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Report NEP-RMG-2006-03-11
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:
John M Maheu & Thomas H McCurdy, 2005.
"The long-run relationship between market risk and return ,"
Working Papers
tecipa-204, University of Toronto, Department of Economics.
[Downloadable!] Asgharian, Hossein & Karlsson, Sonnie, 2006.
"Evaluating a nonlinear asset pricing model on international data ,"
Working Papers
2006:5, Lund University, Department of Economics.
Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2006.
"Is There Hedge Fund Contagion? ,"
NBER Working Papers
12090, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Dilip M. Nachane & Jose G. Clavel, 2005.
"Forecasting interest rates: A Comparative assessment of some second generation non-linear model ,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2005-009, Indira Gandhi Institute of Development Research, Mumbai, India.
[Downloadable!] Andreas Röthig & Carl Chiarella, 2006.
"Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models ,"
Research Paper Series
172, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!] This page was last updated on 2009-12-6.
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 .