Report NEP-RMG-2003-12-14

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Other reports in NEP-RMG

The following items were anounced in this report:

• Dr Ronan Powell, . "Takeover Prediction and Portfolio Performance," Financial Market Papers 1, Financial Services Research Forum. [Downloadable!]
• Roszbach, Kasper, 2003. "Bank Lending Policy, Credit Scoring and the Survival of Loans," Working Paper Series 154, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche 07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
• ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
• Calcagno, R. & Wagner, W., 2003. "The inefficiency of the stock market equilibrium under moral hazard," Discussion Paper 107, Tilburg University, Center for Economic Research. [Downloadable!]
• Baele, L., 2003. "Volatility spillover effects in European equity markets," Discussion Paper 114, Tilburg University, Center for Economic Research. [Downloadable!]
• Peter G. Dunne, . "Size and Book-to-Market Factors in a Multivariate GARCH-in-Mean Asset Pricing Application," Financial Market Papers 2, Financial Services Research Forum. [Downloadable!]
• Marco Realdon, . "Corporate Bond Valuation with Both Expected and Unexpected Default," Discussion Papers 03/21, Department of Economics, University of York. [Downloadable!]
• Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-290, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Tapiero, Charles, 2003. "Risk Management: An Interdisciplinary Framework," ESSEC Working Papers DR 03014, ESSEC Research Center, ESSEC Business School. [Downloadable!]
• Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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