Printed from https://ideas.repec.org/n/nep-rmg/2003-11-09.html
Report NEP-RMG-2003-11-09
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:
- Bertrand Rime, 2003, "The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 03.05, Jul.
- Richard Black & Colin R. Telmer, , "Liability Management Using Dynamic Portfolio Strategies," Working Papers-Department of Finance Canada, Department of Finance Canada, number 2000-01.
- Christophe Faugere & Julian Van Erlach, 2003, "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance, University Library of Munich, Germany, number 0311004, Nov.
- Gai,Prasanna & Simon Hayes & Hyun Song Shin, 2002, "Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2002-02, Feb.
- Item repec:qld:uq2002:300 is not listed on IDEAS anymore
- Jeremy Leake, 2003, "Credit spreads on sterling corporate bonds and the term structure of UK interest rates," Bank of England working papers, Bank of England, number 202, Oct.
- Item repec:cte:werepe:wb035814 is not listed on IDEAS anymore
- Naoto Kunitomo & Akihiko Takahashi, 2003, "Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-245, Nov.
- Byström, Hans & Kwon, Oh Kang, 2003, "A Simple Continuous Measure of Credit Risk," Working Papers, Lund University, Department of Economics, number 2003:14, Oct, revised 18 Jan 2005.
- D'Urso, Pierpaolo & Giordani, Paolo, 2003, "A least squares approach to Principal Component Analysis for interval valued data," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03013, Nov.
- Christophe Faugere & Julian Van Erlach, 2003, "A General Theory of Stock Market Valuation and Return," Finance, University Library of Munich, Germany, number 0311005, Nov, revised 17 May 2004.
- Fane, George & McLeod, Ross, 2001, "Banking Collapse and Restructuring in Indonesia, 1997-2001," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2001-10.
- Peter Blum & Michel Dacorogna & Lars Jaeger, 2003, "Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations," Risk and Insurance, University Library of Munich, Germany, number 0311001, Nov.
- Andrew G Haldane & Adrian Penalver & Victoria Saporta & Hyun Song Shin, 2003, "Analytics of sovereign debt restructuring," Bank of England working papers, Bank of England, number 203, Oct.
- Patrick Sabourin, , "Analyzing and Forecasting Credit Ratings: Some Canadian Evidence," Working Papers-Department of Finance Canada, Department of Finance Canada, number 1999-02.
- Patrick Georges, , "The Vasicek and CIR Models and the Expectation Hypothesis of the Interest Rate Term Structure," Working Papers-Department of Finance Canada, Department of Finance Canada, number 2003-17.
- Patrick Georges, , "Borrowing Short- or Long-Term: Does the Government Really Face a Trade-off?," Working Papers-Department of Finance Canada, Department of Finance Canada, number 2003-16.
- Peter D Spencer, , "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.