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Report NEP-RMG-2003-07-10
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:
- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002, "Choquet insurance pricing: a caveat," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 14-2003, Dec, revised May 2003.
- Mario Draghi & Francesco Giavazzi & Robert C. Merton, 2003, "Transparency, Risk Management and International Financial Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 9806, Jun.
- Salvatore Modica & Marco Scarsini, 2003, "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 01-2003, Jan.
- Guillermo Calvo & Frederic S. Mishkin, 2003, "The Mirage of Exchange Rate Regimes for Emerging Market Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 9808, Jun.
- Umberto Cherubini & Elisa Luciano, 2002, "Pricing Vulnerable Options with Copulas," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 06-2002, Jan.
- Alberto Alesina & Alexander Wagner, 2003, "Choosing (and reneging on) exchange rate regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 9809, Jun.
- Sergey Iskoz & Jiang Wang, 2003, "How to Tell if a Money Manager Knows More?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9791, Jun.
- Umberto Cherubini & Elisa Luciano, 2002, "Multivariate Option Pricing with Copulas," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 05-2002, Jan.
- Arie Melnik & Doron Nissim, 2003, "Debt issue costs and issue characteristics in the Eurobond market," ICER Working Papers, ICER - International Centre for Economic Research, number 09-2003, Mar.
- Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003, "Limit Order Book as a Market for Liquidity," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp321, Jan.
- Alessandra Durio & Yakov Nikitin, 2002, "Asympotic efficiency of signed - rank symmetry tests under skew alternatives," ICER Working Papers, ICER - International Centre for Economic Research, number 12-2002, Feb.
- Mark Illing & Ying Liu, 2003, "An Index of Financial Stress for Canada," Staff Working Papers, Bank of Canada, number 03-14, DOI: 10.34989/swp-2003-14.
- Enrico Diecidue & Fabio Maccheroni, 2002, "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 10-2002, Feb.
- Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003, "Government Finance in the Wake of Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 9786, Jun.
- Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers, CIRANO, number 2003s-33, Mar.
- Massimo Marinacci & Luigi Montrucchio, 2002, "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 18-2002, Apr.