------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Wed Oct 1 00:01:04 CDT 2003. (To retrieve abstracts without full papers, use e.g. get 0310001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310001 From: w.j.jansen@dnb.nl Date: Wed, 1 Oct 2003 11:34:45 -0500 ( 0kb + 346kb ) Title: Comovement in international equity markets: A sectoral view Author: Robert-Paul Berben (De Nederlandsche Bank) and W. Jos Jansen (De Nederlandsche Bank) Contact: w.j.jansen@dnb.nl Comments: Type of Document - pdf; prepared on pc; to print on HP, A4 page format; pages: 28 ; figures: included. Final version, forthcoming in Journal of International Money and Finance Keywords: stock market linkages; financial integration; smooth transition JEL: C22 G15 EWPA-references: Report-no: RPJJ200301 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310002 From: mtaboga@fastwebnet.it Date: Thu, 2 Oct 2003 09:13:35 -0500 ( 0kb ) Date (revised): Fri, 3 Oct 2003 16:37:24 -0500 Title: State price processes, equivalent martingale measures and the change of numeraire technique: a unified approach. Author: Marco Taboga (University of Turin) Contact: mtaboga@fastwebnet.it Comments: Type of Document - Tex; prepared on IBM PC - PC-TEX; to print on HP/PostScript; pages: 25 Keywords: numeraire martingale risk-neutral black scholes JEL: EWPA-references: Report-no: blablablabla \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310003 From: af281@columbia.edu Date: Thu, 2 Oct 2003 18:25:14 -0500 ( 0kb + 543kb ) Title: Happiness Maintenance and Asset Prices Author: Antonio Falato (Columbia University) Contact: af281@columbia.edu Comments: Type of Document - none; prepared on Pdf; to print on Pdf; pages: 63 ; figures: included Keywords: consumption-based asset pricing behavioral finance state- dependent risk aversion equity premium puzzle affect and decision making JEL: D81 D91 E44 G12 EWPA-references: Report-no: AF-28-000001 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310004 From: yildirim@intrepid.usask.ca Date: Thu, 2 Oct 2003 19:32:23 -0500 ( 0kb + 365kb ) Title: COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS Author: Semih Yildirim (The University of Saskatchewan) and George C. Philippatos (The University of Tennessee) Contact: yildirim@commece.usask.ca Comments: Type of Document - Keywords: Bank Competition; Contestability; Transition Economies JEL: P30 G21 D40 EWPA-references: Report-no: comp1 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310005 From: zhabin@phys.tsu.ru Date: Sun, 5 Oct 2003 21:08:42 -0500 ( 0kb + 167kb ) Title: About discrete hedging and option pricing Author: Dmitry Yakovlev (Tomsk Politechnic University) and Dmitry Zhabin (Tomsk Politechnic University) Contact: zhabin@phys.tsu.ru Comments: Type of Document - Acrobat pdf; pages: 11 Keywords: option pricing model, finance mathematical model, discrete hedging JEL: G10, C60, D40 EWPA-references: Report-no: ZH-75-181003 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310006 From: supreenan@yahoo.com Date: Mon, 6 Oct 2003 11:25:33 -0500 ( 0kb + 0kb + 276kb + 251kb ) Title: Financial Market Regulation-Security Scams In India with historical evidence and the role of corporate governance Author: Supreena Narayanan (Madras School Of Economics) Contact: supreenan@yahoo.com Comments: Type of Document - MS Word; prepared on Intel PC; to print on HP; pages: 92; 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: subliminal extant Smith economagic gmm JEL: L11 C81 F49 R38 EWPA-references: Report-no: SUP34 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310007 From: slava@bu.edu Date: Tue, 7 Oct 2003 14:26:45 -0500 ( 0kb + 238kb ) Title: Portfolio Management for a Random Field of Bond Returns Author: Vladislav Kargin (Cornerstone Research) Contact: slava@bu.edu Comments: Type of Document - PDF; prepared on IBM PC ; pages: 13 ; figures: included Keywords: bond portfolio management, stochastic string, Toeplitz operators, Padé approximations, Wiener-Hopf factorization. JEL: G11 