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Report NEP-RMG-2003-02-18
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:
- Uppal, Raman & Das, Sanjiv Ranjan, 2002, "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3305, Apr.
- Miller, Marcus & corrado, luisa, 2002, "Exchange Rate Monitoring Bands: Theory and Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3337, Apr.
- Eric van Wincoop & Philippe Bacchetta, 2003, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9498, Feb.
- Hollifield, Burton & Sandås, Patrik & Miller, Robert A. & Slive, Joshua, 2002, "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3676, Dec.
- Miller, Marcus & GarcÃa-Fronti, Javier, 2002, "Sovereign Default By Argentina: 'Slow Motion Train Crash' or Self-Fulfilling Crisis?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3399, May.
- Shin, Hyun Song, 2002, "Disclosures and Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3345, Apr.
- Galasso, Vincenzo & D'Amato, Marcello, 2002, "Aggregate Risk, Political Constraints and Social Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3330, Apr.
- Boot, Arnoud & Milbourn, Todd, 2002, "Credit Ratings as Coordination Mechanism," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3331, Apr.
- María Jesús Segovia Vargas & José Antonio Gil Fana & Antonio José Heras Martínez & José Luis Vilar Zanón & Alicia Sanchis Arellano, 2003, "Using rough sets to predict insolvency of Spanish non-life insurance companies," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 03-02.
- Bask, Mikael, 2003, "Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates," Umeå Economic Studies, Umeå University, Department of Economics, number 605, Feb.
- Uppal, Raman & Sercu, Piet & Apte, Prakesh, 2002, "The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3343, Apr.
- Andrei Shleifer, 2003, "Will the Sovereign Debt Market Survive?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9493, Feb.
- Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers, Duke University, Department of Economics, number 02-16.
- W. Kip Viscusi & Joseph E. Aldy, 2003, "The Value of a Statistical Life: A Critical Review of Market Estimates throughout the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 9487, Feb.
- Uppal, Raman & Kogan, Leonid, 2002, "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3306, Apr.
- Dellas, Harris & Hess, Martin, 2002, "Financial Development and Stock Returns: A Cross-Country Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3681, Jan.
- Sonin, Konstantin & Mikusheva, Anna, 2002, "Information Revelation and Efficiency in Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3675, Dec.
- Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002, "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3403, Jun.
- Acharya, Viral & Carpenter, Jennifer, 2002, "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3328, Apr.
- Ronald McKinnon & Gunther Schnabl, 2003, "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Working Papers, Stanford University, Department of Economics, number 03001, Jan.
- Basak, Suleyman & Shapiro, Alex, 2002, "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3413, Jun.
- Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002, "Modeling and Forecasting Realized Volatility," Working Papers, Duke University, Department of Economics, number 02-12.
- Guiso, Luigi & Bertola, Giuseppe & Pistaferri, Luigi, 2002, "Uncertainty and Consumer Durables Adjustment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3332, Apr.
- María Jesús Segovia Vargas & José Antonio Fil Fana & Antonio José Heras Martínez & José Luis Vilar Zanón, 2003, "Predicción de insolvencias con el método Rough Set," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 03-03.
- Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002, "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3310, Apr.