NEP-RMG-2003-03-10

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Report NEP-RMG-2003-03-10

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.

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The following items were anounced in this report:

Luke Gower & Alan Krause, 2002. "Currency Crises and Macroeconomic Performance," RBA Research Discussion Papers rdp2002-08, Reserve Bank of Australia. [Downloadable!]
Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
Christopher Taylor, 2002. "Sterling Volatility and European Monetary Union," NIESR Discussion Papers 197, National Institute of Economic and Social Research. [Downloadable!]
Julan Du & Shang-Jin Wei, 2003. "Does Insider Trading Raise Market Volatility?," NBER Working Papers 9541, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Lamon Rutten, 2003. "A primer on new techniques used by the sophisticated financial fraudster, with special reference to commodity market instruments," International Finance 0303001, EconWPA. [Downloadable!]
Christian Hellwig, 2003. "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers 229, UCLA Department of Economics. [Downloadable!]
Shuanming Li & José Garrido, 2002. "On The Time Value Of Ruin In The Discrete Time Risk Model," Business Economics Working Papers wb021812, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2002. "On the Choice of an Exchange Regime: Target Zones Revisited," Economic Working Papers at Centro de Estudios Andaluces E2002/10, Centro de Estudios Andaluces. [Downloadable!]
Kostas Mouratidis & Nicola Spagnolo, 2003. "Evaluating Currency Crises: The Case of European Monetary System," NIESR Discussion Papers 207, National Institute of Economic and Social Research. [Downloadable!]
Manuel Cano Rodríguez & Manuel Núñez Nickel, 2002. "Is The Risk-Return Paradox Still Alive?," Business Economics Working Papers wb024818, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Carmen Broto & Esther Ruiz, 2002. "Estimation Methods For Stochastic Volatility Models: A Survey," Statistics and Econometrics Working Papers ws025414, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Andrea Fosfuri, 2002. "Country Risk And The International Flows Of Technology: Evidence From The Chemical Industry," Business Economics Working Papers wb022514, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Manuel Núñez Nickel & Manuel Cano Rodríguez, 2002. "Las Tres Caras Del Riesgo Estratégico: Riesgo Sistemático, Riesgo Táctico Y Riesgo Idiosincrásico," Documentos de Trabajo de EconomÃa de la Empresa db021508, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]

This page was last updated on 2008-7-20.

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