Printed from https://ideas.repec.org/n/nep-rmg/2003-01-27.html
Report NEP-RMG-2003-01-27
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:
- Pesaran, H.M. & Timmermann, A., 2003, "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0306, Jan.
- John C. Robertson & Ellis W. Tallman & Charles H. Whiteman, 2002, "Forecasting using relative entropy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-22.
- Craig H. Furfine, 2002, "The costs and benefits of moral suasion: evidence from the rescue of Long-Term Capital Management," Working Paper Series, Federal Reserve Bank of Chicago, number WP-02-11.
- Michael B. Gordy, 2002, "A risk-factor model foundation for ratings-based bank capital rules," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-55.
- Michael W. Brandt & Amir Yaron, 2003, "Time-Consistent No-Arbitrage Models of the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 9458, Jan.
- Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002, "Asset prices and informed traders' abilities: evidence from experimental asset markets," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-26.
- David Aadland, 2002, "Detrending Time-Aggregated Data," Macroeconomics, University Library of Munich, Germany, number 0301007, Nov.
- Item repec:crr:crrwps:2002-09 is not listed on IDEAS anymore
- Elijah Brewer & William E. Jackson, 2002, "Inter-industry contagion and the competitive effects of financial distress announcements: evidence from commercial banks and life insurance companies," Working Paper Series, Federal Reserve Bank of Chicago, number WP-02-23.
- Item repec:att:eurcbw:2002194 is not listed on IDEAS anymore
- Item repec:cla:levrem:506439000000000114 is not listed on IDEAS anymore
- Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003, "Evolutionary Stability of Portfolio Rules in Incomplete Markets," Discussion Papers, University of Copenhagen. Department of Economics, number 03-03, Jan.
- Charles M. Kahn & William Roberds, 2002, "Payments settlement under limited enforcement: Private versus public systems," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-33.
- Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2002, "Bubbles in experimental asset markets: Irrational exuberance no more," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-24.
- Rong Fan & Joseph G. Haubrich & Peter H. Ritchken & James B. Thomson, 2002, "Getting the most out of a mandatory subordinated debt requirement," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0214, DOI: 10.26509/frbc-wp-200214.
- Fredriksson, Peter & Johansson, Per, 2002, "Program evaluation and random program starts," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2003:1, Dec.
- Günter Coenen & Volker W. Wieland, 2002, "Inflation dynamics and international linkages: a model of the United States, the euro area, and Japan," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 745.
- Robert E.J. Hibbard & Rob Brown & Keith R. McLaren, 2002, "Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/02, Dec.
- Item repec:att:eurcbw:2002192 is not listed on IDEAS anymore
- Marcelle Chauvet & Elcyon C. R. Lima & Brisne Vasquez, 2002, "Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-28.
- Margarida Duarte & Alexander L. Wolman, 2002, "Regional inflation in a currency union: fiscal policy vs. fundamentals," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 746.
- Bruce N. Lehmann & David M. Modest, 2003, "Diversification and the Optimal Construction of Basis Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 9461, Jan.
- Item repec:clm:clmeco:2003-02 is not listed on IDEAS anymore
- Nilsson, Kristian, 2002, "Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate?," Working Papers, National Institute of Economic Research, number 78, Mar.
- Duarte, Jefferson., 2003, "Evaluating an Alternative Risk Preference in Affine Term Structure Models," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_49, Oct.
- Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 2002, "Circuit breakers with uncertainty about the presence of informed agents: I know what you know . . . I think," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-25.
- Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría, 2002, "Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México," Doctorado en Economía- documentos de trabajo, Programa de doctorado en Economía. Universidad de Alcalá., number 6/02, Feb.
- Jeffrey R. Campbell & Beverly Lapham, 2002, "Real exchange rate fluctuations and the dynamics of retail trade industries on the U.S.-Canada border," Working Paper Series, Federal Reserve Bank of Chicago, number WP-02-17.
- Elijah Brewer & Hesna Genay & William C. Hunter & George G. Kaufman, 2002, "The value of banking relationships during a financial crisis: evidence from failures of Japanese banks," Working Paper Series, Federal Reserve Bank of Chicago, number WP-02-20.