------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Sat Mar 1 00:01:03 CST 2003. (To retrieve abstracts without full papers, use e.g. get 0303001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303001 From: dxie@imf.org Date: Mon, 3 Mar 2003 16:20:59 -0600 ( 0kb + 259kb ) Title: Toward a Theory of Asset Subscription Author: Danyang Xie (International Monetary Fund) Contact: dxie@imf.org Comments: Type of Document - PDF; prepared on IBM PC; to print on HP; pages: 27 ; figures: none Keywords: Nash subscription, sequential subscription, auction JEL: D43, D44, G12 EWPA-references: Report-no: dxie200303 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303002 From: Thomas.Schuster@rz.uni-leipzig.de Date: Thu, 13 Mar 2003 07:12:33 -0600 ( 0kb + 708kb ) Title: Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media Author: Thomas Schuster (Leipzig University) Contact: Thomas.Schuster@rz.uni-leipzig.de Comments: Type of Document - ; prepared on PC Keywords: stock recommendations; financial media; stock prices; market efficiency; JEL: G12 G14 G19 M41 EWPA-references: Report-no: TS121265-03-01 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303003 From: Patt Bagdon Date: Fri, 21 Mar 2003 12:18:35 -0800 ( 0kb + 292kb ) Title: The Financing of Research and Development Author: Bronwyn H. Hall (University of California at Berkeley & National Bureau of Economic Research & Institute of Fiscal Studies, London) Contact: iber@haas.berkeley.edu Comments: 24 pages, Acrobat .pdf JEL: G32, O32, O38 EWP References: none Report-no: UCBerk E02-311 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303004 From: Patt Bagdon Date: Thu, 27 Mar 2003 14:05:20 -0800 ( 0kb + 253kb ) Title: Mergers with Differentiated Products: The Case of Ready-to-Eat Cereal Author: Aviv Nevo (Economics Department, University of California) Contact: iber@haas.berkeley.edu Comments: 59 pages, Adobe.pdf JEL: G34, D4 EWP References: none Report-no: UCBerk CPC99-02 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303005 From: lichen@princeton.edu Date: Sat, 29 Mar 2003 21:04:14 -0600 ( 27kb ) Title: TIME-INHOMOGENEOUS QUADRATIC GAUSSIAN PROCESSES Author: Li Chen (Princeton University) and H. Vincent Poor (Princeton University) Contact: lichen@princeton.edu Comments: Type of Document - Tex; prepared on IBM PC - PC-TEX/UNIX Sparc TeX; to print on HP/PostScript/Franciscan monk; pages: 10 ; figures: none. This paper will be submitted to 29th Conference on Stochastic Processes and Their Applications Keywords: Quadratic Gaussian Processes, Quadratic Term Structure Models JEL: C39 EWPA-references: non Report-no: LC-03-00001 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303006 From: lichen@princeton.edu Date: Sat, 29 Mar 2003 21:11:48 -0600 ( 0kb + 296kb ) Title: Modeling Credit Risk by Affine Processes Author: Li Chen (Princeton University) and Damir Filipovic (Princeton University) Contact: lichen@princeton.edu Comments: Type of Document - pdf; prepared on IBM PC - PC-TEX/UNIX Sparc TeX; to print on HP/PostScript/Franciscan monk; pages: 25; figures: none. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it. Keywords: Credit Risk Models, Credit Migrations, Affine Processes JEL: C39 EWPA-references: Report-no: LC-03-0002 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303007 From: lichen@princeton.edu Date: Sat, 29 Mar 2003 21:17:14 -0600 ( 22kb + 203kb ) Title: Projecting the Forward Rate Flow on a Finite Dimensional Manifold Author: Erhan Bayraktar (Princeton University) Li Chen (Princeton University) H. Vincent Poor (Princeton University) Contact: lichen@princeton.edu Comments: Type of Document - Tex; prepared on IBM PC - PC-TEX/UNIX Sparc TeX; to print on HP/PostScript/Franciscan monk; pages: 8 ; figures: none. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it. Keywords: HJM Model, Finite-dimensional Manifolds, Nelson_Siegel Family JEL: C39 EWPA-references: Report-no: LC-03-000003 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303008 From: lichen@princeton.edu Date: Mon, 31 Mar 2003 19:16:53 -0600 ( 0kb + 286kb ) Title: Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates Author: Li Chen (Princeton University) and H. Vincent Poor (Princeton University) Contact: lichen@princeton.edu Comments: Type of Document - pdf; prepared on IBM PC - PC-TEX/UNIX Sparc TeX; to print on HP/PostScript/Franciscan monk; pages: 20; figures: included/request from author/draw your own. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it. Keywords: Quadratic term structure models, option pricing, defaultable rates, time-homogenous Markov processes JEL: C39 EWPA-references: none Report-no: LC-76-000004 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0303009 From: lichen@princeton.edu Date: Mon, 31 Mar 2003 19:39:37 -0600 ( 0kb + 249kb ) Title: Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk Author: Li Chen (Princeton University) and Damir Filipovic (Princeton University) Contact: lichen@princeton.edu Comments: Type of Document - pdf; prepared on IBM PC - PC-TEX/UNIX Sparc TeX; to print on HP/PostScript/Franciscan monk; pages: 22 ; figures: none. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it. Keywords: affine models, credit default swaps, credit risk, counterparty risk JEL: C39 EWPA-references: none Report-no: LC-03-000005 \\