Report NEP-CMP-2004-09-30

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Other reports in NEP-CMP

The following items were anounced in this report:

• Savvakis C. Savvides, 2004. "Risk Analysis in Investment Appraisal," Finance 0409020, EconWPA. [Downloadable!]
• Cornelis A. Los & Joanna M. Lipka, 2004. "Long-Term Dependence Characteristics of European Stock Indices," Finance 0409044, EconWPA. [Downloadable!]
• Cornelis A. Los, 2004. "The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore," Finance 0409036, EconWPA. [Downloadable!]
• Philip Kostov & John Lingard, 2004. "Rural Development as Risk Management," Others 0409013, EconWPA. [Downloadable!]
• Isaac Ehrlich & Yong Yin, 2004. "Explaining Diversities in Age-Specific Life Expectancies and Values of Life Saving: A Numerical Analysis," NBER Working Papers 10759, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Damien Lynch & Nikolaos Panigirtzoglou, 2004. "Option Implied and Realised Measures of Variance," Money Macro and Finance (MMF) Research Group Conference 2004 94, Money Macro and Finance Research Group. [Downloadable!]
• Ariane Chapelle & Yves Crama & Georges Hubner & Jean-Philippe Peeters, 2004. "Basel II and Operational Risk: Implications for risk measurement and management in the financial sector," Research series 200405-7, National Bank of Belgium. [Downloadable!]
• Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]
• Cornelis A. Los, 2004. "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance 0409040, EconWPA. [Downloadable!]
• Augurzky, Boris & Kluve, Jochen, 2004. "Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong," IZA Discussion Papers 1301, Institute for the Study of Labor (IZA). [Downloadable!]
• John Cockburn, 2004. "Trade Liberalisation and Poverty in Nepal A Computable General Equilibrium Micro Simulation Analysis," Development and Comp Systems 0409012, EconWPA. [Downloadable!]
• Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, EconWPA. [Downloadable!]
• Peter Smith & Steffen Sorensen & Michael R. Wickens, 2004. "Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium," Money Macro and Finance (MMF) Research Group Conference 2004 76, Money Macro and Finance Research Group. [Downloadable!]
• Sutthisit Jamdee & Cornelis A. Los, 2004. "Dynamic Risk Profile of the US Term Structure by Wavelet MRA," Finance 0409045, EconWPA. [Downloadable!]
• Brian A. Eales & Radu Tunaru, 2004. "Financial Engineering with Reverse Cliquet Options," Money Macro and Finance (MMF) Research Group Conference 2004 81, Money Macro and Finance Research Group. [Downloadable!]
• Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group. [Downloadable!]
• Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, EconWPA. [Downloadable!]
• Cornelis A. Los & Rossitsa M. Yalamova, 2004. "Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash," Finance 0409050, EconWPA. [Downloadable!]
• Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, EconWPA. [Downloadable!]
• Philip Kostov & John Lingard, 2004. "Risk Management – Managing Risks, not Calculating Them," Risk and Insurance 0409001, EconWPA. [Downloadable!]
• Cornelis A. Los, 2004. "The Changing Concept of Financial Risk," Finance 0409034, EconWPA. [Downloadable!]
• Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, EconWPA. [Downloadable!]
• Peter Carr & Liuren Wu, 2004. "Static Hedging of Standard Options," Finance 0409016, EconWPA. [Downloadable!]
• Francisco Louça & Giovanna Devetag, 2004. "The Influence of Experimental and Computational Economics: Economics Back to the Future of Social Sciences," Working Papers 2004/10, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
• Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0409048, EconWPA. [Downloadable!]

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