Report NEP-RMG-2002-10-18

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Other reports in NEP-RMG

The following items were anounced in this report:

• Chris Downing & Frank Zhang, 2002. "Trading activity and price volatility in the municipal bond market," Finance and Economics Discussion Series 2002-39, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2002. "Market-based measures of monetary policy expectations," Finance and Economics Discussion Series 2002-40, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Dirk Bergemann & Ulrich Hege, 2002. "The Value of Benchmarking," Cowles Foundation Discussion Papers 1379, Cowles Foundation, Yale University, revised Oct 2002. [Downloadable!]
• Ray C. Fair, 2002. "Risk Aversion and Stock Prices," Cowles Foundation Discussion Papers 1382, Cowles Foundation, Yale University, revised Feb 2003. [Downloadable!]
• Robert Bichsel & Jürg Blum, 2002. "The Relationship between Risk and Capital in Swiss commercial Banks: A Panel Study," Working Papers 02.04, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
• Hui Guo, 2005. "Time-varying risk premia and the cross section of stock returns," Working Papers 2002-013, Federal Reserve Bank of St. Louis. [Downloadable!]
• J. Benson Durham, 2002. "The extreme bounds of the cross-section of expected stock returns," Finance and Economics Discussion Series 2002-34, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers 1376, Cowles Foundation, Yale University. [Downloadable!]
• Item repec:wop:epruwp:02-11 is not listed on IDEAS anymore

• Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation, Yale University. [Downloadable!]
• Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2002. "The Euro-Dollar exchange rate: Is it fundamental?," European Economy Group Working Papers 16, European Economy Group. [Downloadable!]
• Alejandro Gaytán & Christian A. Johnson, 2002. "A Review of the Literature on Early Warning Systems for Banking Crises," Working Papers Central Bank of Chile 183, Central Bank of Chile. [Downloadable!]
• C.M. Hafner & H. Herwartz, 2002. "Testing for vector autoregressive dynamics under heteroskedasticity," Econometric Institute Report 288, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Ricarda Demarmels & Andreas M. Fischer, 2002. "Understanding Reserve Volatility in Emerging Markets: A Look at the Last Thirty Years," Working Papers 02.02, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
• Andrew K. Rose & Mark M. Spiegel, 2002. "A gravity model of sovereign lending: trade, default and credit," Working Papers in Applied Economic Theory 2002-09, Federal Reserve Bank of San Francisco. [Downloadable!]
• Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation, Yale University. [Downloadable!]
• William T. Harbaugh & Kate Krause & Lise Vesterlund, 2002. "Prospect Theory in Choice and Pricing Tasks," University of Oregon Economics Department Working Papers 2002-02, University of Oregon Economics Department, revised 20 Aug 2007. [Downloadable!]
• Menkhaus Dale J. & Yakunina Alla, 2002. "Price Discovery and Market Information in the Transition Economy of Russia: A Laboratory Study," EERC Working Paper Series 01-14e, EERC Research Network, Russia and CIS. [Downloadable!]
• Item repec:wop:epruwp:02-10 is not listed on IDEAS anymore

This page was last updated on 2009-11-29.