Report NEP-RMG-2005-04-30

This 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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Christian Gollier, 2005. "Some Aspects of the Economics of Catastrophe Risk Insurance," CESifo Working Paper Series 1409, CESifo.
• Item repec:esx:essedp:594 is not listed on IDEAS anymore

• Roger Gay, 2005. "Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index," Monash Econometrics and Business Statistics Working Papers 8/05, Monash University, Department of Econometrics and Business Statistics.
• Colm Kearney & Margaret Lynch, 2005. "Are International Equity Markets Really Skewed?," The Institute for International Integration Studies Discussion Paper Series iiisdp040, IIIS.
• Martin T. Bohl & Janusz Brzeszczynski, 2005. "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers 0501, Centre for Economic Reform and Transformation, Heriot Watt University.
• Brian Lucey & Raj Aggarwal, 2005. "Psychological Barriers in Gold Prices," The Institute for International Integration Studies Discussion Paper Series iiisdp053, IIIS.
• Brian Lucey & Svitlana Voronkova, 2005. "Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998," The Institute for International Integration Studies Discussion Paper Series iiisdp054, IIIS.
• Brian Lucey & Edel Tully, 2005. "The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998," The Institute for International Integration Studies Discussion Paper Series iiisdp055, IIIS.
• Brian Lucey & Edel Tully, 2005. "Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?," The Institute for International Integration Studies Discussion Paper Series iiisdp056, IIIS.
• Brian Lucey & Edel Tully, 2005. "Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002," The Institute for International Integration Studies Discussion Paper Series iiisdp057, IIIS.
• Silvio John Camilleri & Christopher J. Green, 2005. "An Analysis of the Impacts of Non-Synchronous Trading On," Finance 0504020, University Library of Munich, Germany.