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Report NEP-RMG-2003-02-24
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:
Item repec:dgr:umamet:2002063 is not listed on IDEAS anymore
Michael Haliassos, 2002.
"Stockholding: Recent Lessons from Theory and Computations ,"
University of Cyprus Working Papers in Economics
0206, University of Cyprus Department of Economics.
[Downloadable!] Pouchkarev, I. & Spronk, J. & Vliet, P. van, 2003.
"Portfolio Return Characteristics of Different Industries ,"
Research Paper
ERS-2003-014-F&A Revision, 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.
[Downloadable!] Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003.
"Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market ,"
NBER Working Papers
9515, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002.
"Household Stockholding in Europe: Where Do We Stand and Where Do We Go? ,"
University of Cyprus Working Papers in Economics
0209, University of Cyprus Department of Economics.
[Downloadable!] Albrecht, Peter, 2003.
"Risk Measures ,"
Sonderforschungsbereich 504 Publications
03-01, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!] Stephen Morris & Hyun Song Shin, 2003.
"Catalytic Finance: When Does It Work? ,"
Cowles Foundation Discussion Papers
1400, Cowles Foundation, Yale University.
[Downloadable!] Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2003.
"The Daily Market for Funds in Europe: What Has Changed with the EMU? ,"
UFAE and IAE Working Papers
559.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!] David Nash, 2003.
"Determinants of the use of financial incentives in investment banking ,"
ESRC Centre for Business Research - Working Papers
wp256, ESRC Centre for Business Research.
[Downloadable!] Elias Tzavalis & Shijun Wang, 2003.
"Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary ,"
Working Papers
488, Queen Mary, University of London, Department of Economics.
[Downloadable!] Patricia Alvarez-Plata & Mechthild Schrooten, 2003.
"Mis-Leading Indicators?: The Argentinean Currency Crisis ,"
Discussion Papers of DIW Berlin
327, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Haider Ali Khan, 2003.
"The Mangled Miracle and the Alchemy of Finance ,"
CIRJE F-Series
CIRJE-F-191, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Kleimeier,Stefanie & William L. Megginson, 2002.
"An empirical analysis of limited recourse project ,"
Research Memoranda
066, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Geert Bekaert & Campbell R. Harvey, 2003.
"Market Integration and Contagion ,"
NBER Working Papers
9510, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Mei Xue & Patrick T. Harker, 2003.
"Service Co-Production, Customer Efficiency and Market Competition ,"
Center for Financial Institutions Working Papers
03-03, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Segers, J. & Cuntz, A. & Haeusler, E., 2003.
"Edgeworth expansions for the distribution function of the hill estimator ,"
Discussion Paper
8, Tilburg University, Center for Economic Research.
[Downloadable!] Rajnish Mehra, 2003.
"The Equity Premium: Why is it a Puzzle? ,"
NBER Working Papers
9512, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Sebastian Edwards & Igal Magendzo, 2003.
"A Currency of One's Own? An Empirical Investigation on Dollarization and Independent Currency Unions ,"
NBER Working Papers
9514, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Huizinga Harry & Nicodeme Gaetan, 2003.
"Deposit insurance and international bank deposits ,"
International Finance
0302001, EconWPA.
[Downloadable!] Haselmann,Rainer & Holle,Stephanie & Kool,Clemens & Ziesemer,Thomas, 2002.
"Sovereign Risk and Simple Debt Dynamics: The Case of Brazil and Argentina ,"
Research Memoranda
034, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!] David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin, 2003.
"Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms ,"
Monash Econometrics and Business Statistics Working Papers
6/03, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Albrecht, Peter, 2003.
"Risk Based Capital Allocation ,"
Sonderforschungsbereich 504 Publications
03-02, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!] Kool,Clemens & Ziesemer,Thomas & Haselmann ,Rainer & Holle,Stephanie, 2003.
"Sovereign Risk and Simple Debt Dynamics in Asia ,"
Research Memoranda
002, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!] Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003.
"Implicit Bayesian Inference Using Option Prices ,"
Monash Econometrics and Business Statistics Working Papers
5/03, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] This page was last updated on 2009-11-29.
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