Printed from https://ideas.repec.org/n/nep-rmg/2002-10-23.html
Report NEP-RMG-2002-10-23
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:
- Antoni Bosch-Domènech & Joaquim Silvestre, 2002, "Reflections on gains and losses: A 2x2x7 experiment," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 640, Sep, revised Feb 2005.
- Riad Dahel, , "On the Predictability of Currency Crises: The Use of Indicators in the Case of Arab Countries," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0003.
- Sanvicente, A.Z., 2001, "Gestão de carteiras de fundos de investimento: análise empírica da gestão de exposição a riscos diante de um evento marcante," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_36, Oct.
- Jordi Caballé & Joan Esteban, 2002, "Stochastic dominance and absolute risk aversion," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 643, Jul.
- Item repec:crr:crrwps:2002-01 is not listed on IDEAS anymore
- Mollica, M & Pedro L. Valls Pereira, 2001, "Evaluating Value-at-Risk Models: a comparison between traditional models and conditional variance models," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_35, Oct.
- Brito, R. & Flores, R., 2001, "A Jump Difusion Yield Factor Model of Interest Rate," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_37, Oct.
- Jean-Grégoire Bernard & Benoit Aubert & Simon Bourdeau & Éric Clément & Caroline Debuissy & Marie-Josée Dumoulin & Marc Laberge & Nathalie De Marcellis-Warin & Ingrid Peignier, 2002, "Le risque : un modèle conceptuel d'intégration," CIRANO Project Reports, CIRANO, number 2002rp-16, Oct.
- M. Nagy Eltony, , "Oil Price Fluctuations and their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 9908.
- Sanvicente, A. Z., 2001, "É importante saber qual é o benchmark de seu fundo de ações?," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_41, Oct.
- Riad Dahel, , "Project Financing and Risk Analysis," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 9702.
- Philippe Martin & Helene Rey, 2002, "Financial Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9288, Oct.
- Riad Dahel, , "Volatility in Arab Stock Market," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 9905.