community and academia. The CFS Working Paper Series presents the result of scientific research on selected topics in the …-mail: allenf@wharton.upenn.edu 2 Center for Financial Studies, E-mail: carletti@ifk-cfs.de CFS Working Paper No. 2006 …

University of Frankfurt, it provides a strong link between the financial community and academia. The CFS Working Paper Series …-mail: alexander.ludwig@mea.uni-mannheim.de CFS Working Paper No. 2006/18 On the Consequences of Demographic Change for Rates of …

, it provides a strong link between the financial community and academia. The CFS Working Paper Series presents the result …-mail: paolella@isb.unizh.ch CFS Working Paper No. 2006/23 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model …

, it provides a strong link between the financial community and academia. The CFS Working Paper Series presents the result …@stat.uni-muenchen.de CFS Working Paper No. 2006/24 Portfolio Optimization when Risk Factors are Conditionally Varying and Heavy Tailed … vector of asset returns. 24 CFS Working Paper Series: No. Author(s) Title 2006/24 Toker Doganoglu Christoph Hartz …

University of Frankfurt, it provides a strong link between the financial community and academia. The CFS Working Paper Series … Netherlands, Tel.: +31 20 5986102, Fax: +31 20 5986020, Email: rkraeussl@feweb.vu.nl CFS Working Paper No. 2006/25 Stock …

financial community and academia. The CFS Working Paper Series presents the result of scientific research on selected topics …@wharton.upenn.edu CFS Working Paper No. 2006/26 Mutual versus Stock Insurers: Fair Premium, Capital, and Solvency * Christian Laux 1 …

financial community and academia. The CFS Working Paper Series presents the result of scientific research on selected topics … Financial Studies (CFS); e-mail: uwe.walz@wiwi.uni-frankfurt.de. CFS Working Paper No. 2006/27 Tying Lending and …

strong link between the financial community and academia. The CFS Working Paper Series presents the result of scientific ….D. CFS Working Paper No. 2006/28 Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment Christian …,Berkeley. 23 CFS Working Paper Series: No. Author(s) Title 2006/27 Christian Laux Uwe Walz Tying Lending and Underwriting …

community and academia. The CFS Working Paper Series presents the result of scientific research on selected topics in the …, please let us know of your interest. Prof. Dr. Jan Pieter Krahnen Prof. Volker Wieland, Ph.D. CFS Working Paper …

community and academia. The CFS Working Paper Series presents the result of scientific research on selected topics in the ….Miguel.Sousa@bportugal.pt) 2 Banca d’Italia and CFS (andrea.zaghini@bancaditalia.it) CFS Working Paper No. 2006/30 Global Monetary Policy …. M2 demand relation and effective exchange rate in Japan. Applied Economic Letters 7, 229-232. 24 CFS Working Paper …