Documents de treball

Els documents de treball més recents publicats per membres del CREFC són:

PEREZ ORIVE, A. "Credit Constraints, firms' precautionary investment and the business cycle" [1237] (setembre de 2010)

GOMEZ BISCARRI, J. "Fair valueaccounting and firm valuation" (febrer de 2010)

FREIXAS, X; MARTIN, A. i SKEIE, D "Bank liquidity, Interbank Markets and Monetary Policy" [1202] (febrer de 2010)

GOMEZ BISCARRI, J. i HUALDE, J. "An ADF test for I (0) cointegration in I (2) systems" (març de 2010)

BANAL, A. i RUPÉREZ-MICOLA, A. "Are agent-based simulations robust?The wholesale electricity trading case " [1214] (març de 2010)

PEÑARANDA, F. i SENTANA, E. "A unifying approach to the Empirical evaluation of asset pricing models" [1229] (setembre de 2010)

FREIXAS, X; BOLTON, P. i SHAPIRO, J. "The Credit Ratings Game" [1221] (maig de 2010)

PEÑARANDA, F. i RUPÉREZ-MICOLA, A. "The emergence of biofuels and the co-movement between crude oil and agricultural prices" [1174] (octubre de 2009)

VOTH, J. i HERSH, J. "Sweet Diversity: Colonial Goods and the Rise of European Living Standards after 1492" [1163] (juliol de 2009)

CUÑAT, V. i CARUANA, G. "Costly Search and Design. by Heski Bar-Isaac" [1164] (abril del 2009)

SHAPIRO, J. i FREIXAS, X. "The Credit Ratings Game. by Patrick Bolton" [1149] (gener de 2009)

PEÑARANDA, F. "Understanding Portfolio Efficiency with Conditioning Information" [1146] (gener de 2009)

CUÑAT, V. i GUADALUPE, M. "Globalization and the Provision of Incentives inside the Firm: The Effect of Foreign Competition" [1134] (gener de 2009)

VOTH, J. i DRELICHMAN, "Lending to the Borrower from Hell: Debt and Default in the Age of Philip II, 1556-1598" [1164] (desembre de 2008)

AMAT, O., ELVIRA, O. i PLTIKANOVA, P. "Earnings Management and Audit Adjustments: An Empirical Study of IBEX 35 Constituents" [1129] (desembre de 2008)

VOTH, J. i DRELICHMAN, M. "The Sustainable Debts of Philip II: A Reconstruction of Spain's Fiscal Position, 1560-1598" [1121] (desembre de 2006; revisat el juliol de 2008)

VOTH, J., BATEN, J. i CRAYEN, D. "Poor, Hungry and Stupid: Numeracy and the Impact of High Food Prices in Industrializing Britain, 1780-1850" [1120] (octubre de 2007; revisat el gener de 2008)

VOTH, J. i QUINN, D. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001" [1119] (novembre de 2006; revisat l'octubre de 2008)

VOTH, J. i VOIGTLÄNDER, N. "The Three Horsemen of Growth: Plague, War and Urbanization in Early Modern Europe" [1115] (agost de 2008)

PEÑARANDA, F. i SANTANA, E. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach" [1101] (juny de 2008)

SHAPIRO, J. i JOSEPHSON, J. "Interviews and Adverse Selection" [1093] (maig de 2008)

ALÒS, E; LEÓN, J. A; PONTIER, M. i VIVES, J. "A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility" [1081] (abril de 2008)

 

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Trobareu el llistat complet de documents de treball (working papers) dels investigadors del CREFC a la web del Departament d'Economia de la Universitat Pompeu Fabra.