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Report NEP-RMG-2002-09-11
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Joshua Aizenman & Nancy P. Marion, 2002, "International Reserve Holdings with Sovereign Risk and Costly Tax Collection," NBER Working Papers, National Bureau of Economic Research, Inc, number 9154, Sep.
- Ramon Caminal, 2002, "Taxation of banks: A theoretical framework," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 525.02, Jun.
- Enrico De Giorgi, 2002, "An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios," Risk and Insurance, University Library of Munich, Germany, number 0209001, Sep, revised 09 Sep 2002.
- Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002, "Spurious Regressions in Financial Economics?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9143, Sep.
- Josh Lerner & Antoinetter Schoar, 2002, "The Illiquidity Puzzle: Theory and Evidence from Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 9146, Sep.
- Dietmar Bauer & Martin Wagner, 2002, "Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0205, Jun.
- Ramon Caminal & Carmen Matutes, 2002, "Can competition in the credit market be excessive?," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 527.02, Jul.
- Paul Pezanis-Christou & Andres Romeu, 2002, "Structural Inferences from First-Price Auction Experiments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 531.02, Nov.
- David Backus & Liuren Wu & Stanley Zin, 2002, "Markov Chain Approximations For Term Structure Models," Finance, University Library of Munich, Germany, number 0207018, Sep.
- Maria Stückler, 2002, "Handel auf Terminkontraktmärkten," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp080, Jul.