2004 Working Paper Series
Our working paper series is Library of Congress
Click on the title to see the abstract. Click on the icon to download the entire paper. (You will need the free Acrobat Reader from Adobe).
What Do We Know About Loss Given Default?
Consolidation in the European Insurance Industry: Do Mergers and Acquisitions Create Value for Shareholders?
Securitization of Life Insurance Assets and Liabilities
An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance
Value Creation in Service Delivery: Relating Market Segmentation, Incentive and Operational Performance
International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?
The Importance of Reporting Incentives: Earnings Management in European Private and Public Firms
Firms' Capital Allocation Choices, Information Quality, and the Cost of Capital
The Nobel Memorial Prize for Robert F. Engle
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Capital Regulation for Position Risk in Banks, Securities Firms and Insurance Companies
How Can the Invisible Hand Strengthen Prudential Supervision?
Prevention is Better than Cure: Precluding Information Acquisition in IPOs
A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks
Credit Rating Dynamics and Markov Mixture Models
Halina Frydman and Til Schuermann, March 2007
Forthcoming, Journal of Banking and Finance
The Impact of Clients' Alleged Financial Reporting Fraud on Underwriter Reputation
Wei-Ling Song, June 2004
Proceedings of the 40 th Annual Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago. 2004.
Statistical Analysis of a Telephone Call Center:
A Queuing-Science Perspective
Lawrence Brown, Noah Gans, Avishai Mandelbaum,
Anat Sakov, Haipeng Shen, Sergey Zeltyn, and
Linda Zhao, October 2004
Holdups, Renegotiation, and Termination Fees in Mergers
Edith Hotchkiss, Jun Qian and Weihong Song , November 2004
Why do Firms Go Dark? Causes and Economic Consequences of Voluntary SEC Deregistrations
Christian Leuz, Alexander Triantis and Tracy Wang, November 2004
This is the preprint version only. For the publshed version, please see Journal of Accounting and Economics 45(2008), 181-208.
& Institutions Shape Financial Contracts: The Case of Bank Loans
Jun Qian and Philip E. Strahan, January 2005
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Torben G. Andersen, Tim Bollerslev, Peter F. Christoffersen, and Francis X. Diebold, January 2005
:This is the preprint verion only. For the published version plese see: Mark Carey and René Stulz (eds.), Risks of Financial Institutions, Chicago, IL: University of Chicago Press,