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Central Bank Research Hub Index - V: valuatio-vanhenem



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vacancie - valuable | valuatio - vanhenem | vanishin - variable | variance - verbal | verbatim - viewed | viewpoin - vision | volatile - väestön

The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on

  Valuation , by Michael R. King and Dan Segal (Bank of Canada Working papers 2006-44)Abstract
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Parametric properties of semi-nonparametric distributions, with applications to option   valuation , by Ángel León, Javier Mencía and Enrique Sentana (Bank of Spain Working Papers 0707)Abstract
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Modeling Direct Investment   Valuation Adjustments and Estimating Quarterly Positions, by Jane Ihrig, Jaime Marquez (Federal Reserve Board International Financial Discussion Papers 2006-857)Abstract
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External Imbalances,   Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy, by Jorge Selaive C. ; Pablo Pincheira B. (Central Bank of Chile Working Papers 460)Abstract
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Market   Valuation and Risk Assessment of Canadian Banks, by Ying Liu, Eli Papakirykos, and Mingwei Yuan (Bank of Canada Working papers 2004-34)Abstract
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A multi-factor model for the   valuation and risk management of demand deposits, by Hans Dewachter, Marco Lyrio, Konstantijn Maes (National Bank of Belgium Working Papers 083)Abstract
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  Valuation Effects and External Adjustment: A Review, by Pierre-Oliver Gourinchas (Central Bank of Chile Working Papers 447)Abstract
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Stocks, Flows and   Valuation Effects of Foreign Assets and Liabilities: Do They Matter?, by Alfredo Pistelli; Jorge Selaive; Rodrigo Valdés (Central Bank of Chile Working Papers 443)Abstract
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Risk-Cost Frontier and Collateral   Valuation in Securities Settlement Systems for Extreme Market Events, by Alejandro García and Ramazan Gençay (Bank of Canada Working papers 2006-17)Abstract
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Stock market   valuation in the United States, by Patrick Bisciari, Alain Durré and Alain Nyssens (National Bank of Belgium Working Papers 041)Full text

An Empirical Test of a Two-Factor Mortgage   Valuation Model: How Much Do House Prices Matter?, by Chris Downing, Richard Stanton, and Nancy Wallace (Federal Reserve Board FEDS series 2003-42)Abstract
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  Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?, by King, Michael R. and Dan Segal (Bank of Canada Working papers 2003-6)Abstract
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Learning by Observing: Information Spillovers in the Execution and   Valuation of Commercial Bank M&As, by Gayle DeLong, Robert DeYoung (Chicago Fed Working papers WP-2004-17)Abstract
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  Valuation of Conditional Pension Liabilities and Guarantees under Sponsor Vulnerabilities, by Dirk Broeders (Netherlands Bank DNB Working Papers 082)Full text

A New Approach to the   Valuation of Intangible Capital, by Jason G. Cummins (Federal Reserve Board FEDS series 2004-17)Abstract
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  Valuation of pension liabilities in incomplete markets, by Frank de Jong (Netherlands Bank DNB Working Papers 067)Full text

Declining   valuations and equilibrium bidding in central bank refinancing operations, by Christian Ewerhart (European Central Bank Working papers 668)Full text

Declining   Valuations and Equilibrium Bidding Central Bank Refinancing Operations, by Christian Ewerhart, Nuno Cassola and Natacha Valla (Bank of France Working Papers Nr 151)Abstract
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Phoenix rising: Legal reforms and changes in   valuations in Finland during the economic crisis, by Timo Korkeamäki – Yrjö Koskinen – Tuomas Takalo (Bank of Finland Discussion Papers 2007/01)Abstract
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Household Saving and Asset   Valuations in Selected Industrialised Countries, by Paul Hiebert (Reserve Bank of Australia Research Discussion Papers RDP2006-07)Abstract
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Defined benefit company pensions and corporate   valuations: simulation and empirical evidence from the United Kingdom, by Kamakshya Trivedi and Garry Young (Bank of England Working papers 289)Abstract
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Remarks on the Measurement,   Valuation, and Reporting of Intangible Assets, by Baruch Lev (New York Fed Economic policy review 0309levy)Full text

  Valuation, Investment and the Pure Profit Share, by Pierre Lafourcade (Federal Reserve Board FEDS series 2004-8)Abstract
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Market   Valuation, Pension Fund Policy and Contribution Volatility, by Maarten van Rooij, Arjen Siegmann and Peter Vlaar (Netherlands Bank DNB Working Papers 159)Full text

Institution-specific

  value , by Ken Peasnell (Bank for International Settlements Working papers 210)Abstract
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Corporate Hedging, Investment and   Value , by Jose M. Berrospide, Amiyatosh Purnanandam, and Uday Rajan (Federal Reserve Board FEDS series 2008-22)Abstract
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Corporate Hedging, Investment and   Value , by Jose M. Berrospide, Amiyatosh Purnanandam, and Uday Rajan (Federal Reserve Board FEDS series 2008-16)Abstract

