Report NEP-RMG-2004-03-07

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Other reports in NEP-RMG

The following items were anounced in this report:

• Einmahl, J.H.J. & Keilegom, I. van, 2004. "Goodness-of-fit tests in nonparametric regression," Discussion Paper 12, Tilburg University, Center for Economic Research. [Downloadable!]
• Terence D.Agbeyegbe, 2003. "The tail behavior of stock index return on the Jamaican Stock Exchange," Hunter College Department of Economics Working Papers 305, Hunter College: Department of Economics. [Downloadable!]
• Óscar Bajo Rubio & Carmen Díaz Roldán & 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. [Downloadable!]
• 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. [Downloadable!] (restricted)
• 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 2003-68, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Francis X. Diebold, & Glenn D. Rudebusch & S. Boragan Aruoba, 2003. "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," CFS Working Paper Series 2003/31, Center for Financial Studies. [Downloadable!]
• Pedro Galeano & Daniel Peña, 2004. "Variance Changes Detection In Multivariate Time Series," Statistics and Econometrics Working Papers ws041305, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004. "Portfolio Diversification and City Agglomeration," NBER Working Papers 10343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Oren Sussman & Javier Suarez, 2004. "Financial Distress, Bankruptcy Law and the Business Cycle," OFRC Working Papers Series 2004fe07, Oxford Financial Research Centre. [Downloadable!]
• 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 2003/7, Norges Bank. [Downloadable!]
• 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. [Downloadable!] (restricted)
• Arie Melnik & Doron Nissim, 2004. "Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration," ICER Working Papers 03-2004, ICER - International Centre for Economic Research. [Downloadable!]
• Geir Hoidal Bjonnes & Dagfinn Rime, 2003. "Dealer Behavior and Trading Systems in Foreign Exchange Markets," Working Paper 2003/10, Norges Bank. [Downloadable!]
• William N. Goetzmann, 2004. "Fibonacci and the Financial Revolution," NBER Working Papers 10352, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Kleijnen, J.P.C., 2004. "Design and analysis of Monte Carlo experiments," Discussion Paper 17, Tilburg University, Center for Economic Research. [Downloadable!]
• Thadavillil Jithendranathan, 2004. "Time-varying Correlations of Russian and U.S. Equity Returns," International Finance 0403006, EconWPA. [Downloadable!]
• Kjersti-Gro Lindquist, 2003. "Banks’ buffer capital: How important is risk?," Working Paper 2003/11, Norges Bank. [Downloadable!]

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