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Report NEP-RMG-2006-01-01
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: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Andrew Ang & Joseph chen, 2005.
"CAPM Over the Long Run: 1926-2001 NBER Working Papers
11903, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005.
"International Stock Return Comovements NBER Working Papers
11906, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Massimo Guidolin & Giovanna Nicodano, 2007.
"Small caps in international equity portfolios: the effects of variance risk Working Papers
2005-075, Federal Reserve Bank of St. Louis.
[Downloadable!] Tony Guida & Olivier Matringe, 2005.
"Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities Finance
0512021, EconWPA.
[Downloadable!] Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos, 2005.
"Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract Finance
0512018, EconWPA.
[Downloadable!] Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu, 2005.
"How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York Finance
0512024, EconWPA.
[Downloadable!] Bjuggren, Per-Olof & Wiberg, Daniel, 2005.
"Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble Working Paper Series in Economics and Institutions of Innovation
45, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
[Downloadable!] This page was last updated on 2009-11-29.
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 .