Tom Sawyer and the Construction of   Value , by Dan Ariely, George Loewenstein, and Drazen Prelec (Boston Fed Working papers 05-10)Abstract
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The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic   Value , by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton (St Louis Fed Working Papers 2006-061)Full text

Fair   value accounting and financial stability, by Andrea Enria, Lorenzo Cappiello, Frank Dierick, Grittini Sergio, Andrew Haralambous, Angela Maddaloni, Philippe Molitor, Fatima Pires and Paolo Poloni (European Central Bank Occasional papers 13)Full text

Fair   value accounting for financial instruments: some implications for bank regulation, by Wayne Landsman (Bank for International Settlements Working papers 209)Abstract
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Productivity and Economies of Scale in the Production of Bank Service   Value Added, by J. Christina Wang (Boston Fed Working papers 03-07)Abstract
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The integrated impact of credit and interest rate risk on banks: an economic   value and capital adequacy perspective, by Mathias Drehmann, Steffen Sorensen and Marco Stringa (Bank of England Working papers 339)Abstract
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Size and   Value Anomalies under Regime Shifts, by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-007)Full text

A   value at risk analysis of cedit default swaps, by Burkhard Raunig and Martin Scheicher (European Central Bank Working papers 968)Full text

  Value at Risk: Teoría y Aplicaciones, by Christian A. Johnson (Central Bank of Chile Working Papers 136)Abstract
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Selection Bias, Demographic Effects, and Ability Effectsin Common   Value Auction Experiments, by Marco Casari, John C. Ham, and John H. Kagel (New York Fed Staff reports 213)Abstract
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Learning, structural instability and present   value calculations, by Hashem Pesaran, Davide Pettenuzzo, Allan Timmermann (Deutsche Bundesbank Discussion Papers 200627)Full text

  Value creation in European M&As, by Jose Manuel Campa and Ignacio Hernando (Bank of Spain Working Papers 0223)Full text

Estimating the trend of M3 income velocity underlying the reference   value for monetary growth, by Claus Brand, Dieter Gerdesmeier and Barbara Roffia (European Central Bank Occasional papers 03)Full text

The Elements of the Global Network for Large-   Value Funds Transfers, by Dingle, James F. (Bank of Canada Working papers 2001-1)Abstract
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Financial Intermediation Theory and Implications for the Sources of   Value in Structured Finance Markets, by Janet Mitchell (National Bank of Belgium Working Papers 071)Abstract
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Efficient pricing of large   value interbank payment systems, by Cornelia Holthausen and Jean-Charles Rochet (European Central Bank Working papers No.184)Full text

Explaining the level of credit spreads: option-implied jump risk premia in a firm   value model, by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum (Bank for International Settlements Working papers 191)Abstract
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The Present-   Value Model of the Current Account Has Been Rejected: Round Up the Usual Suspects, by James M. Nason; John H. Rogers (Federal Reserve Board International Financial Discussion Papers 2003-760)Abstract
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The Present-   Value Model of the Current Account Has Been Rejected: Round Up the Usual Suspects, by James M. Nason and John H. Rogers (Atlanta Fed Working papers 2003-7a)Abstract
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The Present-   Value Model of the Current Account Has Been Rejected: Round Up the Usual Suspects, by James M. Nason and John H. Rogers (Atlanta Fed Working papers 2003-7)Abstract
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The   Value of Banking Relationships During a Financial Crisis: Evidence from Failures of Japanese Banks, by Elijah III Brewer , Hesna Genay , William C. Hunter , George Kaufman (Chicago Fed Working papers WP-2002-20)Abstract
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The   Value of Financial Intermediaries: Empirical Evidence from Syndicated Loans to Emerging Market Borrowers, by Gregory P. Nini (Federal Reserve Board International Financial Discussion Papers 2004-820)Abstract
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The Economic and Statistical   Value of Forecast Combinations under Regime Switching: An Application to Predictable US Returns, by Massimo Guidolin, and Carrie Fangzhou Na (St Louis Fed Working Papers 2006-059)Full text

The   Value of Foreclosed Property, by Anthony Pennington-Cross (St Louis Fed Working Papers 2004-022)Full text

