Working or Discussion Paper

Batchelor, R. A. and Orakcioglu, Ismail (2002) Event-related GARCH: the impact of stock dividends in Turkey. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bouyé, Eric (2002) Multivariate extremes at work for portfolio risk measurement. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.2001).

Christodoulakis, George (2002) Sharp style analysis in the MSCI sector portfolios: a Monte Carlo integration approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Coakley, Jerry, Fuertes, Ana-Maria and Wood, Andrew, Dr. (2002) Reinterpreting the real exchange rate - yield differential nexus. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Gemmill, Gordon (2002) Testing Merton's model for credit spreads on zero-coupon bonds. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Gemmill, Gordon and Thomas, D. C. (Dylan C.) (2002) Costly arbitrage and asset prices: evidence from closed-end funds. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Pedersen, Christian S. and Hwang, Soosung (2002) On empirical risk measurement with asymmetric returns data. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Ribeiro, C. (Claudia) and Webber, Nick (2002) Valuing path dependent options in the variance-gamma model by Monte Carlo with a gamma bridge. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).