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Report NEP-RMG-2005-04-30
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 Other reports in NEP-RMG
The following items were anounced in this report:
Christian Gollier, 2005.
"Some Aspects of the Economics of Catastrophe Risk Insurance ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Sheri Markose & Amadeo Alentorn, 2005.
"The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing ,"
Economics Discussion Papers
594, University of Essex, Department of Economics.
[Downloadable!] Roger Gay, 2005.
"Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index ,"
Monash Econometrics and Business Statistics Working Papers
8/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Colm Kearney & Margaret Lynch, 2005.
"Are International Equity Markets Really Skewed? ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp040, IIIS.
[Downloadable!] Martin T. Bohl & Janusz Brzeszczynski, 2005.
"Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market ,"
CERT Discussion Papers
0501, Centre for Economic Reform and Transformation, Heriot Watt University.
[Downloadable!] Brian Lucey & Raj Aggarwal, 2005.
"Psychological Barriers in Gold Prices ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp053, IIIS.
[Downloadable!] Brian Lucey & Svitlana Voronkova, 2005.
"Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998 ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp054, IIIS.
[Downloadable!] Brian Lucey & Edel Tully, 2005.
"The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998 ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp055, IIIS.
[Downloadable!] Brian Lucey & Edel Tully, 2005.
"Are Local or International influences responsible for the pre-holiday behaviour of Irish equities? ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp056, IIIS.
[Downloadable!] Brian Lucey & Edel Tully, 2005.
"Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002 ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp057, IIIS.
[Downloadable!] Silvio John Camilleri & Christopher J. Green, 2005.
"An Analysis of the Impacts of Non-Synchronous Trading On ,"
Finance
0504020, EconWPA.
[Downloadable!] This page was last updated on 2008-7-20.
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 .