Printed from https://ideas.repec.org/n/nep-rmg/2004-02-29.html
Report NEP-RMG-2004-02-29
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:
- Simon Buckle & Erin Campbell, 2003, "Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit," Bank of England Staff Working Paper series, Bank of England, number 209, Dec.
- Zechner, Josef & Dangl, Thomas, 2003, "Credit Risk and Dynamic Capital Structure Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 4132, Dec.
- Wickens, Michael R., 2003, "Microeconomic Sources of Equity Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 4070, Sep.
- Eklund, Bruno & Teräsvirta, Timo, 2003, "Testing constancy of the error covariance matrix in vector models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 549, Nov, revised 18 Jan 2006.
- Item repec:dnb:mebser:2003-16 is not listed on IDEAS anymore
- Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003, "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 4133, Dec.
- Timmermann, Allan & Lunde, Asger, 2003, "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 4104, Nov.
- Prat, Andrea & Dasgupta, Amil, 2003, "Trading Volume with Career Concerns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4034, Sep.
- Roberto Blanco & Simon Brennan & Ian W Marsh, 2004, "An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps," Bank of England Staff Working Paper series, Bank of England, number 211, Feb.
- Flandreau, Marc & Sussman, Nathan, 2004, "Old Sins: Exchange Rate Clauses and European Foreign Lending in the 19th Century," CEPR Discussion Papers, Centre for Economic Policy Research, number 4248, Feb.
- Weber, Martin & Norden, Lars, 2004, "Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 4250, Feb.
- Item repec:dnb:mebser:2003-17 is not listed on IDEAS anymore
- Palomino, Frédéric & Sadrieh, Abdolkarim, 2004, "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 4231, Feb.
- Acharya, Viral & Bharath, Sreedhar T & Srinivasan, Anand, 2003, "Understanding the Recovery Rates on Defaulted Securities," CEPR Discussion Papers, Centre for Economic Policy Research, number 4098, Oct.
- Weber, Martin & Langer, Thomas, 2003, "Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 4084, Oct.
- Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004, "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers, Centre for Economic Policy Research, number 4165, Jan.
- Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003, "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4091, Oct.
- Silviu Iulian Alb, 2004, "Would the CAPM Hold in a Risk-Indifferent World?," Finance, University Library of Munich, Germany, number 0402020, Feb.
- Bofinger, Peter & Schmidt, Robert, 2004, "Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the ?/US$ Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 4235, Feb.
- Perotti, Enrico & Driessen, Joost, 2004, "Confidence Building on Euro Conversion: Theory and Evidence from Currency Options," CEPR Discussion Papers, Centre for Economic Policy Research, number 4180, Jan.
- Simon Gilchrist & Charles P. Himmelberg & Gur Huberman, 2004, "Do stock price bubbles influence corporate investment?," Staff Reports, Federal Reserve Bank of New York, number 177.
- Marsh, Ian W & Wagner, Wolf, 2004, "Credit Risk Transfer and Financial Sector Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 4265, Feb.
- Söderlind, Paul, 2003, "C-CAPM and the Cross-Section of Sharpe Ratios," CEPR Discussion Papers, Centre for Economic Policy Research, number 4067, Sep.