Printed from https://ideas.repec.org/n/nep-rmg/2002-11-04.html
Report NEP-RMG-2002-11-04
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:
- Marco Del Negro & Frank Schorfheide, 2002, "Priors from general equilibrium models for VARs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-14.
- Brunekreeft, G., 2002, "Regulatory Threat in Vertically Related Markets; The Case of German Electricity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0228, Oct.
- Robin Brooks & Marco Del Negro, 2002, "The rise in comovement across national stock markets: market integration or IT bubble?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-17.
- Item repec:fip:fedfpb:02-02 is not listed on IDEAS anymore
- Item repec:att:eurcbw:2002157 is not listed on IDEAS anymore
- Devereux, M.B. & Lane, P.R., 2002, "Understanding Bilateral Exchange Rate Volatility," CEG Working Papers, Trinity College Dublin, Department of Economics, number 20025.
- Item repec:clm:clmeco:2002-18 is not listed on IDEAS anymore
- Item repec:clm:clmeco:2002-22 is not listed on IDEAS anymore
- Francis A. Longstaff, 2002, "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 9312, Nov.
- Malcolm, Gerard, 1998, "Modeling Country Risk and Capital Flows in GTAP," GTAP Technical Papers, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University, number 316.
- Omar F. Saqib, 2002, "Interpreting Currency Crises: A Review of Theory, Evidence, and Issues," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 303.
- Item repec:clm:clmeco:2002-20 is not listed on IDEAS anymore
- Christopher J. Neely, 2004, "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers, Federal Reserve Bank of St. Louis, number 2002-017, DOI: 10.20955/wp.2002.017.
- Item repec:crr:crrwps:2000-08 is not listed on IDEAS anymore
- Campa, Jose M., 2002, "Exchange rate crises and bilateral trade flows in Latin America," IESE Research Papers, IESE Business School, number D/470, Sep.
- Pierre Giot & Joachim Grammig, 2002, "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-23, Oct.
- Douglas D. Evanoff & Larry D. Wall, 2002, "Subordinated debt and prompt corrective regulatory action," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-18.
- Carlos Arteta, 2002, "Exchange rate regimes and financial dollarization: does flexibility reduce bank currency mismatches?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 738.
- Kevin J. Stiroh, 2002, "Diversification in banking: is noninterest income the answer?," Staff Reports, Federal Reserve Bank of New York, number 154.
- Omar F. Saqib, 2002, "An Investigation into the 1999 Collapse of the Brazilian Real," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 304.
- Jaume Ventura, 2002, "Bubbles and Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9304, Nov.
- Newbery, D., 2002, "Regulatory Challenges to European Electricity Liberalisation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0230, Oct.
- Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright, 2002, "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 739.