Printed from https://ideas.repec.org/n/nep-rmg/2003-05-29.html
Report NEP-RMG-2003-05-29
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:
- Item repec:att:eurcbw:2003221 is not listed on IDEAS anymore
- Item repec:att:eurcbw:2003218 is not listed on IDEAS anymore
- Allen Abrahamson, 2003, "Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options," Finance, University Library of Munich, Germany, number 0305005, May.
- Johann Burgstaller, 2003, "Interest Rate Transmission to Commercial Credit Rates in Austria," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2003-06, May.
- Piontkovsky Ruslan, 2003, "Dollarization, Inflation Volatility and Underdeveloped Financial Markets in Transition Economies," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 03-02e, May.
- George Woodward & Heather Anderson, 2003, "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/03, Apr.
- Item repec:dgr:kubcen:200348 is not listed on IDEAS anymore
- Marc Saidenberg & Til Schuermann & May, , "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-14.
- Item repec:dgr:kubcen:200346 is not listed on IDEAS anymore
- Xibin Zhang & Maxwell L. King, 2003, "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/03, Apr.
- Edward W. Piotrowski & Jan Sladkowski, , "Arbitrage Risk Induced by Transaction Costs," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 17.
- Federico Bandi & Benoit Perron, 2003, "Long memory and the relation between implied and realized volatility," Econometrics, University Library of Munich, Germany, number 0305004, May.
- Item repec:att:eurcbw:2003224 is not listed on IDEAS anymore