Report NEP-RMG-2003-10-12

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Other reports in NEP-RMG

The following items were anounced in this report:

• Stephen Morris & Hyun Song Shin, 2003. "Liquidity Black Holes," Cowles Foundation Discussion Papers 1434, Cowles Foundation, Yale University. [Downloadable!]
• MEDDAHI, Nour, 2002. "ARMA Representation of Integrated and Realized Variances," Cahiers de recherche 2002-20, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• William N.Goetzmann & Lingfeng Li & K.Geert Rouwenhorst, 2003. "Long-Term Global Market Correlations," DNB Staff Reports (discontinued) 98, Netherlands Central Bank. [Downloadable!]
• Miguel Lebre de Freitas, 2003. "Revisiting Dollarisation Hysteresis: Evidence from Bolivia, Turkey and Indonesia," NIPE Working Papers 12/2003, NIPE - Universidade do Minho. [Downloadable!]
• Henrard Marc, 2003. "Parameter risk in the Black and Scholes model," Risk and Insurance 0310002, EconWPA. [Downloadable!]
• Glaser, Markus & Weber, Martin, 2003. "September 11 and Stock Return Expectations of Individual Investors," Sonderforschungsbereich 504 Publications 03-17, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
• N. Valckx & M.J.K.de Ceuster & J. Annaert, 2003. "Is Financial Market Volatility Informative to Predict Recessions?," DNB Staff Reports (discontinued) 93, Netherlands Central Bank. [Downloadable!]
• P. de Grauwe & I. Vansteenkiste, 2003. "Exchange Rates and Fundamentals a Non-Linear Relationship?," DNB Staff Reports (discontinued) 78, Netherlands Central Bank. [Downloadable!]
• ANDERSEN, Torben G. & BOLLERSLEV, Tim & MEDDAHI, Nour, 2002. "Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," Cahiers de recherche 2002-21, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• M.B. Devereux & Ch. Engel, 2003. "Exchange Rate Pass-Through, Exchange Rate Volatility, and ExchangeRate Disconnect," DNB Staff Reports (discontinued) 77, Netherlands Central Bank. [Downloadable!]
• Dmitry Yakovlev & Dmitry Zhabin, 2003. "About discrete hedging and option pricing," Finance 0310005, EconWPA. [Downloadable!]
• Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral Finance," Sonderforschungsbereich 504 Publications 03-14, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
• Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," Les Cahiers de Recherche 784, HEC Paris. [Downloadable!]
• Bernardo Guimaraes & Stephen Morris, 2003. "Risk and Wealth in a Model of Self-fulfilling Currency Crises," Cowles Foundation Discussion Papers 1433, Cowles Foundation, Yale University. [Downloadable!]
• Vladislav Kargin, 2003. "Portfolio Management for a Random Field of Bond Returns," Finance 0310007, EconWPA. [Downloadable!]
• M. Demertzis & N. Viegi, 2004. "Aiming for the Bull's Eye: Inflation Targeting under Uncertainty," DNB Staff Reports (discontinued) 88, Netherlands Central Bank. [Downloadable!]
• A.S.K. Wong & P.J.G. Vlaar, 2003. "Modelling time-varying correlations of financial markets," WO Research Memoranda (discontinued) 739, Netherlands Central Bank, Research Department. [Downloadable!]
• Henrard Marc, 2003. "Comparisons of cashflow maps for value-at-risk," Risk and Insurance 0310001, EconWPA. [Downloadable!]
• Leo Krippner, 2003. "Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation," Working Papers in Economics 03/01, University of Waikato, Department of Economics. [Downloadable!]
• Y.Chen & K. Rogoff, 2003. "Commodity Currencies and Empirical Exchange Rate Puzzles," DNB Staff Reports (discontinued) 76, Netherlands Central Bank. [Downloadable!]

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