How Small is Zero Price? The True   Value of Free Products, by Kristina Shampan’er and Dan Ariely (Boston Fed Working papers 06-16)Abstract
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Financial market integration and the   value of global diversification: evidence from US acquirers in cross-border mergers and acquisitions, by Bill B Francis – Iftekhar Hasan – Xian Sun (Bank of Finland Discussion Papers 2006/24)Abstract
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The GSE Implicit Subsidy and the   Value of Government Ambiguity, by Wayne Passmore (Federal Reserve Board FEDS series 2005-5)Abstract
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The GSE Implicit Subsidy and   Value of Government Ambiguity, by Wayne Passmore (Federal Reserve Board FEDS series 2003-64)Abstract
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The   Value of Information with Heterogeneous Agents and Partially Revealing Prices, by Juan Carlos Hatchondo (Richmond Fed Working Papers 05-06)Abstract
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The   Value of Knowledge Spillovers, by Deng (San Francisco Fed Working Papers 2005-14)Full text

The   Value Of Medicare Managed Care Plans and Their Prescription Drug Benefits, by Anne E. Hall (Federal Reserve Board FEDS series 2007-19)Abstract
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Price Setting, Price Dispersion, and the   Value of Money — Or — The Law of Two Prices, by Elisabeth Curtis and Randall Wright (Cleveland Fed Working papers WP02-09)Full text

Social   value of public information: testing the limits to transparency, by Michael Ehrmann and Marcel Fratzscher (European Central Bank Working papers 821)Full text

Revealing the Secrets of the Temple: The   Value of Publishing Central Bank Interest Rate Projections, by Rudebusch, Williams (San Francisco Fed Working Papers 2006-31)Full text

What Is the   Value of Recourse to Asset Backed Securities? A Clinical Study of Credit Card Banks, by Eric J. Higgins and Joseph R. Mason (Philadelphia Fed Working Papers wp03-06)Full text

The Social   Value of Risk-free Government Debt, by Stacey L. Schreft and Bruce D. Smith (Kansas City Fed Working Papers RWP03-02)Abstract
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The   Value of Risk: Measuring the Service Output of U.S. Commercial Banks, by Susanto Basu, Robert Inklaar, and J. Christina Wang (Boston Fed Working papers 08-04)Abstract
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Monetary and real shocks, the business cycle and the   value of the euro, by Renato Filosa (Bank for International Settlements Working papers 154)Abstract
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Model uncertainty and the equilibrium   value of the real effective euro exchange rate, by C. Detken (European Central Bank Working papers No.160)Full text

Explaining cross-border large-   value payment flows: evidence from TARGET and EURO 1 data, by Simonetta Rosati and Stefania Secola (European Central Bank Working papers 443)Full text

Incorporating a "public good factor" into the pricing of large-   value payment systems, by Cornelia Holthausen and Jean-Charles Rochet (European Central Bank Working papers 507)Full text

Settlement finality as a public good in large-   value payment systems, by Henri Pagès and David Humphrey (European Central Bank Working papers 506)Full text

Large   value payment systems - principles and recent and future developments, by Timo Iivarinen (Bank of Finland Discussion Papers 2004/13)Abstract
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Global Trends in Large-   Value Payments, by Morten L. Bech, Christine Preisig, and Kimmo Soramäki (New York Fed Economic policy review 0809prei)Abstract
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Global Trends in Large-   Value Payments, by Morten L. Bech, Christine Preisig, and Kimmo Soramäki (New York Fed Economic policy review 0805prei)Abstract
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Risks and efficiency gains of a tiered structure in large-   value payments: a simulation approach, by Ana Lasaosa and Merxe Tudela (Bank of England Working papers 337)Abstract
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Bank Commercial Loan Fair   Value Practices, by John Tschirhart, James O'Brien, Michael Moise, and Emily Yang (Federal Reserve Board FEDS series 2007-29)Abstract
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Is   Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence, by Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang (St Louis Fed Working Papers 2005-026)Full text

Housing, Home Production, and the Equity and   Value Premium Puzzles, by Morris A. Davis and Robert F. Martin (Federal Reserve Board International Financial Discussion Papers 2008-931)Abstract
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Comparing the   value revelance of R&D reporting in Germany: standard and selection effects, by Fred Ramb, Markus Reitzig (Deutsche Bundesbank Discussion Papers 200536)Full text

Asset Allocation Using Extreme   Value Theory, by Bensalah, Younes (Bank of Canada Working papers 2002-2)Abstract

Do Bankers Sacrifice   Value to Build Empires? Managerial Incentives, Industry Consolidation, and Financial Performance, by Joseph P. Hughes (Philadelphia Fed Working Papers wp02-02)Full text

Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large   Value Transfer System, by Morten Bech, James T. E. Chapman, and Rod Garratt (Bank of Canada Working papers 2008-42)Abstract
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The Impact of Unanticipated Defaults in Canada's Large   Value Transfer System, by Darcey McVanel (Bank of Canada Working papers 2005-25)Abstract
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Which Bank Is the "Central" Bank?An Application of Markov Theory to the CanadianLarge   Value Transfer System, by Morten L. Bech (New York Fed Staff reports 356)Abstract
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Cross listing and firm   value - corporate governance or market segmentation? An empirical study of the stock market, by Gang Ji (Bank of Finland BOFIT Discussion Papers 2005/14)Abstract
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Footnotes Aren't Enough: The Impact of Pension Accounting on Stock

