Report NEP-RMG-2002-11-28
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 announced in this report:
- ROCKINGER, Michael & JONDEAU, Eric, 2001. "Portfolio allocation in transition economies," Les Cahiers de Recherche 740, HEC Paris.
- Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers 9348, National Bureau of Economic Research, Inc.
- Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Working Papers 02-34, Bank of Canada.
- Philippe Bacchetta & Eric van Wincoop, 2002. "Why Do Consumer Prices React less than Import Prices to Exchange Rates?," Working Papers 02.05, Swiss National Bank, Study Center Gerzensee.
- Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002. "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance 0211003, EconWPA, revised 28 Nov 2002.
- Paul Hallwood & Ian W. Marsh & Jorg Scheibe, 2001. "Official Dollarization in Latin America: Could it Work?," Working papers 2001-06, University of Connecticut, Department of Economics.
- Yongil Jeon & Stephen M. Miller, 2002. "The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks," Working papers 2002-32, University of Connecticut, Department of Economics.
- Maurice Obstfeld & Alan M. Taylor, 2002. "Sovereign Risk, Credibility and the Gold Standard: 1870-1913 versus 1925-31," NBER Working Papers 9345, National Bureau of Economic Research, Inc.
- ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," Les Cahiers de Recherche 739, HEC Paris.
- Liliane Karlinger, 2002. "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Working Papers 02-35, Bank of Canada.
- Item repec:han:dpaper:dp-266 is not listed on IDEAS anymore
- P. Kalonga Stambuli, 2002. "Causes and consequences of the 1982 Third World Debt Crisis," International Finance 0211005, EconWPA.
- WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics.
- Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, EconWPA.
- Naoto Kunitomo & Akoihiko Takahashi, 2002. ""On Recent Developments in Mathematical Finance" (in Japanese)," CIRJE J-Series CIRJE-J-84, CIRJE, Faculty of Economics, University of Tokyo.
- Langer, Thomas & Nauhauser, Niels, 2002. "Zur Bedeutung von Cost-Average-Effekten bei Einzahlungsplänen und Portefeuilleumschichtungen," Sonderforschungsbereich 504 Publications 02-50, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
- Dmitry Baryshevsky, 2002. "How to work in the uncertain market conditions," Finance 0211007, EconWPA, revised 21 Nov 2002.
- Baquero, G. & Horst, J.R. ter & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," Research Paper ERS-2002-104-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics.