Report NEP-RMG-2004-10-21

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Other reports in NEP-RMG

The following items were anounced in this report:

• Janusz Brzeszczynski & Robert Kelm, 2004. "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers 0409, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
• Item repec:wpa:wuwpfi:0410012 is not listed on IDEAS anymore

• Alfonso Mendoza, 2004. "Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets," Econometrics 0410004, EconWPA. [Downloadable!]
• Amrit Judge, 2004. "The Determinants of Foreign Currency Hedging by UK Non-Financial Firms," Money Macro and Finance (MMF) Research Group Conference 2004 60, Money Macro and Finance Research Group. [Downloadable!]
• Item repec:han:dpaper:dp-306 is not listed on IDEAS anymore

• Dimitris Politis, 2004. "A heavy-tailed distribution for ARCH residuals with application to volatility prediction," University of California at San Diego, Economics Working Paper Series 2004-01, Department of Economics, UC San Diego. [Downloadable!]
• Syed A. Basher & Perry Sadorsky, 2004. "Oil price risk and emerging stock markets," International Finance 0410003, EconWPA. [Downloadable!]
• Janusz Brzeszczynski & Aleksander Welfe, 2004. "Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models," CERT Discussion Papers 0408, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
• Dimitris Politis, 2004. "Model-Free Volatility Prediction," University of California at San Diego, Economics Working Paper Series 2003-16, Department of Economics, UC San Diego. [Downloadable!]

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