Report NEP-RMG-2004-01-05This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Robert J. Shiller, 2003. "The Invention of Inflation-Indexed Bonds in Early America," NBER Working Papers 10183, National Bureau of Economic Research, Inc.
- Georges Dionne, 2003. "The Foundations of Banks' Risk Regulation: a Review of the Literature," Cahiers de recherche 0346, CIRPEE.
- Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, University Library of Munich, Germany.
- Claude Lopez & David H. Papell, 2003. "Convergence to Purchasing Power Parity at the Commencement of the Euro," University of Cincinnati, Economics Working Papers Series 2003-08, University of Cincinnati, Department of Economics.
- Hiroaki Chigira & Taku Yamamoto, 2003. "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Hi-Stat Discussion Paper Series d03-07, Institute of Economic Research, Hitotsubashi University.
- Graciela L. Kaminsky, 2003. "Varieties of Currency Crises," NBER Working Papers 10193, National Bureau of Economic Research, Inc.
- Item repec:dgr:kubcen:2003122 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2003119 is not listed on IDEAS anymore
- Guillaume L¿Hégaret & Boriss Siliverstovs & Anne Neumann & Christian von Hirschhausen, 2003. "International Market Integration for Natural Gas?: A Cointegration Analysis of Prices in Europe, North America and Japan," Discussion Papers of DIW Berlin 393, DIW Berlin, German Institute for Economic Research.
- Hens Thorsten & Herings P. Jean-Jacques & Predtetchinskii Arkadi, 2003. "Limits to Arbitrage when Market Participation Is Restricted," Research Memorandum 061, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Claude Lopez & Christian J. Murray & David H. Papell, 2003. "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series 2003-07, University of Cincinnati, Department of Economics.
- Lu, Fadian & Gong, Peichen, 2002. "Optimal Stocking Level and Harvesting with Stochastic Prices," Working Paper Series 02/325, Swedish University of Agricultural Sciences, Department of Forest Economics.
- Eiji Ogawa & Kentaro Kawasaki, 2003. "What should be weights on the three major currencies for a common currency basket in East Asia?," Hi-Stat Discussion Paper Series d03-06, Institute of Economic Research, Hitotsubashi University.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series 2003-06, University of Cincinnati, Department of Economics.