Report NEP-RMG-2003-10-05

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:

• Jeanne, Olivier, 2003, "Why Do Emerging Economies Borrow in Foreign Currency?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4030, Aug.
• Devereux, Michael, 2003, "Taxing Risky Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4053, Sep.
• Gersbach, Hans, 2003, "The Optimal Capital Structure of an Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4016, Aug.
• Brännäs, Kurt, 2003, "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies, Umeå University, Department of Economics, number 614, Sep.
• Ari Aisen & Francisco José Veiga, 2003, "Does Political Instability lead to higher and more volatile inflation? A Panel Data Analysis," NIPE Working Papers, NIPE - Universidade do Minho, number 10/2003.
• Lütje, Torben & Menkhoff, Lukas, 2003, "Risk Management, Rational Herding and Institutional Investors: A Macro View," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-285, Oct.
• Jianjun Miao, 2003, "Optimal Capital Structure and Industry Dynamics," Industrial Organization, University Library of Munich, Germany, number 0310001, Oct.
• Giannetti, Mariassunta, 2003, "On the Causes of Overlending: Are Guarantees on Deposits the Culprit?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4055, Sep.
• Renato Pelessoni & Paolo Vicig, 2003, "Convex Imprecise Previsions for Risk Measurement," Risk and Insurance, University Library of Munich, Germany, number 0309001, Sep.
• Udo Broll & Peter Welzel, 2003, "A Note on Hedging a Loan Portfolio," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 250, Sep.
• Biais, Bruno & Mariotti, Thomas, 2003, "Credit, Wages and Bankruptcy Laws," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3996, Aug.
• de Jong, Frank & Schotman, Peter C, 2003, "Price Discovery in Fragmented Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3987, Jul.
• Ericsson, Jan & Reneby, Joel, 2003, "Valuing Corporate Liabilities," SIFR Research Report Series, Institute for Financial Research, number 15, Jun.
• Item repec:wpa:wuwpfi:0310002 is not listed on IDEAS anymore

• Drazen, Allan & Hubrich, Stefan, 2003, "Mixed Signals in Defending the Exchange Rate: What do the Data Say?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4050, Sep.
• Koskinen, Yrjö & Giannetti, Mariassunta, 2003, "Investor Protection and Equity-Holdings: An Explanation of Two Puzzles?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4017, Aug.
• Veronesi, Pietro & Pástor, LuboÅ¡, 2003, "Stock Prices and IPO Waves," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4002, Aug.
• Simone Varotto, 2003, "Credit risk diversification: evidence from the eurobond market," Bank of England working papers, Bank of England, number 199, Sep.
• Winslott Hiselius, Lena, 2003, "The Value of Road and Railway Safety - an Overview," Working Papers, Lund University, Department of Economics, number 2003:13, Oct.
• Robert-Paul Berben & W. Jos Jansen, 2003, "Comovement in international equity markets: A sectoral view," Finance, University Library of Munich, Germany, number 0310001, Oct.
• Panunzi, Fausto & Mueller, Holger, 2003, "Tender Offers and Leverage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3964, Jul.
• Flood, Robert P & Rose, Andrew, 2003, "Financial Integration: A New Methodology and an Illustration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4027, Aug.
• Prasanna Gai & Hyun Song Shin, 2003, "Debt maturity structure with pre-emptive creditors," Bank of England working papers, Bank of England, number 201, Sep.
• Favero, Carlo A. & Aiolfi, Marco, 2003, "Model Uncertainty, Thick Modelling and the Predictability of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3997, Aug.

Report NEP-RMG-2003-10-05

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: