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Report NEP-RMG-2002-11-10
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:
- Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002, "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0212, Nov.
- Karine Gobert & Patrick González & Michel Poitevin & Alexandra Lai, 2002, "Bank Value and Financial Fragility," CIRANO Project Reports, CIRANO, number 2002rp-07, Mar.
- Ilan Goldfajn & Marcos Antonio Silveira, 2002, "Should government smooth exchange rate risk?," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 465, Oct.
- James R. Barth & Gerard Caprio, Jr. & Ross Levine, 2002, "Bank Regulation and Supervision: What Works Best?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9323, Nov.
- Item repec:nus:nusewp:wp0217 is not listed on IDEAS anymore
- Gauthier Lanot, 2002, "On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture," Econometrics, University Library of Munich, Germany, number 0211001, Nov.
- Anna J. Schwartz, 2002, "Asset Price Inflation and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 9321, Nov.