Printed from https://ideas.repec.org/n/nep-rmg/2004-02-08.html
Report NEP-RMG-2004-02-08
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:
- Carmen M. Reinhart & Kenneth S. Rogoff, 2004, "Serial Default and the "Paradox" of Rich to Poor Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 10296, Feb.
- Leonardo Gambacorta, 2004, "How Do Banks Set Interest Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10295, Feb.
- George Haynes & Charles Ou, 2003, "Uses of Equity Capital by Small Firms—Findings from the Surveys of Small Business Finances (for 1993 & 1998)," The Office of Advocacy Small Business Working Papers, U.S. Small Business Administration, Office of Advocacy, number 03co.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004, "A Model to Analyse Financial Fragility: Applications," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe05.
- Jonathan B. Hill, 2004, "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics, University Library of Munich, Germany, number 0402004, Feb, revised 05 Aug 2005.
- René Garcia & Eric Ghysels & Eric Renault, 2004, "The Econometrics of Option Pricing," CIRANO Working Papers, CIRANO, number 2004s-04, Jan.
- Item repec:dgr:kubcen:20044 is not listed on IDEAS anymore
- Daniella Acker & Nigel W. Duck, 2004, "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/557, Jan.
- Andrea Morone, 2004, "Comparison of Mean-Variance theory and Expected-Utility theory through a Laboratory Experiment," Experimental, University Library of Munich, Germany, number 0402001, Feb.
- Daniel Levy, 2004, "Cointegration in Frequency Domain," Econometrics, University Library of Munich, Germany, number 0402005, Feb.
- Alan J. Auerbach, 2004, "How Much Equity Does the Government Hold?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10291, Feb.