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Yuliya V. Romanyuk

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This is information that was supplied by Yuliya Romanyuk in registering through RePEc. If you are Yuliya V. Romanyuk , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yuliya
Middle Name: V.
Last Name: Romanyuk
Suffix:

RePEc Short-ID: pro370

Email: [This author has chosen not to make the email address public]
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Affiliation

Bank of Canada
Location: Ottawa, Canada
Homepage: http://www.bank-banque-canada.ca/
Email:
Phone: (613) 782-7902
Fax: (613) 782-7713
Postal: 234 Wellington, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)

Works

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Working papers

  1. Yuliya Romanyuk, 2010. "Asset-Liability Management: An Overview," Discussion Papers 10-10, Bank of Canada.
  2. Yuliya Romanyuk, 2010. "Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves," Discussion Papers 10-13, Bank of Canada.
  3. David Jamieson Bolder & Yuliya Romanyuk, 2008. "Combining Canadian Interest-Rate Forecasts," Working Papers 08-34, Bank of Canada.
  4. Alexander Melnikov & Yuliya Romanyuk, 2006. "Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets," Working Papers 06-43, Bank of Canada.

Articles

  1. Alexander Melnikov & Yuliya Romanyuk, 2008. "Efficient Hedging And Pricing Of Equity-Linked Life Insurance Contracts On Several Risky Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 295-323.
  2. Melnikov, Alexander & Romaniuk, Yulia, 2006. "Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 310-329, December.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-09-03. Author is listed
  2. NEP-ECM: Econometrics (1) 2008-10-07. Author is listed
  3. NEP-FMK: Financial Markets (1) 2008-10-07. Author is listed
  4. NEP-FOR: Forecasting (1) 2008-10-07. Author is listed
  5. NEP-IAS: Insurance Economics (1) 2006-12-04. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2008-10-07. Author is listed
  7. NEP-RMG: Risk Management (1) 2008-10-07. Author is listed

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