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Report NEP-RMG-2003-03-03
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:
- Michael PEDERSEN, 2002, "Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?," Economics Working Papers, European University Institute, number ECO2002/17.
- John D. Burger & Francis E. Warnock, 2003, "Diversification, original sin, and international bond portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 755.
- Edgar L. Feige, 2003, "The Dynamics of Currency Substitution, Asset Substitution and De facto Dollarization and Euroization in Transition Countries," Macroeconomics, University Library of Munich, Germany, number 0302005, Feb.
- Plamen Yossifov, 2003, "Selective Credit Controls And The Money Supply Process In Transitional Economies: The Case Of Bulgaria," Macroeconomics, University Library of Munich, Germany, number 0302006, Feb.
- U Schmidt & H Zank, 2002, "Linear Cumulative Prospect Theory with Applications to Portfolio Selection and Insurance Demand," Economics Discussion Paper Series, Economics, The University of Manchester, number 0208.
- Charles GRANT, 2002, "Consumer Bankruptcy Law, Credit Constraints and Insurance: Some Empirics," Economics Working Papers, European University Institute, number ECO2002/08.
- Martínez, Miguel Ángel & Nieto, Belén & Rubio, Gonzalo & Tapia, Mikel, 2002, "Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb026022, Jan.
- Tommaso PROIETTI, 2002, "Seasonal Specific Structural Time Series Models," Economics Working Papers, European University Institute, number ECO2002/10.
- Item repec:man:cgbcrp:0304 is not listed on IDEAS anymore
- Thomas STEINBERGER, 2002, "Imperfect Financial Markets and Investment Dynamics," Economics Working Papers, European University Institute, number ECO2002/04.
- Hugh Rockoff, 2003, "Deflation, Silent Runs, and Bank Holidays, in the Great Contraction," NBER Working Papers, National Bureau of Economic Research, Inc, number 9522, Mar.
- U Schmidt & H Zank, 2002, "Risk Aversion in Cumulative Prospect Theory," Economics Discussion Paper Series, Economics, The University of Manchester, number 0207.
- Rajnish Mehra & Edward C. Prescott, 2003, "The Equity Premium in Retrospect," NBER Working Papers, National Bureau of Economic Research, Inc, number 9525, Mar.
- U Schmidt & H Zank, 2002, "What is Loss Aversion?," Economics Discussion Paper Series, Economics, The University of Manchester, number 0209.
- Alain P. Chaboud & Jonathan H. Wright, 2003, "Uncovered interest parity: it works, but not for long," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 752.
- Iliyan GEORGIEV, 2002, "Functional Weak Limit Theory for Rare Outlying Events," Economics Working Papers, European University Institute, number ECO2002/22.