Printed from https://ideas.repec.org/n/nep-rmg/2003-04-02.html
Report NEP-RMG-2003-04-02
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:
- Peter Verhoeven & Michael McAleer, 2003, "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-211, Mar.
- Katerina Smidkova, 2003, "Koruna Exchange Rate Turbulence in May 1997," Macroeconomics, University Library of Munich, Germany, number 0303020, Mar.
- Diego Mauricio Vásuez & Luis Fernando Melo, 2002, "Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas," Borradores de Economia, Banco de la Republica de Colombia, number 210, May, DOI: 10.32468/be.210.
- Edwards, William M. & Hofstrand, Donald, 2003, "Multiple Peril Crop Insurance," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10257, Mar.
- Jørgen Drud Hansen & Camilla Jensen & Erik Strøjer Madsen, 2002, "Are Ownership Structures Risk- & Wealth-Constrained?," CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics, number 2002-08, Dec.
- Maurice Obstfeld & Alan M. Taylor & ), 2003, "Sovereign Risk, Credibility and the Gold Standard: 1870-1913 versus 1925-31," International Trade, University Library of Munich, Germany, number 0303001, Mar.
- Clinton Watkins & Michael McAleer, 2003, "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-213, Mar.
- Heino Bohn Nielsen, 2003, "Cointegration Analysis in the Presence of Outliers," Discussion Papers, University of Copenhagen. Department of Economics, number 03-05, Mar.
- Edwards, William M., 2003, "Actual Production History and Insurance Units for Multiple Peril Crop Insurance," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10267, Mar.
- Zonglu He & Koichi Maekawa & Michael McAleer, 2003, "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-215, Mar.
- Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002, "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 196, Jan, DOI: 10.32468/be.196.
- Martin Cincibuch, 2002, "Distributions Implied by Exchange Traded Options: A Ghost’s Smile?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp200, Oct.
- John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003, "Volatility Models of Currency Futures in Developed and Emerging Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-210, Mar.
- Franz Hamann, 2002, "Sovereign Risk and Real Business Cycles in a Small Open Economy," Borradores de Economia, Banco de la Republica de Colombia, number 226, Dec, DOI: 10.32468/be.226.
- Franz Hamann, 2002, "Sovereign Risk and Macroeconomic Fluctuations," Borradores de Economia, Banco de la Republica de Colombia, number 225, Dec, DOI: 10.32468/be.225.
- Item repec:dgr:kubcen:200323 is not listed on IDEAS anymore
- Peter Rowland, 2003, "Uncovered Interest Parity and the USD/COP Echange Rate," Borradores de Economia, Banco de la Republica de Colombia, number 227, Jan, DOI: 10.32468/be.227.
- Item repec:att:eurcbw:2003203 is not listed on IDEAS anymore
- Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz, 2002, "La Curva Spot (Cero Cupón) Estimation con Splines Cúbicos Suavizados, Usos y Ejemplos," Borradores de Economia, Banco de la Republica de Colombia, number 213, Jun, DOI: 10.32468/be.213.
- Edwards, William M., 2003, "Catastrophic Crop Insurance," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10258, Mar.
- Item repec:yor:yorken:03/08 is not listed on IDEAS anymore
- Item repec:dgr:rugsom:02e74 is not listed on IDEAS anymore
- Edwards, William M. & Hofstrand, Donald, 2003, "Revenue Crop Protection Insurance," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10259, Mar.
- Camilo Zea, 1999, "Financial Inefficiency and Real Business Cycle in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 127, Jul, DOI: 10.32468/be.127.
- Edwards, William M., 2003, "Managing Risk with Crop Insurance," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10261, Mar.