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Report NEP-RMG-2004-01-05
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:
Robert J. Shiller, 2003.
"The Invention of Inflation-Indexed Bonds in Early America ,"
NBER Working Papers
10183, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Georges Dionne, 2003.
"The Foundations of Banks' Risk Regulation: a Review of the Literature ,"
Cahiers de recherche
0346, CIRPEE.
[Downloadable!] Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003.
"Stock Market Valuation In The United States ,"
Finance
0312011, EconWPA.
[Downloadable!] Claude Lopez & David H. Papell, 2003.
"Convergence to Purchasing Power Parity at the Commencement of the Euro ,"
University of Cincinnati, Economics Working Papers Series
2003-08, University of Cincinnati, Department of Economics.
[Downloadable!] Hiroaki Chigira & Taku Yamamoto, 2003.
"The Granger Non-Causality Test in Cointegrated Vector Autoregressions ,"
Hi-Stat Discussion Paper Series
d03-07, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Graciela L. Kaminsky, 2003.
"Varieties of Currency Crises ,"
NBER Working Papers
10193, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Goorbergh, R.W.J. van den & Genest, C. & Werker, B.J.M., 2003.
"Multivariate option pricing using dynamic copula models ,"
Discussion Paper
122, Tilburg University, Center for Economic Research.
[Downloadable!] Goorbergh, R.W.J. van den & Huisman, K.J.M. & Kort, P.M., 2003.
"Risk aversion, price uncertainty, and irreversible investments ,"
Discussion Paper
119, Tilburg University, Center for Economic Research.
[Downloadable!] Guillaume L¿Hégaret & Boriss Siliverstovs & Anne Neumann & Christian von Hirschhausen, 2003.
"International Market Integration for Natural Gas?: A Cointegration Analysis of Prices in Europe, North America and Japan ,"
Discussion Papers of DIW Berlin
393, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Hens,Thorsten & Herings,P. Jean-Jacques & Predtetchinskii,Arkadi, 2003.
"Limits to Arbitrage when Market Participation Is Restricted ,"
Research Memoranda
061, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Claude Lopez & Christian J. Murray & David H. Papell, 2003.
"Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle ,"
University of Cincinnati, Economics Working Papers Series
2003-07, University of Cincinnati, Department of Economics.
[Downloadable!] Item repec:slu:sekowp:2002-325 is not listed on IDEAS anymore
Eiji Ogawa & Kentaro Kawasaki, 2003.
"What should be weights on the three major currencies for a common currency basket in East Asia? ,"
Hi-Stat Discussion Paper Series
d03-06, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Claude Lopez, 2003.
"An Improved Panel Unit Root Test Using GLS-Detrending ,"
University of Cincinnati, Economics Working Papers Series
2003-06, University of Cincinnati, Department of Economics.
This page was last updated on 2009-12-13.
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 .