Report NEP-RMG-2003-06-16

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:

• Item repec:fip:fedhwp:wp-03-3 is not listed on IDEAS anymore

• N. Jonker, 2002. "Credit Ratings of the Banking Sector," WO Research Memoranda (discontinued) 714, Netherlands Central Bank, Research Department.
• Thomas Laubach, 2003. "New evidence on the interest rate effects of budget deficits and debt," Finance and Economics Discussion Series 2003-12, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:fip:fedhwp:wp-03-1 is not listed on IDEAS anymore

• M. Demertzis & L. de Haan, 2002. "Inflationary Risks for the Euro Area: Simulations with EUROMON," WO Research Memoranda (discontinued) 691, Netherlands Central Bank, Research Department.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2003s-26, CIRANO.
• Roberto Rigobon & Brian P. Sack, 2003. "The effects of war risk on U.S. financial markets," Finance and Economics Discussion Series 2003-18, Board of Governors of the Federal Reserve System (U.S.).
• Tudela, Merxe & Garry Young, 2003. "A Merton Model Approach to Assessing the Default Risk of UK Public Companies," Royal Economic Society Annual Conference 2003 207, Royal Economic Society.
• Item repec:fip:fedhwp:wp-03-2 is not listed on IDEAS anymore

• Item repec:fip:fedgfe:2003-9 is not listed on IDEAS anymore

• Item repec:att:eurcbw:2003226 is not listed on IDEAS anymore

• Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
• Georgarakos, Dimitris, 2003. "Risky Asset Ownership Decisions by the Elderly in the UK: Evidence from the Retirement Survey," Royal Economic Society Annual Conference 2003 84, Royal Economic Society.
• Eric Berr, 2003. "La dette des pays en développement : bilan et perspectives," Documents de travail 82, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
• Eric Ghysels & João Pereira, 2003. "On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation," CIRANO Working Papers 2003s-27, CIRANO.
• C. N. V. Krishnan & Peter H. Ritchken & James B. Thomson, 2003. "Monitoring and controlling bank risk: does risky debt serve any purpose?," Working Papers (Old Series) 0301, Federal Reserve Bank of Cleveland.