NEP-RMG-2002-10-23

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2002-10-23

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were anounced in this report:

Antoni Bosch-Domènech & Joaquim Silvestre, 2002. "Reflections on Gains and Losses: A 2x2x7 Experiment," Economics Working Papers 640, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2005. [Downloadable!]
Riad Dahel, . "On the Predictability of Currency Crises: The Use of Indicators in the Case of Arab Countries," API-Working Paper Series 0003, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
Sanvicente, A.Z., 2001. "Gestão de carteiras de fundos de investimento: análise empírica da gestão de exposição a riscos diante de um evento marcante," Finance Lab Working Papers flwp_36, Finance Lab, Ibmec São Paulo. [Downloadable!]
Jordi Caballé & Joan Esteban, 2002. "Stochastic Dominance and Absolute Risk Aversion," Economics Working Papers 643, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Barry Bosworth & Gary Burtless, 2002. "Pension Reform in the Presence of Financial Market Risk," Working Papers, Center for Retirement Research at Boston College 2002-01, Center for Retirement Research. [Downloadable!]
Mollica, M & Pedro L. Valls Pereira, 2001. "Evaluating Value-at-Risk Models: a comparison between traditional models and conditional variance models," Finance Lab Working Papers flwp_35, Finance Lab, Ibmec São Paulo. [Downloadable!]
Brito, R. & Flores, R., 2001. "A Jump Difusion Yield Factor Model of Interest Rate," Finance Lab Working Papers flwp_37, Finance Lab, Ibmec São Paulo. [Downloadable!]
Jean-Grégoire Bernard & Benoit A. Aubert & Simon Bourdeau & Éric Clément & Caroline Debuissy & Marie-Josée Dumoulin & Marc Laberge & Nathalie de Marcellis-Warin & Ingrid Peignier, 2002. "Le risque : un modèle conceptuel d'intégration," CIRANO Project Reports 2002rp-16, CIRANO. [Downloadable!]
M. Nagy Eltony, . "Oil Price Fluctuations and their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model," API-Working Paper Series 9908, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
Sanvicente, A. Z., 2001. "É importante saber qual é o benchmark de seu fundo de ações?," Finance Lab Working Papers flwp_41, Finance Lab, Ibmec São Paulo. [Downloadable!]
Riad Dahel, . "Project Financing and Risk Analysis," API-Working Paper Series 9702, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
Philippe Martin & Helene Rey, 2002. "Financial Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 9288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Riad Dahel, . "Volatility in Arab Stock Market," API-Working Paper Series 9905, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]

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

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