European Financial Management Association
2006 Annual Meetings
June 28-July 1, 2006
Madrid, Spain
Note#1: Session Chairs and Discussants can download papers for the meetings from this page.
Authors can update the version of their paper(s) and/or abstract(s) on this webpage later. Please email your
paper/abstract directly to: Shravan Chouti
Note#2: If you wish your paper to be considered for publication in the EFM journal, convey your interest to your Session Chair.
Presentations: For your presentations at the EFMA Meetings please note that all rooms are equipped with computers.
Power Point (USB or CD) and Overhead Projector (transparencies) presentation options are available.
Conference Presentations:
Laptops will be Available in all Rooms for Conference Presentations.
Discussants' Responsibility: To better serve the needs of authors
presenting papers at the EFMA meetings, discussants are kindly required
to hand out to the authors and the session chair 1-2 pages handwritten
comments with their constructive comments.
Participants |
Paper |
Egorov Alexei, Li Haitao, Baliakin Andrey
Email: avegorov@mail.wvu.edu
Pricing interest rate caps in a generalized ALINE model with stochastic volatility and correlation: Empirical evidence
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Ekern Steinar
Email: steinar.ekern@nhh.no
A dozen consistent capm-related valuation models - so why use the incorrect one?
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Eller Markus, Haiss Peter, Moser Ulrique
Email: eller@ihs.ac.at
Foreign direct investment in the financial sector: The engine of growth for Central and Eastern Europe?
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Elsas Ralf, Hackethal Andreas, Holzhäuser Markus
Email: elsas@bwl.unimuenchen.de
The anatomy of bank diversification
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Entrop Oliver, Dietze Leif Holger, Wilkens Marco
Email: oliver.entrop@ku-eichstaett.de
The performance of investment grade corporate bond funds: Evidence from the European market
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Eraslan Hulya, Bond Philip
Email: eraslan@wharton.upenn.edu
Information, trade and common knowledge with endogenous asset values
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Estrada Javier
Email: jestrada@iese.edu
The fed model: the bad, the worse, and the ugly
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