------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Sun Dec 1 00:06:38 CST 1996. (To retrieve abstracts without full papers, use e.g. get 9612001.abs ) get 3 2.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9612001 From: Bernard PARANQUE Date: Sat, 7 Dec 1996 16:51:03 +0100 ( 0kb + 335kb + 91kb + 1kb + 1kb + 5kb + 3kb + 3kb + 4kb + 107kb + 164kb ) Title: The markets, organisations and profitability of french manufacturing firms. Author: B. PARANQUE (BANQUE DE FRANCE) and D. RIVAUD-DANSET ( PARIS XIII-CREI–IEPE-IRESCO ) and R. SALAIS ( IEPE-IRESCO ) Contact: paranqu@worldnet.fr Comments: 24 pages in french, Winword 2.0c. JEL: D2 G L M \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9612002 From: Bernard PARANQUE Date: Sat, 7 Dec 1996 17:01:44 +0100 ( 0kb + 95kb + 47kb + 7kb + 2kb + 49kb + 83kb ) Title: Financial constraints and economics behavior: the specificities of small manufacturing firms from 1985 to 1995. Author: Bernard PARANQUE Institution: Banque de France Contact: paranqu@worldnet.fr Comments: 12 pages in french, Winword 2.0c. JEL: G \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9612003 From: ying.yan@clev.frb.org Date: Fri, 13 Dec 96 13:59:09 CST ( 0kb + 55kb + 43kb + 60kb + 94kb ) Title: Credit Rationing, Bankruptcy Cost, and Optimal Debt Contract for Small Business Author: Ying Yan (Federal Reserve Bank of Cleveland) Contact: ying.yan@clev.frb.org Comments: Type of Document - Word 6.0; prepared on IBM ; to print on HP/PostScript; pages: 26 ; figures: none Keywords: credit rationing, optimal debt contract, bankruptcy cost, small business JEL: G2, G3, K2, D8 EWPA-references: ewp-test/9612100 Report-no: yy-96-12 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9612004 From: manfredo@uiuc.edu Date: Tue, 17 Dec 96 12:14:51 CST ( 0kb + 111kb + 56kb + 1kb + 1kb + 2kb + 1kb + 1kb + 75kb + 75kb ) Title: Crop Yield and Price Distributional Effects on Revenue Hedging Author: Viswanath Tirupattur (Lincoln Investment Management Inc.) and Robert J. Hauser (University of Illinois at Urbana-Champaign)and Nabil M. Chaherli (International Food Policy Research Institute) Contact: vishu@mail.fwi.com Comments: Type of Document - Microsoft Word 7; prepared on P.C.; to print on HP Laser Jet; pages: 16. Office for Futures and Options Research (OFOR) at the University of Illinois, Urbana-Champaign. Working Paper 96-05. For a complete list of OFOR working Papers see http://w3.ag.uiuc.edu/ACE/ofor Keywords: Yield, Ditribution, Hedging, Monte-Carlo JEL: Q, Q13, Q14 EWPA-references: Report-no: OFOR-96-05 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9612005 From: schloegl@addi.finasto.uni-bonn.de ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Mon, 6 Jan 97 11:22:13 CST Title: Factor Models and the Shape of the Term Structure Author: Erik Schloegl (University of Bonn) and Daniel Sommer (University of Bonn) Contact: schloegl@addi.finasto.uni-bonn.de Phone: +49 228 739270 Address: University of Bonn Department of Statistics Adenauerallee 24-42 JEL: G13 URL: http://addi.finasto.uni-bonn.de:1048/papers/bonnsfb395.html EWPA-references: Keywords: multifactor term structure models, spread options, term structure shapes, forward rate curves, mean reversion Report-no: B-395 \\ ------------------------------------------------------------------------------ \\ Paper (*cross-listing*): ewp-em/9612007 From: thomas.kaiser@uni-tuebingen.de Date: Mon, 30 Dec 96 11:52:47 CST Title: One-Factor-GARCH Models for German Stocks - Estimation and Forecasting - Author: Thomas Kaiser (Eberhard-Karls-Universitaet Tuebingen, Germany) Contact: thomas.kaiser@uni-tuebingen.de Comments: Type of Document - Postscript/tared/gzipped; prepared on HP- UX; to print on Postscript; pages: 34 , 19 ; figures: included (seperate files). Tuebinger Diskussionsbeitraege Nr. 87 Wirtschaftswissenschaftliche Fakultaet Eberhard-Karls-Universitaet Tuebingen Keywords: Dynamic Factors, GARCH, Asset Pricing, Forecasting JEL: C32 G12 EWPA-references: Report-no: TD-87 \\