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. Stan Miles issued this report. It is usually issued weekly.

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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 rdp2002-08, Reserve Bank of Australia.
• Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
• Christopher Taylor, 2002. "Sterling Volatility and European Monetary Union," National Institute of Economic and Social Research (NIESR) Discussion Papers 197, National Institute of Economic and Social Research.
• Julan Du & Shang-Jin Wei, 2003. "Does Insider Trading Raise Market Volatility?," NBER Working Papers 9541, National Bureau of Economic Research, Inc.
• Lamon Rutten, 2003. "A primer on new techniques used by the sophisticated financial fraudster, with special reference to commodity market instruments," International Finance 0303001, University Library of Munich, Germany.
• Christian Hellwig, 2003. "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers 229, UCLA Department of Economics.
• Li, Shuanming & Garrido, José, 2002. "On the time value of ruin in the discrete time risk model," DEE - Working Papers. Business Economics. WB wb021812, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• 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 E2002/10, Centro de Estudios Andaluces.
• Kostas Mouratidis, 2003. "Evaluating Currency Crises: The Case of European Monetary System," National Institute of Economic and Social Research (NIESR) Discussion Papers 207, National Institute of Economic and Social Research.
• Cano Rodríguez, Manuel, 2002. "Is the risk-return paradox still alive?," DEE - Working Papers. Business Economics. WB wb024818, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de Estadística.
• Item repec:cte:wbrepe:wb022514 is not listed on IDEAS anymore

• Cano Rodríguez, Manuel, 2002. "Las tres caras del riesgo estratégico: riesgo sistemático, riesgo táctico y riesgo idiosincrásico," DEE - Documentos de Trabajo. Economía de la Empresa. DB db021508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.