EWPA-references: Report-no: VK-03-04 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310008 From: marc.henrard@advalvas.be Date: Wed, 8 Oct 2003 15:13:50 -0500 ( 0kb + 193kb ) Title: A semi-analytical approach to Canary swaptions in HJM one-factor model Author: Henrard Marc (Bank for International Settlements) Contact: marc.henrard@bis.org Comments: Type of Document - LaTeX; prepared on Linux; to print on HP; pages: 8 ; figures: none. none Keywords: Bermudan option, swaption, bond option, HJM model, one-factor model, explicit formula, numerical integration. JEL: G13 EWPA-references: none Report-no: HEN.WP.4 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310009 From: marc.henrard@advalvas.be Date: Sun, 12 Oct 2003 03:54:55 -0500 ( 0kb + 237kb ) Title: Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model Author: Marc Henrard (Bank for International Settlements) Contact: marc.henrard@bis.org Comments: Type of Document - LaTeX; prepared on Linux; to print on HP; pages: 12 ; figures: none. A modified version of this article appeared in The International Journal of Theoretical and Applied Finance, 6(1), 57-72, 2003. Keywords: Bond option, swaption, explicit formula, HJM model, one factor model, hedging JEL: G13 E43 EWPA-references: none Report-no: HEN.2003.1 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310010 From: bobi@uni-svishtov.bg Date: Tue, 14 Oct 2003 02:21:52 -0500 ( 0kb + 172kb ) Title: Evolution and Present Status of Bulgarian Card Market Author: Bojidar Bojinov Contact: bobi@uni-svishtov.bg Comments: Type of Document - PDF; prepared on Win2K; pages: 8 Keywords: payment cards, Bulgaria JEL: G21 EWPA-references: Report-no: BB-2002-EPSBCM-8 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310011 From: bobi@uni-svishtov.bg Date: Tue, 14 Oct 2003 02:27:57 -0500 ( 0kb + 271kb ) Title: What Bulgarian Banks offer via Internet: an Overview Author: Bojidar Bojinov Contact: bobi@uni-svishtov.bg Comments: Type of Document - PDF; prepared on Win2K; pages: 16 Keywords: Banks, Internet, Online services, Online banking, E-commerce, Bulgaria JEL: G21 EWPA-references: Report-no: BB-2002-WBBOVIAO-16 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310012 From: bobi@uni-svishtov.bg Date: Tue, 14 Oct 2003 02:32:30 -0500 ( 0kb + 423kb ) Title: The Bulgarian Banks' competitiveness: the case of Remote banking Author: Bojidar Bojinov Contact: bobi@uni-svishtov.bg Comments: Type of Document - PDF; prepared on Win2K; pages: 8 Keywords: Banks, Internet, Online services, Remote banking, E-commerce, Bulgaria JEL: G21 EWPA-references: Report-no: BB-2003-BBCCRB-8 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310013 From: bobi@uni-svishtov.bg Date: Tue, 14 Oct 2003 02:36:06 -0500 ( 0kb + 178kb ) Title: The Deposit Insurance in Bulgaria: Is the time for change? Author: Bojidar Bojinov Contact: bobi@uni-svishtov.bg Comments: Type of Document - PDF; prepared on Win2K; pages: 16 Keywords: Deposit Insurance, Safety Net, Banking crisis, Bulgaria JEL: G21 EWPA-references: Report-no: BB-2003-DIBITFC-16 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310014 From: bobi@uni-svishtov.bg Date: Tue, 14 Oct 2003 04:37:23 -0500 ( 0kb + 271kb ) Title: What Bulgarian Banks offer via Internet: an Overview (v2) Author: Bojidar Bojinov Contact: bobi@uni-svishtov.bg Comments: Type of Document - PDF; prepared on Win2K; pages: 16 Keywords: Banks, Internet, Online services, Online banking, E-commerce, Bulgaria JEL: G21 EWPA-references: Report-no: BB-2002-WBBOVIAO-16-v2 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0310015 From: basher@econ.yorku.ca Date: Thu, 16 Oct 2003 20:35:03 -0500 ( 0kb + 97kb ) Title: Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market Author: M. Kabir Hassan (University of New Orleans) and Anisul M. Islam (University of Houston-Downtown) and Syed Basher (York University) Contact: mhassan@uno.edu Comments: Type of Document - pdf; prepared on win98; pages: 25 Keywords: JEL: EWPA-references: ewp-fin/0310014 Report-no: sab2 \\