Printed from https://ideas.repec.org/n/nep-rmg/2004-03-07.html
Report NEP-RMG-2004-03-07
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:
- Item repec:dgr:kubcen:200412 is not listed on IDEAS anymore
- Terence D.Agbeyegbe, 2003, "The tail behavior of stock index return on the Jamaican Stock Exchange," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 305.
- Óscar Bajo Rubio & Carmen Díaz Roldán & Vicente Esteve, 2004, "Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/05.
- Marcio Garcia & Roberto Rigobon, 2004, "A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10336, Mar.
- Daniel M. Covitz & Paul Harrison, 2003, "Testing conflicts of interest at bond rating agencies with market anticipation: evidence that reputation incentives dominate," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-68.
- Item repec:cfs:cfswop:wp200331 is not listed on IDEAS anymore
- Galeano, Pedro & Peña, Daniel, 2004, "Variance changes detection in multivariate time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws041305, Feb.
- William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004, "Portfolio Diversification and City Agglomeration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10343, Mar.
- Oren Sussman & Javier Suarez, 2004, "Financial Distress, Bankruptcy Law and the Business Cycle," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe07.
- Geir Hoidal Bjonnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2003, "Volume and Volatility in the FX Market: Does it matter who you are?," Working Paper, Norges Bank, number 2003/7, Aug.
- Brian Knight, 2004, "Are Policy Platforms Capitalized into Equity Prices? Evidence from the Bush/Gore 2000 Presidential Election," NBER Working Papers, National Bureau of Economic Research, Inc, number 10333, Mar.
- Arie Melnik & Doron Nissim, 2004, "Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration," ICER Working Papers, ICER - International Centre for Economic Research, number 03-2004, Feb.
- Geir Hoidal Bjonnes & Dagfinn Rime, 2003, "Dealer Behavior and Trading Systems in Foreign Exchange Markets," Working Paper, Norges Bank, number 2003/10, Nov.
- William N. Goetzmann, 2004, "Fibonacci and the Financial Revolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 10352, Mar.
- Item repec:dgr:kubcen:200417 is not listed on IDEAS anymore
- Thadavillil Jithendranathan, 2004, "Time-varying Correlations of Russian and U.S. Equity Returns," International Finance, University Library of Munich, Germany, number 0403006, Mar.
- Kjersti-Gro Lindquist, 2003, "Banks’ buffer capital: How important is risk?," Working Paper, Norges Bank, number 2003/11, Dec.