Printed from https://ideas.repec.org/n/nep-rmg/2002-10-18.html
Report NEP-RMG-2002-10-18
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:
- Chris Downing & Frank X. Zhang, 2002, "Trading activity and price volatility in the municipal bond market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-39.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2002, "Market-based measures of monetary policy expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-40.
- Dirk Bergemann & Ulrich Hege, 2002, "The Value of Benchmarking," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1379, Aug, revised Oct 2002.
- Ray C. Fair, 2002, "Risk Aversion and Stock Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1382, Sep, revised Feb 2003.
- Robert Bichsel & Jürg Blum, 2002, "The Relationship between Risk and Capital in Swiss commercial Banks: A Panel Study," Working Papers, Swiss National Bank, Study Center Gerzensee, number 02.04, Oct.
- Hui Guo, 2005, "Time-varying risk premia and the cross section of stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2002-013, DOI: 10.20955/wp.2002.013.
- J. Benson Durham, 2002, "The extreme bounds of the cross-section of expected stock returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-34.
- George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1376, Jul.
- Item repec:wop:epruwp:02-11 is not listed on IDEAS anymore
- Donald W.K. Andrews & Offer Lieberman, 2002, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1378, Aug.
- Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2002, "The Euro-Dollar exchange rate: Is it fundamental?," European Economy Group Working Papers, European Economy Group, number 16.
- Alejandro Gaytán & Christian A. Johnson, 2002, "A Review of the Literature on Early Warning Systems for Banking Crises," Working Papers Central Bank of Chile, Central Bank of Chile, number 183, Oct.
- Item repec:dgr:eureir:2002288 is not listed on IDEAS anymore
- Ricarda Demarmels & Andreas M. Fischer, 2002, "Understanding Reserve Volatility in Emerging Markets: A Look at the Last Thirty Years," Working Papers, Swiss National Bank, Study Center Gerzensee, number 02.02, Jul.
- Item repec:fip:fedfap:2002-09 is not listed on IDEAS anymore
- Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1375, Jun.
- William T. Harbaugh & Kate Krause & Lise Vesterlund, 2002, "Prospect Theory in Choice and Pricing Tasks," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2002-02, Jul, revised 20 Aug 2007.
- Menkhaus Dale J. & Yakunina Alla, 2002, "Price Discovery and Market Information in the Transition Economy of Russia: A Laboratory Study," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 01-14e, Apr.
- Item repec:wop:epruwp:02-10 is not listed on IDEAS anymore