Printed from https://ideas.repec.org/n/nep-rmg/2004-09-05.html
Report NEP-RMG-2004-09-05
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:gen:geneem:2004.05 is not listed on IDEAS anymore
- Austin Kelly, 2004, "Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac," Finance, University Library of Munich, Germany, number 0409001, Sep.
- Edward W. Piotrowski, , "The Attainability of an Financial Instrument and Financial Risk (in Polish)," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 114pl.
- Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004, "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance, University Library of Munich, Germany, number 0409003, Sep.
- John Kambhu, 2004, "Trading risk and volatility in interest rate swap spreads," Staff Reports, Federal Reserve Bank of New York, number 178.
- Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier, 2004, "The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach," Finance, University Library of Munich, Germany, number 0409002, Sep.
- Andersson, Patric, 2004, "How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers," SSE/EFI Working Paper Series in Business Administration, Stockholm School of Economics, number 2004:9, Aug.
- Edin, Per-Anders & Gustavsson, Magnus, 2004, "Time Out of Work and Skill Depreciation," Working Paper Series, Uppsala University, Department of Economics, number 2004:14, Sep.