Printed from https://ideas.repec.org/n/nep-rmg/2003-09-28.html
Report NEP-RMG-2003-09-28
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:
- Malcolm Baker & Jeffrey Wurgler, 2003, "Appearing and Disappearing Dividends: The Link to Catering Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 9995, Sep.
- Maria Helena Lopes Moreira da Veiga, 2003, "Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 585.03, Sep.
- Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
- Item repec:iim:iimawp:2003-08-03 is not listed on IDEAS anymore
- Leora Friedberg & Anthony Webb, 2003, "Retirement and the Evolution of Pension Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 9999, Sep.
- Nicholas Barberis & Ming Huang & Richard Thaler, 2003, "Individual Preferences, Monetary Gambles and the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 9997, Sep.
- Chris D'Souza & Charles Gaa & Jing Yang, 2003, "An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds," Staff Working Papers, Bank of Canada, number 03-28, DOI: 10.34989/swp-2003-28.
- Andrew D. Sanford & Gael M. Martin, 2003, "Simulation-Based Bayesian Estimation of Affine Term Structure Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/03, Sep.
- Rainald Borck, 2003, "On the Choice of Public Pensions when Income and Life Expectancy Are Correlated," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 369.
- Jeannette H.C. Woerner, 2003, "Purely discontinuous Levy processes and power variation: inference for integrated volatility and the scale parameter," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003mf08.
- Philip Arestis & Malcolm Sawyer, 2003, "Inflation Targeting: A Critical Appraisal," Macroeconomics, University Library of Munich, Germany, number 0309015, Sep.