Report NEP-RMG-2004-03-07This 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.
The following items were announced in this report:
- Einmahl, J.H.J. & Keilegom, I. van, 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research 2004-12, Tilburg University, Center for Economic Research.
- Terence D.Agbeyegbe, 2003. "The tail behavior of stock index return on the Jamaican Stock Exchange," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics 305, Hunter College Department of Economics.
- Ã“scar Bajo Rubio & Carmen DÃaz RoldÃ¡n & Vicente Esteve, 2004. "Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002," Economic Working Papers at Centro de Estudios Andaluces E2004/05, Centro de Estudios Andaluces.
- Marcio Garcia & Roberto Rigobon, 2004. "A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data," NBER Working Papers 10336, National Bureau of Economic Research, Inc.
- Daniel M. Covitz & Paul Harrison, 2003. "Testing conflicts of interest at bond rating agencies with market anticipation: evidence that reputation incentives dominate," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2003-68, Board of Governors of the Federal Reserve System (U.S.).
- Item repec:cfs:cfswop:wp200331 is not listed on IDEAS anymore
- Pedro Galeano & Daniel PeÃ±a, 2004. "Variance Changes Detection In Multivariate Time Series," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws041305, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa.
- William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004. "Portfolio Diversification and City Agglomeration," NBER Working Papers 10343, National Bureau of Economic Research, Inc.
- Oren Sussman & Javier Suarez, 2004. "Financial Distress, Bankruptcy Law and the Business Cycle," OFRC Working Papers Series, Oxford Financial Research Centre 2004fe07, Oxford Financial Research Centre.
- Geir Hoidal Bjonnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2003. "Volume and Volatility in the FX Market: Does it matter who you are?," Working Paper, Norges Bank 2003/7, Norges Bank.
- Brian Knight, 2004. "Are Policy Platforms Capitalized into Equity Prices? Evidence from the Bush/Gore 2000 Presidential Election," NBER Working Papers 10333, National Bureau of Economic Research, Inc.
- Arie Melnik & Doron Nissim, 2004. "Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration," ICER Working Papers, ICER - International Centre for Economic Research 03-2004, ICER - International Centre for Economic Research.
- Geir Hoidal Bjonnes & Dagfinn Rime, 2003. "Dealer Behavior and Trading Systems in Foreign Exchange Markets," Working Paper, Norges Bank 2003/10, Norges Bank.
- William N. Goetzmann, 2004. "Fibonacci and the Financial Revolution," NBER Working Papers 10352, National Bureau of Economic Research, Inc.
- Kleijnen, J.P.C., 2004. "Design and Analysis of Monte Carlo Experiments," Discussion Paper, Tilburg University, Center for Economic Research 2004-17, Tilburg University, Center for Economic Research.
- Thadavillil Jithendranathan, 2004. "Time-varying Correlations of Russian and U.S. Equity Returns," International Finance, EconWPA 0403006, EconWPA.
- Kjersti-Gro Lindquist, 2003. "Banksâ€™ buffer capital: How important is risk?," Working Paper, Norges Bank 2003/11, Norges Bank.