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Report NEP-RMG-2002-11-10
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.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002.
"Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management ,"
Diskussionsschriften
dp0212, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!] Karine Gobert & Patrick González & Michel Poitevin & Alexandra Lai, 2002.
"Bank Value and Financial Fragility ,"
CIRANO Project Reports
2002rp-07, CIRANO.
[Downloadable!] Ilan Goldfajn & Marcos Antonio Silveira, 2002.
"Should government smooth exchange rate risk? ,"
Textos para discussão
465, Department of Economics PUC-Rio (Brazil).
[Downloadable!] James R. Barth & Gerard Caprio, Jr. & Ross Levine, 2002.
"Bank Regulation and Supervision: What Works Best? ,"
NBER Working Papers
9323, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Wing-Keung Wong & Robert B. Miller & Keshab Shrestha, 2002.
"Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations ,"
Departmental Working Papers
wp0217, National University of Singapore, Department of Economics.
[Downloadable!] Gauthier Lanot, 2002.
"On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture ,"
Econometrics
0211001, EconWPA.
[Downloadable!] Anna J. Schwartz, 2002.
"Asset Price Inflation and Monetary Policy ,"
NBER Working Papers
9321, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-12-20.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .