NEP-RMG-2003-04-21

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2003-04-21

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:

Chokri Dridi, 2002. "Computer code for: A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse," Computer Programs 0212001, EconWPA. [Downloadable!]
René Lalonde & Patrick Sabourin, 2003. "Modélisation et prévision du taux de change réel effectif américain," Working Papers 03-3, Bank of Canada. [Downloadable!]
Joseph Atta-Mensah & Ali Dib, 2003. "Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy," Working Papers 03-9, Bank of Canada. [Downloadable!]
Item repec:att:eurcbw:2002198 is not listed on IDEAS anymore
Y.K. Tse & Xibin Zhang, 2003. "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers 7/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Toni Gravelle & Maral Kichian & James Morley, 2003. "Shift Contagion in Asset Markets," Working Papers 03-5, Bank of Canada. [Downloadable!]
Carol Ann Northcott, 2002. "Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System," Working Papers 02-41, Bank of Canada. [Downloadable!]
Kim McPhail, 2003. "Managing Operational Risk in Payment, Clearing, and Settlement Systems," Working Papers 03-2, Bank of Canada. [Downloadable!]
Sean D. Campbell, 2002. "Specification Testing and Semiparametric Estimation of Regime Switching Models: An Examination of the US Short Term Interest Rate," Working Papers 2002-26, Brown University, Department of Economics. [Downloadable!]
Schmidt, Ulrich & Neugebauer, Tibor, 2003. "An Experimental Investigation of the Role of Errors for Explaining Violations of Expected Utility," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der UniversitÃ¤t Hannover dp-279, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
Rob J. Hyndman & Muhammad Akram & Blyth Archibald, 2003. "Invertibility Conditions for Exponential Smoothing Models," Monash Econometrics and Business Statistics Working Papers 3/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2003. "Robust Mean-Variance Portfolio Selection," Cahiers du DÃ©partement d'EconomÃ©trie 2003.02, Département d'Econométrie, Université de Genève. [Downloadable!]
Dorothy Power & Gerald Epstein, 2003. "Rentier Incomes and Financial Crises: An Empirical Examination of Trends and Cycles in Some OECD Countries," Working Papers wp57, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
Anne Vila Wetherilt, . "Money market operations and volatility of UK money market rates," Bank of England working papers 174, Bank of England. [Downloadable!]
Matthew Abrena & Gerald Epstein & Dorothy Power, 2003. "Trends In The Rentier Income Share In OECD Countries, 1960-2000," Working Papers wp58a, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]

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

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