Report NEP-RMG-2003-09-08

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:

• Jakob B. Madsen, 2003, "The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 03-10, Sep.
• Gilles DUFRENOT & Balazs Egert, 2003, "Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?," Development and Comp Systems, University Library of Munich, Germany, number 0309002, Sep.
• Frank X. Zhang, 2003, "What did the credit market expect of Argentina default? Evidence from default swap data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-25.
• Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003, "A SETAR model with long-memory dynamics," Econometrics, University Library of Munich, Germany, number 0309002, Sep.
• Timothy J. Kehoe, 2003, "What can we learn from the current crisis in Argentina?," Staff Report, Federal Reserve Bank of Minneapolis, number 318, DOI: 10.21034/sr.318.
• Item repec:uba:hadfwe:prod-cap_2003-04 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:techtrade_203-03 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:techtrade_2003-03 is not listed on IDEAS anymore

• Jakob B. Madsen, 2003, "The Dynamic Interaction between Equity Prices and Supply Shocks," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 03-12, Sep.
• Jean-Marie Dufour, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers, CIRANO, number 2003s-49, Jul.
• Peter Christoffersen & Kris Jacobs, 2003, "The Importance of the Loss Function in Option Valuation," CIRANO Working Papers, CIRANO, number 2003s-52, Aug.
• Item repec:fip:fedhwp:wp-03-7 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:prod-cap_203-04 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:techtrademonpol_2003-07 is not listed on IDEAS anymore

Report NEP-RMG-2003-09-08

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: