Printed from https://ideas.repec.org/n/nep-rmg/2006-03-18.html
Report NEP-RMG-2006-03-18
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:
- Long Chen & Hui Guo & Lu Zhang, 2006, "Equity market volatility and expected risk premium," Working Papers, Federal Reserve Bank of St. Louis, number 2006-007, DOI: 10.20955/wp.2006.007.
- Hui Guo & Christopher J. Neely, 2006, "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers, Federal Reserve Bank of St. Louis, number 2006-006, DOI: 10.20955/wp.2006.006.
- Dilip mookerhjee, 2005, "New Directions in Development Economics: Theory or Empirics? - Is There Too Little Theory in Development Economics?," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-028, Aug.
- Massimo Guidolin & Giovanna Nicodano, 2005, "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 41, Feb.
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005, "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 40, Mar.
- Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006, "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-09, Mar.