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Report NEP-RMG-2003-04-02
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:
Peter Verhoeven & Michael McAleer, 2003.
"Fat Tails and Asymmetry in Financial Volatility Models ,"
CIRJE F-Series
CIRJE-F-211, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Katerina Smidkova, 2003.
"Koruna Exchange Rate Turbulence in May 1997 ,"
Macroeconomics
0303020, EconWPA.
[Downloadable!] Diego Mauricio Vásuez & Luis Fernando Melo, .
"Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas ,"
Borradores de Economia
210, Banco de la Republica de Colombia.
[Downloadable!] Edwards, William M. & Hofstrand, Donald, 2003.
"Multiple Peril Crop Insurance ,"
Staff General Research Papers
10257, Iowa State University, Department of Economics.
[Downloadable!] Jørgen Drud Hansen & Camilla Jensen & Erik Strøjer Madsen, 2002.
"Are Ownership Structures Risk- & Wealth-Constrained? ,"
CIE Discussion Papers
2002-08, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
[Downloadable!] Maurice Obstfeld & Alan M. Taylor & ), 2003.
"Sovereign Risk, Credibility and the Gold Standard: 1870-1913 versus 1925-31 ,"
International Trade
0303001, EconWPA.
[Downloadable!] Clinton Watkins & Michael McAleer, 2003.
"Pricing of Non-ferrous Metals Futures on the London Metal Exchange ,"
CIRJE F-Series
CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Heino Bohn Nielsen, 2003.
"Cointegration Analysis in the Presence of Outliers ,"
Discussion Papers
03-05, University of Copenhagen. Department of Economics.
[Downloadable!] Edwards, William M., 2003.
"Actual Production History and Insurance Units for Multiple Peril Crop Insurance ,"
Staff General Research Papers
10267, Iowa State University, Department of Economics.
[Downloadable!] Zonglu He & Koichi Maekawa & Michael McAleer, 2003.
"Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors ,"
CIRJE F-Series
CIRJE-F-215, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, .
"Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia ,"
Borradores de Economia
196, Banco de la Republica de Colombia.
[Downloadable!] Martin Cincibuch, 2002.
"Distributions Implied by Exchange Traded Options: A Ghost’s Smile? ,"
CERGE-EI Working Papers
wp200, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
[Downloadable!] John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003.
"Volatility Models of Currency Futures in Developed and Emerging Markets ,"
CIRJE F-Series
CIRJE-F-210, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Franz Hamann, .
"Sovereign Risk and Real Business Cycles in a Small Open Economy ,"
Borradores de Economia
226, Banco de la Republica de Colombia.
[Downloadable!] Franz Hamann, .
"Sovereign Risk and Macroeconomic Fluctuations ,"
Borradores de Economia
225, Banco de la Republica de Colombia.
[Downloadable!] Werker, B. & Vermandele, C. & Hallin, M., 2003.
"Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality ,"
Discussion Paper
23, Tilburg University, Center for Economic Research.
[Downloadable!] Peter Rowland, .
"Uncovered Interest Parity and the USD/COP Echange Rate ,"
Borradores de Economia
227, Banco de la Republica de Colombia.
[Downloadable!] Item repec:att:eurcbw:2003203 is not listed on IDEAS anymore
Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz, .
"La Curva Spot (Cero Cupón) Estimation con Splines Cúbicos Suavizados, Usos y Ejemplos ,"
Borradores de Economia
213, Banco de la Republica de Colombia.
[Downloadable!] Edwards, William M., 2003.
"Catastrophic Crop Insurance ,"
Staff General Research Papers
10258, Iowa State University, Department of Economics.
[Downloadable!] Item repec:yor:yorken:03/08 is not listed on IDEAS anymore
Wever, Jolle O. & Smid, Peter P.M. & Koning, Ruud H., 2002.
"Pricing of convertible bonds with hard call features ,"
Research Report
02E74, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
[Downloadable!] Edwards, William M. & Hofstrand, Donald, 2003.
"Crop Revenue Insurance ,"
Staff General Research Papers
10259, Iowa State University, Department of Economics.
[Downloadable!] Camilo Zea, .
"Financial Inefficiency and Real Business Cycle in Colombia ,"
Borradores de Economia
127, Banco de la Republica de Colombia.
[Downloadable!] Edwards, William M., 2003.
"Managing Risk with Crop Insurance ,"
Staff General Research Papers
10261, Iowa State University, Department of Economics.
[Downloadable!] This page was last updated on 2009-11-29.
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 .