Report NEP-RMG-2004-10-18This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data," Finance 0409056, EconWPA.
- Marcello SPANO', 2003. "Productivity shocks and hedging: theory and evidence," Departmental Working Papers 2003-26, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Marina Resta, 2004. "Multifractal analysis of Power Markets. Some empirical evidence," Econometrics 0410002, EconWPA.
- David S. Bieri & Ludwig B. Chincarini, 2004. "Riding the Yield Curve: Diversification of Strategies," Finance 0410002, EconWPA.
- Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004. "Cross-Border Diversification in Bank Asset Portfolios," Working Paper 2004/11, Norges Bank.
- Kyri Kyriacou & Jacob Madsen & Bryan Mase, 2004. "The Equity Premium," Economics and Finance Discussion Papers 04-10, Economics and Finance Section, School of Social Sciences, Brunel University.