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On the Estimation of Security Price Volatilities from Historical Data.

Garman, Mark B.; Michael J. Klass. - Department of Economics, University of California-Berkeley - 1977

Persistent link: https://www.econbiz.de/10005292412

Securities Market Efficiency in an Arrow-Debre Economy.

Mark Rubinstein. - Department of Economics, University of California-Berkeley - 1973

Persistent link: https://www.econbiz.de/10005292421

A Dynamic Equilibrium for the Ross Arbitrage Model.

Ohlson, James A.; Mark B. Garman. - Department of Economics, University of California-Berkeley - 1979

Persistent link: https://www.econbiz.de/10005292423

Informational Asymmetries, Financial Structure, and Financial Intermediation.

Leland, Hayne E.; David H. Pyle. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292440

Employment Contracts, Influence Activities and Efficient Organization Design.

Paul R. Milgrom. - Department of Economics, University of California-Berkeley - 1987

Persistent link: https://www.econbiz.de/10005292460

Forward Discount Bias: Is It an Exchange Risk Premium?

Froot, Kenneth A.; Jeffrey A. Frankel. - Department of Economics, University of California-Berkeley - 1988

Persistent link: https://www.econbiz.de/10005481343

The Stabilizing Properties of a Nominal GNP Rule in an Open Economy.

Frankel, Jeffrey A.; Menzie Chinn. - Department of Economics, University of California-Berkeley - 1991

Persistent link: https://www.econbiz.de/10005481379

International Portfolio Investment Flows.

Michael J. Brennan.; H. Henry Cao. - Department of Economics, University of California-Berkeley - 1997

This paper develops a model of international equity portfolio investment flows based on differences in informational endowments between foreign and domestic investors. It is shown that when domestic investors possess a cumulative informati on advantage over foreign investors about their domestic...

Persistent link: https://www.econbiz.de/10005649563

The Valuation of Uncertain Income Streams and the Pricing of Options.

Mark Rubinstein. - Department of Economics, University of California-Berkeley - 1975

Persistent link: https://www.econbiz.de/10005649568

The Dynamics of Government Policy in an Inflationary Economy" An `Intermediate-Run' Analysis.

Pyle, David H.; Stephen J. Turnovsky. - Department of Economics, University of California-Berkeley - 1974

Persistent link: https://www.econbiz.de/10005649574