Printed from https://ideas.repec.org/n/nep-rmg/2002-10-08.html
Report NEP-RMG-2002-10-08
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:
- Markus Knell & Helmut Stix, 2004, "Three Decades of Money Demand Studies. Some Differences and Remarkable Similarities," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 88, Jun.
- Nick Hanley & Jorunn Grande, & Begoña Álvarez-Farizo & Carol Salt & Mike Wilson, , "Risk perceptions, risk-reducing behaviour and willingness to pay: radioactive contamination in food following a nuclear accident," Working Papers, Business School - Economics, University of Glasgow, number 2001_4.
- Kabir K. Dutta & David F. Babbel, 2002, "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-25, Jun.
- Marco Aiolfi & Carlo Ambrogio Favero, , "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 221.
- Michael J. Artis, 2002, "Reflections on the Optimal Currency Area (OCA) criteria in the light of EMU," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 69, Jul.
- Item repec:wop:calsdi:2002-15 is not listed on IDEAS anymore
- Antonio E. Bernardo & Ivo Welch, 2002, "Financial Market Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 9251, Oct.
- A. Sancetta & Satchell, S.E., 2002, "New Test Statistics for Market Timing with Application to Emerging markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0222, Sep.
- Hafedh Bouakez & Emanuela Cardia & Francisco Ruge-Murcia, 2002, "Habit Formation and the Persistence of Monetary Shocks," Staff Working Papers, Bank of Canada, number 02-27, DOI: 10.34989/swp-2002-27.
- Campbell leith & Simon Wren-Lewis, , "Compatibility Between Monetary and Fiscal Policy Under EMU," Working Papers, Business School - Economics, University of Glasgow, number 2001_15.
- Francis X. Diebold & Canlin Li, 2002, "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-34, Aug.
- Item repec:nst:samfok:1902 is not listed on IDEAS anymore
- Kabir K. Dutta & David F. Babbel, 2002, "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-26, Jun.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-27, Jul.
- Gary Gorton & Lixin Huang, 2002, "Liquidity, Efficiency and Bank Bailouts," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-33, Aug.
- Sebastian Edwards, 2002, "The Great Exchange Rate Debate After Argentina," NBER Working Papers, National Bureau of Economic Research, Inc, number 9257, Oct.
- Massimo Giuliodori, , "The Empirical Relevance of a basic sticky-price intertemporal model," Working Papers, Business School - Economics, University of Glasgow, number 2001_17.
- Klos, Alexander & Langer, Thomas & Weber, Martin, 2002, "Über kurz oder lang - Welche Rolle spielt der Anlagehorizont bei Investitionsentscheidungen?," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 02-49, Sep.
- Ali Anari & James Kolari & Joseph Mason, 2002, "Bank Asset Liquidation and the Propagation of the U.S. Great Depression," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-35, Aug.
- Gary Gorton & Lixin Huang, 2002, "Bank Panics and the Endogeneity of Central Banking," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-29, Jun.
- François Ortalo-Magné & Matteo Iacoviello, , "Hedging Housing Risk in London," Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research, number 02-03.