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Report NEP-RMG-2003-07-13
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:dgr:eureir:2003325 is not listed on IDEAS anymore
- Thilo Pausch, 2003, "Bank's Assets and Liabilities Management with Multiple Sources of Risk," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 245, Jul.
- Luis Eduardo Arango & Yanneth R.Betancourth, 2002, "A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt," Borradores de Economia, Banco de la Republica de Colombia, number 216, Aug, DOI: 10.32468/be.216.
- Koren, Miklós & Szeidl, Adam, 2003, "Portfolio Choice with Illiquid Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3795, Feb.
- Michael Sattinger, 2003, "Brokers and the Equilibrium Price Function," Discussion Papers, University at Albany, SUNY, Department of Economics, number 03-11.
- Laurent Calvet & Adlai Fisher, 2003, "Regime-Switching and the Estimation of Multifractal Processes," NBER Working Papers, National Bureau of Economic Research, Inc, number 9839, Jul.
- Li Chen & Damir Filipovic, 2003, "Credit Derivatives in an Affine Framework," Finance, University Library of Munich, Germany, number 0307002, Jul.
- Alberto Carrasquilla & Andrés F. Arias, 1996, "Tipo de Cambio Real en Colombia: ¿Qué pasó?," Borradores de Economia, Banco de la Republica de Colombia, number 064, Nov, DOI: 10.32468/be.64.
- Item repec:dnb:wormem:728 is not listed on IDEAS anymore
- Marin, Dalia & Xu, Cheng-Gang & Huang, Haizhou, 2003, "Financial Crisis, Economic Recovery and Banking Development in Former Soviet Union Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3794, Feb.
- Item repec:dnb:ressup:51 is not listed on IDEAS anymore
- Bacchetta, Philippe & van Wincoop, Eric, 2003, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3808, Feb.
- Marcel Boyer & Peter Christoffersen & Pierre Lasserre & Andrey Pavlov, 2003, "Value creation, risk management, and real options," CIRANO Burgundy Reports, CIRANO, number 2003rb-02, Mar.
- Alberto Carrasquilla, 1997, "An Exchange Rate Band in Times of Turbulence: Colombia 1991-96," Borradores de Economia, Banco de la Republica de Colombia, number 070, Mar, DOI: 10.32468/be.70.
- Item repec:dnb:ressup:49 is not listed on IDEAS anymore
- Farah, N. & Satchell, S.E., 2003, "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0333, Jul.
- Acharya, Viral & Yorulmazer, Tanju, 2003, "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3743, Feb.
- Peter R. Crabb, 2003, "EXCHANGE RATES AND INVESTMENT BY MULTINATIONAL CORPORATIONS: A Firm-Level Test of the Imperfect Capital Markets Result," International Trade, University Library of Munich, Germany, number 0307001, Jul.
- Kilian, Lutz & Manganelli, Simone, 2003, "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3918, Jun.
- Margarida Abreu, 2003, "Contagion Phenomena in Financial Crises: Evidence from the Portuguese and Spanish Exchange Rate Crises in the Early Nineties," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2003/05.