Printed from https://ideas.repec.org/n/nep-rmg/2003-05-08.html
Report NEP-RMG-2003-05-08
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:
- Richard L. Johnson, 2003, "An examination of rating agencies' actions around the investment-grade boundary," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 03-01.
- Rasmus Fatum & Michael M. Hutchison, , "Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 99-09.
- Michael M. Hutchison & Ilan Noy, , "Sudden Stops and the Mexican Wave: Currency Crises, Capital Flow Reversals and Output Loss in Emerging Markets," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 02-12.
- Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003, "An empirical analysis of stock and bond market liquidity," Staff Reports, Federal Reserve Bank of New York, number 164.
- Charles W. Calomiris & Joseph R. Mason, 2003, "Credit card securitization and regulatory arbitrage," Working Papers, Federal Reserve Bank of Philadelphia, number 03-7.
- Joshua V. Rosenberg, 2003, "Nonparametric pricing of multivariate contingent claims," Staff Reports, Federal Reserve Bank of New York, number 162.
- Michael M. Hutchison & Ilan Neuberger, , "How Bad Are Twins? Output Costs of Currency and Banking Crises," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 02-09.
- Roel Beetsma & Henrik Jensen, , "Risk Sharing and Moral Hazard with a Stability Pact," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 99-11.
- Item repec:att:belgnw:200222 is not listed on IDEAS anymore
- Joseph Atta-Mensah, 2003, "Collateral and Credit Supply," Staff Working Papers, Bank of Canada, number 03-11, DOI: 10.34989/swp-2003-11.
- Jeffrey H. Nilsen, , "Borrowed Reserves, Fed Funds Rate Targets, And the Term Structure," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 97-04.
- Item repec:cte:wsrepe:wb032206 is not listed on IDEAS anymore
- Item repec:att:eurcbw:2003214 is not listed on IDEAS anymore
- Michael M. Hutchison, , "European Banking Distress and EMU: Institutional and Macroeconomic Risks," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 00-04.
- Antulio N. Bomfim, 2003, "Counterparty credit risk in interest rate swaps during times of market stress," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-09.
- Michael M. Hutchison, , "A Cure Worse Than The Disease? Currency Crises and the Output Costs of IMF-Supported Stabilization Programs," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 01-09.
- Item repec:fip:fedkpw:wp02-02 is not listed on IDEAS anymore
- Torsten Sløk & Jens Peter Sørensen, , "How small shocks and heterogeneous expectations can create swings in the exchange rate," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 97-02.
- Rasmus Fatum & Michael M. Hutchison, , "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 02-11.
- Reuven Glick & Michael M. Hutchison, , "Banking and Currency Crises: How Common Are Twins?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 99-20.
- U. Michael Bergman & Michael M. Hutchison & Yin-Wong Cheung, , "Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 97-21.
- Eric J. Higgins & Joseph R. Mason, 2003, "What is the value of recourse to asset backed securities? A clinical study of credit card banks," Working Papers, Federal Reserve Bank of Philadelphia, number 03-6.
- Rasmus Fatum & Michael Hutchison, 2003, "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 9648, Apr.
- Jean Helwege & J. Nellie Liang, 2003, "Initial public offerings in hot and cold markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-04.
- Tuomas Komulainen & ) & Johanna Lukkarila, 2003, "What drives financial crises in emerging markets?," Macroeconomics, University Library of Munich, Germany, number 0304010, Apr.
- Craig H. Furfine, 2003, "When is inter-transaction time informative?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-03-04.
- Silvana Tenreyro, 2003, "On the trade impact of nominal exchange rate volatility," Working Papers, Federal Reserve Bank of Boston, number 03-2.
- Fang Cai, 2003, "Was there front running during the LTCM crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 758.
- Michael W. Brandt & Francis X. Diebold, 2003, "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 9664, May.
- Rasmus Fatum & Michael M. Hutchison, , "ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 02-10.