Printed from https://ideas.repec.org/n/nep-rmg/2002-11-28.html
Report NEP-RMG-2002-11-28
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:
- ROCKINGER, Michael & JONDEAU, Eric, 2001, "Portfolio allocation in transition economies," HEC Research Papers Series, HEC Paris, number 740, Oct.
- Jeeman Jung & Robert J. Shiller, 2002, "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 9348, Nov.
- Chris D'Souza, 2002, "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Staff Working Papers, Bank of Canada, number 02-34, DOI: 10.34989/swp-2002-34.
- Philippe Bacchetta & Eric van Wincoop, 2002, "Why Do Consumer Prices React less than Import Prices to Exchange Rates?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 02.05, Nov.
- Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002, "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance, University Library of Munich, Germany, number 0211003, Nov, revised 28 Nov 2002.
- Paul Hallwood & Ian W. Marsh & Jorg Scheibe, 2001, "Official Dollarization in Latin America: Could it Work?," Working papers, University of Connecticut, Department of Economics, number 2001-06, Aug.
- Yongil Jeon & Stephen M. Miller, 2002, "The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks," Working papers, University of Connecticut, Department of Economics, number 2002-32, May.
- Maurice Obstfeld & Alan M. Taylor, 2002, "Sovereign Risk, Credibility and the Gold Standard: 1870-1913 versus 1925-31," NBER Working Papers, National Bureau of Economic Research, Inc, number 9345, Nov.
- ROCKINGER, Michael & JONDEAU, Eric, 2001, "Testing for differences in the tails of stock-market returns," HEC Research Papers Series, HEC Paris, number 739, Oct.
- Liliane Karlinger, 2002, "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Staff Working Papers, Bank of Canada, number 02-35, DOI: 10.34989/swp-2002-35.
- Item repec:han:dpaper:dp-266 is not listed on IDEAS anymore
- P. Kalonga Stambuli, 2002, "Causes and consequences of the 1982 Third World Debt Crisis," International Finance, University Library of Munich, Germany, number 0211005, Nov.
- WenShwo Fang & Stephen M. Miller, 2002, "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers, University of Connecticut, Department of Economics, number 2002-31, Oct.
- Rafiqul Bhuyan, 2002, "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance, University Library of Munich, Germany, number 0211002, Nov.
- Naoto Kunitomo & Akoihiko Takahashi, 2002, ""On Recent Developments in Mathematical Finance" (in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-84, Nov.
- Langer, Thomas & Nauhauser, Niels, 2002, "Zur Bedeutung von Cost-Average-Effekten bei Einzahlungsplänen und Portefeuilleumschichtungen," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 02-50, Oct.
- Dmitry Baryshevsky, 2002, "How to work in the uncertain market conditions," Finance, University Library of Munich, Germany, number 0211007, Nov, revised 22 Nov 2002.
- Item repec:dgr:eureri:2002264 is not listed on IDEAS anymore
- WenShwo Fang & Stephen M. Miller, 2002, "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers, University of Connecticut, Department of Economics, number 2002-30, Sep.