coppead Graduate School of Business, Federal University of Rio de Janeiro Corporate Governance and Value in Brazil (and Chile) October 2006 418KB
Prof. Marco Bigelli, Department of Management, University of Bologna Expropriation through unification? Wealth effects of dual class shareunifications in Italy
May 2006
381KB
Prof. Florencio Lopez-de-Silanes, University of Amsterdam and Ecole Normale Superiore The Law and Economics of Self-Dealing
April 2006
266KB
Pascal St-Amour, Professor of Economics, Department of Econometrics and Political Economy, HEC University of Lausanne The Determinants of the Voting Premium in Italy: the Evidence from 1974 to 2003
April 2006
457KB
Ettore Croci, University of Lugano The Determinants of the Voting Premium in Italy: the Evidence from 1974 to 2003
March 2006
313KB
Siem Jan Koopman, Department of Econometrics, Vrije Unversiteit Amsterdam On Importance Sampling for State Space Models
March 2006
220KB
Angelo Ranaldo, Swiss national Bank, Research Department, Zurich Information Content and Predictability of Extreme Prices in Financial Markets
March 2006
 
Olivier Scaillet, HEC-University of Geneva and FAME False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
February 2006
397KB
Prof. Giovanni Urga, Cass Business School, London The DCC Model and the Asymmetric Multivariate Laplace Distribution
February 2006
8KB

Swissuniversity