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Report NEP-RMG-2003-04-09
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:
- Bent Nielsen, 2003, "Correlograms for non-stationary autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W11, Apr.
- Balbás, Alejandro & Ibáñez, Alfredo & Romera, Rosario, 2002, "Shadow risk-free returns when hedging the interest rate risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb020501, Jan.
- Erhan Bayraktar & Li Chen & H. Vincent Poor, 2003, "Projecting the Forward Rate Flow on a Finite Dimensional Manifold," Finance, University Library of Munich, Germany, number 0303007, Mar.
- Hans Dewachter & Marco Lyrio, 2003, "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0304, Apr.
- Coval, Joshua & Pástor, Luboš & Cohen, Randolph, 2003, "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3717, Jan.
- Roberto Rigobon & Brian Sack, 2003, "The Effects of War Risk on U.S. Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9609, Apr.
- Item repec:wop:bodewp:467 is not listed on IDEAS anymore
- L. Ingber & R.P. Mondescu, 2003, "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers, Lester Ingber, number 03ai.
- Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003, "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3726, Jan.
- Yacine Ait-Sahalia & Per A. Mykland, 2003, "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 9611, Apr.
- Szeidl, Adam, 2003, "The Credibility of the Hungarian Exchange Rate Regime 1997-98," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3799, Feb.
- Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany, 2003, "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3697, Jan.
- Hairault, Jean-Olivier & Sopraseuth, Thepthida, 2003, "Exchange rate determination in a model of pricing-to-market and nontradeables," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0304.
- Li Chen & Damir Filipovic, 2003, "Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk," Finance, University Library of Munich, Germany, number 0303009, Mar.
- Balbás, Alejandro, 2002, "Pseudo-arbitraje y valoración en mercados financieros con falta de liquidez," DEE - Documentos de Trabajo. EconomÃa de la Empresa. DB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number db020202, Jan.