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Report NEP-RMG-2006-01-29
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:
- Suarez, Javier & Ceron, Jose A., 2006, "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5411, Jan.
- P N Smith & S Sorensen & M R Wickens, 2006, "The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility," Discussion Papers, Department of Economics, University of York, number 06/04, Jan.
- Yu-Fu Chen & Michael Funke & Kadri Männasoo, 2006, "Extracting Leading Indicators of Bank Fragility from Market Prices – Estonia Focus," CESifo Working Paper Series, CESifo, number 1647.
- Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran, 2006, "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5462, Jan.
- Wolfers, Justin & Gürkaynak, Refet, 2006, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5466, Jan.
- Danthine, Jean-Pierre & Siconolfi, Paolo & Donaldson, John B, 2005, "Distribution Risk and Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5425, Dec.