Los documentos de trabajo más recientes publicados por miembros del CREFC son:

PEREZ ORIVE, A. "Credit Constraints, firms' precautionary investment and the business cycle" [1237] (septiembre de 2010)

GOMEZ BISCARRI, J. "Fair valueaccounting and firm valuation" (febrero de 2010)

FREIXAS, X; MARTIN, A. i SKEIE, D "Bank liquidity, Interbank Markets and Monetary Policy" [1202] (febrero de 2010)

GOMEZ BISCARRI, J. i HUALDE, J. "An ADF test for I (0) cointegration in I (2) systems" (marzo de 2010)

BANAL, A. i RUPÉREZ-MICOLA, A. "Are agent-based simulations robust?The wholesale electricity trading case " [1214] (marzo de 2010)

PEÑARANDA, F. i SENTANA, E. "A unifying approach to the Empirical evaluation of asset pricing models" [1229] (septiembre de 2010)

FREIXAS, X; BOLTON, P. i SHAPIRO, J. "The Credit Ratings Game" [1221] (mayo de 2010)

PEÑARANDA, F. i RUPÉREZ-MICOLA, A. "The emergence of biofuels and the co-movement between crude oil and agricultural prices" [1174] (octubre de 2009)

VOTH, J. i HERSH, J. "Sweet Diversity: Colonial Goods and the Rise of European Living Standards after 1492" [1163] (julio de 2009)

CUÑAT, V. i CARUANA, G. "Costly Search and Design. by Heski Bar-Isaac" [1164] (abril del 2009)

SHAPIRO, J. i FREIXAS, X. "The Credit Ratings Game. by Patrick Bolton" [1149] (enero de 2009)

PEÑARANDA, F. "Understanding Portfolio Efficiency with Conditioning Information" [1146] (enero de 2009)

CUÑAT, V. i GUADALUPE, M. "Globalization and the Provision of Incentives inside the Firm: The Effect of Foreign Competition" [1134] (enero de 2009)

VOTH, J. i DRELICHMAN, "Lending to the Borrower from Hell: Debt and Default in the Age of Philip II, 1556-1598" [1164] (diciembre de 2008)

AMAT, O., ELVIRA, O. i PLTIKANOVA, P. "Earnings Management and Audit Adjustments: An Empirical Study of IBEX 35 Constituents" [1129] (diciembre de 2008)

VOTH, J. i DRELICHMAN, M. "The Sustainable Debts of Philip II: A Reconstruction of Spain's Fiscal Position, 1560-1598" [1121] (diciembre de 2006; revisadon en julio de 2008)

VOTH, J., BATEN, J. i CRAYEN, D. "Poor, Hungry and Stupid: Numeracy and the Impact of High Food Prices in Industrializing Britain, 1780-1850" [1120] (octubre de 2007; revisado en enero de 2008)

VOTH, J. i QUINN, D. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001" [1119] (noviembre de 2006; revisado en octubre de 2008)

VOTH, J. i VOIGTLÄNDER, N. "The Three Horsemen of Growth: Plague, War and Urbanization in Early Modern Europe" [1115] (agosto de 2008)

PEÑARANDA, F. i SANTANA, E. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach" [1101] (junio de 2008)

SHAPIRO, J. i JOSEPHSON, J. "Interviews and Adverse Selection" [1093] (mayo de 2008)

ALÒS, E; LEÓN, J. A; PONTIER, M. i VIVES, J. "A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility" [1081] (abril de 2008)

 

 

Consulten

 



Encontrarán el listado completo de documentos de trabajo (working papers) de los investigadores del CREFC en la web del Departamento de Economía de la Universitat Pompeu Fabra.