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Report NEP-RMG-2006-03-18
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:
Long Chen & Hui Guo & Lu Zhang, 2006.
"Equity market volatility and expected risk premium Working Papers
2006-007, Federal Reserve Bank of St. Louis.
[Downloadable!] Hui Guo & Christopher J. Neely, 2006.
"Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model Working Papers
2006-006, Federal Reserve Bank of St. Louis.
[Downloadable!] Dilip mookerhjee, 2005.
"New Directions in Development Economics: Theory or Empirics? - Is There Too Little Theory in Development Economics? Boston University - Department of Economics - Working Papers Series
WP2005-028, Boston University - Department of Economics.
[Downloadable!] Massimo Guidolin & Giovanna Nicodano, 2005.
"Small Caps in International Equity Portfolios: The Effects of Variance Risk CeRP Working Papers
41, Center for Research on Pensions and Welfare Policies, Turin (Italy).
[Downloadable!] Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005.
"Investing for the Long-Run in European Real Estate. Does Predictability Matter? CeRP Working Papers
40, Center for Research on Pensions and Welfare Policies, Turin (Italy).
[Downloadable!] Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006.
"Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices Discussion Papers in Economics and Business
06-09, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
[Downloadable!] This page was last updated on 2010-3-14.
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 .