Report NEP-RMG-2005-12-20

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005, "Do European Stock Markets Affect Latin American Stock Markets?," Finance, University Library of Munich, Germany, number 0512017, Dec.
• Ooghe, H. & Spaenjers, C. & Pieter vandermoere, 2005, "Business failure prediction: simple-intuitive models versus statistical models," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2005-22, Dec.
• Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005, "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche, CIRPEE, number 0533.
• Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005, "The Myth of Long-Horizon Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 11841, Dec.
• Item repec:iim:iimawp:2005-12-03 is not listed on IDEAS anymore