Printed from https://ideas.repec.org/n/nep-rmg/2004-04-04.html
Report NEP-RMG-2004-04-04
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:
- Fernandez, Pablo, 2004, "On the instability of betas: The case of Spain," IESE Research Papers, IESE Business School, number D/548, Mar.
- Giulio Bottazzi & Maria Giovanna Devetag, 2003, "Expectations Structure in Asset Pricing Experiments," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2003/19, Dec.
- Jonathan Dark, 2004, "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/04, Mar.
- Korkut Erturk, 2003, "On the Changing Nature of Currency Crises," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2003_02.
- Item repec:dgr:kubcen:200418 is not listed on IDEAS anymore
- Wendy Edelberg, 2004, "Testing for adverse selection and moral hazard in consumer loan markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-09.
- Item repec:fip:fedfap:2004-03 is not listed on IDEAS anymore
- Jonathan Dark, 2004, "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/04, Mar.
- Edward Nelson, 2004, "The Great Inflation of the seventies: what really happened?," Working Papers, Federal Reserve Bank of St. Louis, number 2004-001, DOI: 10.20955/wp.2004.001.
- Shaheen Rafi Khan & Mavash Qureshi & Shahrukh Rafi Khan, 2003, "Trade and the Environment: Win-Win for the South," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2003_12.
- John D. Burger & Francis E. Warnock, 2004, "Foreign participation in local-currency bond markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 794.
- Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers, University of Copenhagen. Department of Economics, number 04-07, Mar.
- Korkut Erturk, 2003, "Asset Price Bubbles, Liquidity Preference and the Business Cycle," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2003_09.
- Jonathan Dark, 2004, "Basis convergence and long memory in volatility when dynamic hedging with SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/04, Mar.
- Item repec:dgr:kubcen:200419 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200420 is not listed on IDEAS anymore
- Andrew Atkeson & Patrick J. Kehoe, 2004, "Deflation and depression: is there an empirical link?," Staff Report, Federal Reserve Bank of Minneapolis, number 331, DOI: 10.21034/sr.331.
- Fang Cai & Francis E. Warnock, 2004, "International diversification at home and abroad," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 793.
- Jonathan Dark, 2004, "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/04, Mar.
- Gaspar, Raquel M., 2004, "General Quadratic Term Structures of Bond, Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 559, Mar.