NEP-RMG-2003-07-10

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2003-07-10

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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Other reports in NEP-RMG

The following items were anounced in this report:

Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Choquet insurance pricing: a caveat," ICER Working Papers - Applied Mathematics Series 14-2003, ICER - International Centre for Economic Research, revised May 2003. [Downloadable!]
Mario Draghi & Francesco Giavazzi & Robert C. Merton, 2003. "Transparency, Risk Management and International Financial Fragility," NBER Working Papers 9806, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research. [Downloadable!]
Guillermo Calvo & Frederic S. Mishkin, 2003. "The Mirage of Exchange Rate Regimes for Emerging Market Countries," NBER Working Papers 9808, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Umberto Cherubini & Elisa Luciano, 2002. "Pricing Vulnerable Options with Copulas," ICER Working Papers - Applied Mathematics Series 06-2002, ICER - International Centre for Economic Research. [Downloadable!]
Alberto Alesina & Alexander Wagner, 2003. "Choosing (and reneging on) exchange rate regimes," NBER Working Papers 9809, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Sergey Iskoz & Jiang Wang, 2003. "How to Tell if a Money Manager Knows More?," NBER Working Papers 9791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Umberto Cherubini & Elisa Luciano, 2002. "Multivariate Option Pricing with Copulas," ICER Working Papers - Applied Mathematics Series 05-2002, ICER - International Centre for Economic Research. [Downloadable!]
Arie Melnik & Doron Nissim, 2003. "Debt issue costs and issue characteristics in the Eurobond market," ICER Working Papers 09-2003, ICER - International Centre for Economic Research. [Downloadable!]
Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
Alessandra Durio & Yakov Nikitin, 2002. "Asympotic efficiency of signed - rank symmetry tests under skew alternatives," ICER Working Papers 12-2002, ICER - International Centre for Economic Research. [Downloadable!]
Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Working Papers 03-14, Bank of Canada. [Downloadable!]
Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research. [Downloadable!]
Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003. "Government Finance in the Wake of Currency Crises," NBER Working Papers 9786, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003. "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers 2003s-33, CIRANO. [Downloadable!]
Massimo Marinacci & Luigi Montrucchio, 2002. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 18-2002, ICER - International Centre for Economic Research. [Downloadable!]

This page was last updated on 2009-11-29.

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