Report NEP-RMG-2007-01-13

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Other reports in NEP-RMG

The following items were anounced in this report:

• Sydney Ludvigson & Serena Ng, 2006. "The Empirical Risk-Return Relation: a factor analysis approach," 2006 Meeting Papers 236, Society for Economic Dynamics. [Downloadable!]
• Marcel Scharth & Marcelo Cunha Medeiros, 2006. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," Textos para discussão 532, Department of Economics PUC-Rio (Brazil). [Downloadable!]
• Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics. [Downloadable!]
• Peter Englund & Min Hwang & John Quigley, 2006. "Hedging Housing Risk," Berkeley Program on Housing and Urban Policy, Working Paper Series 1018, Berkeley Program on Housing and Urban Policy. [Downloadable!]
• Jeremy Berkowitz & Peter Christoffersen & Denis Pelletier, 2005. "Evaluating Value-at-Risk models with desk-level data," Working Paper Series 010, North Carolina State University, Department of Economics, revised Dec 2006. [Downloadable!]
• Item repec:cfs:cfswop:wp2000625 is not listed on IDEAS anymore

• D Politis, 2006. "Can the Stock Market be Linearized?," University of California at San Diego, Economics Working Paper Series 2006-03, Department of Economics, UC San Diego. [Downloadable!]
• Gouta Akiyama & Naoto Kunitomo, 2005. ""On Risk Management Methods of Equity-Linked Insurance and Practical Problems"(in Japanese)," CIRJE J-Series CIRJE-J-141, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Item repec:cfs:cfswop:wp2000633 is not listed on IDEAS anymore

• Fidrmuc, Jarko & Hainz, Christa & Malesich, Anton, 2007. "Default Rates in the Loan Market for SMEs," Discussion Papers in Economics 1356, University of Munich, Department of Economics. [Downloadable!]

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