Report NEP-RMG-2004-01-25This 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:
- Item repec:dgr:unutaf:eifc03-33 is not listed on IDEAS anymore
- Ansgar Belke & Kai Geisslreither & Daniel Gros, 2004. "On the Relationship Between Exchange Rates and Interest Rates: Evidence from the Southern Cone," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 232/2004, Department of Economics, University of Hohenheim, Germany.
- Jaume Masoliver & Miquel Montero & Josep Perello, . "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics.
- Scholtens, Bert & Hameeteman, Daphne, 2003. "Joint default probabilities and country risk," Research Report 03E41, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Vázquez Pérez, Jesús, 2004. "Does the Term Spread play a role in the FED's reaction function? An Empirical Investigation," DFAEII Working Papers 2004-02, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Eduardo Levy Yeyati & Sergio Schmukler & Neeltje van Horen, 2003. "The Price of Inconvertible Deposits: The Stock Market Boom during the Argentine crisis"," Business School Working Papers diez, Universidad Torcuato Di Tella.
- V.V. Chari & Patrick J. Kehoe, 2004. "On the Desirability of Fiscal Constraints in a Monetary Union," NBER Working Papers 10232, National Bureau of Economic Research, Inc.
- William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG, 2004. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm5, Yale School of Management.
- Item repec:dgr:unutaf:eifc03-30 is not listed on IDEAS anymore
- Item repec:ysm:somwrk:ysm4 is not listed on IDEAS anymore
- Christiansen, Charlotte, 2003. "Volatility-Spillover E ﬀects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Antonio Díez de los Ríos, 2003. "Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets," Economic Working Papers at Centro de Estudios Andaluces E2003/51, Centro de Estudios Andaluces.
- Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2004. "The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence," Hannover Economic Papers (HEP) dp-292, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.