Report NEP-RMG-2003-07-21

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:

• Louis Kaplow, 2003, "The Value of a Statistical Life and the Coefficient of Relative Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 9852, Jul.
• Item repec:bcl:bclwop:cahier_etude_7 is not listed on IDEAS anymore

• Deleted, 2003, "Deleted," Finance, University Library of Munich, Germany, number 0307007, Jul, revised 27 Sep 2003.
• Jess Benhabib & Stephanie Schmitt-Grohe & Martin Uribe, 2003, "Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability," Departmental Working Papers, Rutgers University, Department of Economics, number 200304, Feb.
• Item repec:cdl:anderf:11046 is not listed on IDEAS anymore

• Ryan Lemand, 2003, "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics, University Library of Munich, Germany, number 0307002, Jul, revised 07 Dec 2020.
• Ryan Lemand, 2003, "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics, University Library of Munich, Germany, number 0307004, Jul, revised 07 Dec 2020.
• Item repec:cdl:anderf:11021 is not listed on IDEAS anymore

• Item repec:wpa:wuwpfi:0307010 is not listed on IDEAS anymore

• Item repec:ezo:ezppap:wp15 is not listed on IDEAS anymore

• Deleted, 2003, "Deleted," Finance, University Library of Munich, Germany, number 0307009, Jul, revised 27 Sep 2003.
• D. Seese & F. Schlottmann, , "The building blocks of complexity: a unified criterion and selected applications in risk management," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 14.
• Deleted, 2003, "Deleted," Finance, University Library of Munich, Germany, number 0307008, Jul, revised 27 Sep 2003.
• Item repec:cdl:anderf:11011 is not listed on IDEAS anymore

• Ryan Lemand, 2003, "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics, University Library of Munich, Germany, number 0307003, Jul, revised 07 Dec 2020.
• Roberto Chang, 2002, "Financial Crises and Political Crises," Departmental Working Papers, Rutgers University, Department of Economics, number 200229, Dec.
• Item repec:cdl:anderf:11032 is not listed on IDEAS anymore

• Item repec:cdl:anderf:11134 is not listed on IDEAS anymore

• Item repec:cdl:anderf:11155 is not listed on IDEAS anymore

• Item repec:cdl:anderf:11043 is not listed on IDEAS anymore

• Georges de Menil, 2003, "Why should the portfolios of mandatory private pension funds be captive? (the foreign investment question)," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2003-12.

Report NEP-RMG-2003-07-21

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: