Report NEP-RMG-2002-10-23

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Antoni Bosch-Domènech & Joaquim Silvestre, 2002. "Reflections on gains and losses: A 2x2x7 experiment," Economics Working Papers 640, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2005.
• Riad Dahel, "undated". "On the Predictability of Currency Crises: The Use of Indicators in the Case of Arab Countries," API-Working Paper Series 0003, Arab Planning Institute - Kuwait, Information Center.
• Sanvicente, A.Z., 2001. "Gestão de carteiras de fundos de investimento: análise empírica da gestão de exposição a riscos diante de um evento marcante," Finance Lab Working Papers flwp_36, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Jordi Caballé & Joan Esteban, 2002. "Stochastic dominance and absolute risk aversion," Economics Working Papers 643, Department of Economics and Business, Universitat Pompeu Fabra.
• Item repec:crr:crrwps:2002-01 is not listed on IDEAS anymore

• Mollica, M & Pedro L. Valls Pereira, 2001. "Evaluating Value-at-Risk Models: a comparison between traditional models and conditional variance models," Finance Lab Working Papers flwp_35, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Brito, R. & Flores, R., 2001. "A Jump Difusion Yield Factor Model of Interest Rate," Finance Lab Working Papers flwp_37, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Jean-Grégoire Bernard & Benoit Aubert & Simon Bourdeau & Éric Clément & Caroline Debuissy & Marie-Josée Dumoulin & Marc Laberge & Nathalie de Marcellis-Warin & Ingrid Peignier, 2002. "Le risque : un modèle conceptuel d'intégration," CIRANO Project Reports 2002rp-16, CIRANO.
• M. Nagy Eltony, "undated". "Oil Price Fluctuations and their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model," API-Working Paper Series 9908, Arab Planning Institute - Kuwait, Information Center.
• Sanvicente, A. Z., 2001. "É importante saber qual é o benchmark de seu fundo de ações?," Finance Lab Working Papers flwp_41, Finance Lab, Insper Instituto de Ensino e Pesquisa.
• Riad Dahel, "undated". "Project Financing and Risk Analysis," API-Working Paper Series 9702, Arab Planning Institute - Kuwait, Information Center.
• Philippe Martin & Helene Rey, 2002. "Financial Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 9288, National Bureau of Economic Research, Inc.
• Riad Dahel, "undated". "Volatility in Arab Stock Market," API-Working Paper Series 9905, Arab Planning Institute - Kuwait, Information Center.