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Report NEP-RMG-2003-03-10
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:
- Luke Gower & Alan Krause, 2002, "Currency Crises and Macroeconomic Performance," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2002-08, Nov.
- Clive G. Bowsher, 2003, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W03, Jan.
- Christopher Taylor, 2002, "Sterling Volatility and European Monetary Union," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 197, May.
- Julan Du & Shang-Jin Wei, 2003, "Does Insider Trading Raise Market Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9541, Mar.
- Lamon Rutten, 2003, "A primer on new techniques used by the sophisticated financial fraudster, with special reference to commodity market instruments," International Finance, University Library of Munich, Germany, number 0303001, Mar.
- Christian Hellwig, 2003, "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers, UCLA Department of Economics, number 229, Feb.
- Li, Shuanming & Garrido, José, 2002, "On the time value of ruin in the discrete time risk model," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb021812, May.
- Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2002, "On the Choice of an Exchange Regime: Target Zones Revisited," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2002/10.
- Kostas Mouratidis, 2003, "Evaluating Currency Crises: The Case of European Monetary System," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 207, May.
- Cano Rodríguez, Manuel & Núñez-Nickel, Manuel, 2002, "Is the risk-return paradox still alive?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb024818, Oct.
- Broto, Carmen & Ruiz Ortega, Esther, 2002, "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws025414, Nov.
- Fosfuri, Andrea, 2002, "Country risk and the international flows of technology: evidence from the chemical industry," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb022514, Jun.
- Núñez-Nickel, Manuel & Cano Rodríguez, Manuel, 2002, "Las tres caras del riesgo estratégico: riesgo sistemático, riesgo táctico y riesgo idiosincrásico," DEE - Documentos de Trabajo. EconomÃa de la Empresa. DB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number db021508, Oct.