Report NEP-RMG-2004-04-04

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Other reports in NEP-RMG

The following items were anounced in this report:

• Fernandez, Pablo, 2004. "On the instability of betas: The case of Spain," IESE Research Papers D/548, IESE Business School. [Downloadable!]
• Giulio Bottazzi & Maria Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," LEM Papers Series 2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
• Jonathan Dark, 2004. "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers 5/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Korkut Erturk, 2003. "On the Changing Nature of Currency Crises," Working Paper Series, Department of Economics, University of Utah 2003_02, University of Utah, Department of Economics. [Downloadable!]
• Berridge, S.J. & Schumacher, J.M., 2004. "An irregular grid approach for pricing high-dimensional American options," Discussion Paper 18, Tilburg University, Center for Economic Research. [Downloadable!]
• Wendy Edelberg, 2004. "Testing for adverse selection and moral hazard in consumer loan markets," Finance and Economics Discussion Series 2004-09, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Miguel A. Ferreira & Jose A. Lopez, 2004. "Evaluating interest rate covariance models within a value-at-risk framework," Working Papers in Applied Economic Theory 2004-03, Federal Reserve Bank of San Francisco. [Downloadable!]
• Jonathan Dark, 2004. "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers 7/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Edward Nelson, 2004. "The Great Inflation of the seventies: what really happened?," Working Papers 2004-001, Federal Reserve Bank of St. Louis. [Downloadable!]
• Shaheen Rafi Khan & Mavash Qureshi & Shahrukh Rafi Khan, 2003. "Trade and the Environment: Win-Win for the South," Working Paper Series, Department of Economics, University of Utah 2003_12, University of Utah, Department of Economics. [Downloadable!]
• John D. Burger & Francis E. Warnock, 2004. "Foreign participation in local-currency bond markets," International Finance Discussion Papers 794, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers 04-07, University of Copenhagen. Department of Economics. [Downloadable!]
• Korkut Erturk, 2003. "Asset Price Bubbles, Liquidity Preference and the Business Cycle," Working Paper Series, Department of Economics, University of Utah 2003_09, University of Utah, Department of Economics. [Downloadable!]
• Jonathan Dark, 2004. "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers 6/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Berridge, S.J. & Schumacher, J.M., 2004. "Pricing high-dimensional Americal options using local consistency conditions," Discussion Paper 19, Tilburg University, Center for Economic Research. [Downloadable!]
• Berridge, S.J. & Schumacher, J.M., 2004. "Using localised quadratic functions on an irregular grid for pricing high-dimensional American options," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]
• Andrew Atkeson & Patrick J. Kehoe, 2004. "Deflation and depression: is there an empirical link?," Staff Report 331, Federal Reserve Bank of Minneapolis. [Downloadable!]
• Fang Cai & Francis E. Warnock, 2004. "International diversification at home and abroad," International Finance Discussion Papers 793, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Jonathan Dark, 2004. "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers 4/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Gaspar, Raquel M., 2004. "General Quadratic Term Structures of Bond, Futures and Forward Prices," Working Paper Series in Economics and Finance 559, Stockholm School of Economics. [Downloadable!]

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