Printed from https://ideas.repec.org/n/nep-rmg/2007-07-20.html
Report NEP-RMG-2007-07-20
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Guang Bi & David E. Giles, 2007, "An Application of Extreme Value Theory to U.S. Movie Box Office Returns," Econometrics Working Papers, Department of Economics, University of Victoria, number 0705, Jul.
- Francesco Audrino & Fabio Trojani, 2007, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-25, Apr.
- Francesco Audrino & Fabio Trojani, 2007, "Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-24, Jun.
- Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007, "The Fundamentals of Commodity Futures Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13249, Jul.
- Campbell, John Y & Schwartz, Allie, 2007, "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6390, Jul.
- John Donaldson & Rajnish Mehra, 2007, "Risk Based Explanations of the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 13220, Jul.
- Ville, Simon, 2006, "The Equity Premium Puzzle: Australia and the United States in Comparative Perspective," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-25.
- Ferrara, Laurent, 2006, "A real-time recession indicator for the Euro area," MPRA Paper, University Library of Munich, Germany, number 4042, Jun.
- Andrew K. Rose & Saktiandi Supaat, 2007, "Fertility and the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 13263, Jul.
- Tomer Shachmurove & Yochanan Shachmurove, 2007, "In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-019, Jul.
- Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-22, May.
- Item repec:dgr:eureri:300011417 is not listed on IDEAS anymore