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The Y2K enigma

Brenner, Menachem; Crouhy, Michel; Galai, Dan - In: Risk management : the state of the art, (pp. 111-119). 2002

Persistent link: https://www.econbiz.de/10001750339

Sovereign debt auctions : uniform or discriminatory?

Brenner, Menachem; Galai, Dan; Sade, Orly - In: Journal of monetary economics 56 (2009) 2, pp. 267-274

Persistent link: https://www.econbiz.de/10003845412

The determinants of the return on index bonds

Brenner, Menachem; Galai, Dan - In: Journal of banking & finance 2 (1978) 1, pp. 47-64

Persistent link: https://www.econbiz.de/10001950762

The effect of inflation on the rate of return on common stocks in an inflation intensive capital market : The Israeli case 1965-79

Brenner, Menachem; Galai, Dan - In: Inflation through the ages : economic, social, …, (pp. 616-624). 1983

Persistent link: https://www.econbiz.de/10001950924

The empirical relationship betwen inflation and financial assets' returns in an inflation-intensive capital market

Brenner, Menachem; Galai, Dan - In: Inflation and capital markets, (pp. 3-32). 1978

Persistent link: https://www.econbiz.de/10001950955

On measuring the risk of common stocks by options prices : A note

Brenner, Menachem; Galai, Dan - In: Journal of financial and quantitative analysis : JFQA 19 (1984) 4, pp. 403-412

Persistent link: https://www.econbiz.de/10001951082

On the prediction of the implied standard deviation

Brenner, Menachem - In: Advances in futures and options research : a research annual 2 (1987), pp. 167-177

Persistent link: https://www.econbiz.de/10001081781

Implied interest rates

Brenner, Menachem - In: The journal of business : B 59 (1986) 3, pp. 493-507

Persistent link: https://www.econbiz.de/10001012608

Sovereign Debt Auctions : Uniform or Discriminatory?

Brenner, Menachem - 2009

Many financial assets, especially government bonds, are issued by an auction. An important feature of the design is the auction pricing mechanism: Uniform vs. Discriminatory. Theoretical papers do not provide a definite answer regarding the dominance of one type of auction over the other. We...

Persistent link: https://www.econbiz.de/10013160328

Endogenizing Bidder’s Choice in Financial Assets Auctions – An Experimental Investigation

Brenner, Menachem - 2009

Many financial assets, especially government bonds, are issued by an auction mechanism. An important feature of the design is the auction pricing mechanism: Uniform vs. Discriminatory. Theoretical papers do not provide a definite answer regarding the preference of one mechanism over the other....

Persistent link: https://www.econbiz.de/10012765957