  Values , by Julia Coronado, Olivia S. Mitchell, Steven A. Sharpe, and S. Blake Nesbitt (Federal Reserve Board FEDS series 2008-04)Abstract

The Impact of Wildlife Recreation on Farmland   Values , by Jason Henderson and Sean Moore (Kansas City Fed Working Papers RWP05-10)Abstract
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Quantitative Easing and Japanese Bank Equity   Values , by Kobayashi, Spiegel, Yamori (San Francisco Fed Working Papers 2006-19)Full text

Asset Price Declines and Real Estate Market Illiquidity: Evidence from Japanese Land   Values , by John Krainer and Mark Spiegel, and Nobuyoshi Yamori (San Francisco Fed Working Papers 2004-16)Full text

Procyclicality, collateral   values and financial stability, by Prasanna Gai, Peter Kondor and Nicholas Vause (Bank of England Working papers 304)Abstract
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Do Homeowners Know Their House   Values and Mortgage Terms?, by Brian Bucks and Karen Pence (Federal Reserve Board FEDS series 2006-03)Abstract
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Family   Values: Ownership Structure, Performance and Capital Structure of Canadian Firms, by Michael R. King and Eric Santor (Bank of Canada Working papers 2007-40)Abstract
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Forex Risk: Measurement and Evaluation using

  Value-at-Risk, by Don Bredin and Stuart Hyde (Central Bank of Ireland Research Technical Papers 02/RT/06)Abstract
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Financial Intermediary Leverage and   Value-at-Risk, by Tobias Adrian and Hyun Song Shin (New York Fed Staff reports 338)Abstract
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A   value-at-risk approach to banks' capital buffers: An application to the new Basel Accord., by Esa Jokivuolle - Samu Peura (Bank of Finland Discussion Papers 2001/15)Abstract

Evaluating Interest Rate Covariance Models within a   Value-at-Risk Framework, by Miguel A. Ferreira and Jose A. Lopez (San Francisco Fed Working Papers 2004-03)Full text

Evaluating   Value-at-Risk Models via Quantile Regressions, by Wagner P. Gaglianone, Luiz Renato Lima and Oliver Linton (Central Bank of Brazil Working Papers 161)Abstract

Credit fundamentals, ratings and   value-at-risk: CDOs versus corporate exposures, by Ingo Fender, Nikola Tarashev and Haibin Zhu (Bank for International Settlements Quarterly Review 0803i)Abstract

Review of Literature & Empirical Research: Is Board Diversity Important for Corporate Governance and Firm   Value?, by Pei Sai Fan (Monetary Authority of Singapore Staff Papers No. 35)Abstract
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Do announcements of bank acquisitions in emerging markets create   value?, by Farouk Soussa and Tracy Wheeler (Bank of England Working papers 315)Abstract
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Capitalization of the Quality of Local Public Schools: What Do Home Buyers   Value?, by Theodore M. Crone (Philadelphia Fed Working Papers wp06-15)Full text

How do intangible assets create economic   value? an application to banks, by Alfredo Martín-Oliver and Vicente Salas-Fumas (Bank of Spain Working Papers 0730)Abstract
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Do financial conglomerates create or destroy   value? Evidence for the EU, by Iman van Lelyveld en Klaas Knot (Netherlands Bank DNB Working Papers 174)Full text

Research and development, profits and firm   value: A structural estimation, by Missaka Warusawitharana (Federal Reserve Board FEDS series 2008-52)Abstract
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Corporate Social Responsibility and Shareholder's   Value: An Event Study Analysis, by Leonardo Becchetti, Rocco Ciciretti, and Iftekhar Hasan (Atlanta Fed Working papers 2007-06)Abstract
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  Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar, by Cho-hoi Hui, Vincent Yeung, Laurence Fung and Chi-Fai, Lo (Hong Kong Monetary Authority Working Papers WP07_08)Abstract
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A nonparametric method for   valuing new goods, by Laura Blow and Ian Crawford (European Central Bank Working papers No.143)Full text

Assessing and   Valuing the Non-Linear Structure of Hedge Fund Returns, by Antonio Diez de los Rios and René Garcia (Bank of Canada Working papers 2006-31)Abstract
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Väestön

  vanheneminen, työmarkkinat ja julkisen talouden näkymät, by Helvi Kinnunen (Bank of Finland Discussion Papers 2002/28)Abstract
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vacancie - valuable | valuatio - vanhenem | vanishin - variable | variance - verbal | verbatim - viewed | viewpoin - vision | volatile - väestön

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