Report NEP-RMG-2002-11-04

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," FRB Atlanta Working Paper 2002-14, Federal Reserve Bank of Atlanta.
• Brunekreeft, G., 2002. "Regulatory Threat in Vertically Related Markets; The Case of German Electricity," Cambridge Working Papers in Economics 0228, Faculty of Economics, University of Cambridge.
• Robin Brooks & Marco Del Negro, 2002. "The rise in comovement across national stock markets: market integration or IT bubble?," FRB Atlanta Working Paper 2002-17, Federal Reserve Bank of Atlanta.
• Item repec:fip:fedfpb:02-02 is not listed on IDEAS anymore

• Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002. "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series 157, European Central Bank.
• Devereux, M.B. & Lane, P.R., 2002. "Understanding Bilateral Exchange Rate Volatility," CEG Working Papers 20025, Trinity College Dublin, Department of Economics.
• Thomas D. Willett, 2002. "Fear of Floating Needn't Imply Fixed Rates: Feasible Options for Intermediate Exchange Rate Regimes," Claremont Colleges Working Papers 2002-18, Claremont Colleges.
• Isriya Nitithanprapas & Thomas D. Willett, 2002. "Classifying Exchange Rate Regimes," Claremont Colleges Working Papers 2002-22, Claremont Colleges.
• Francis A. Longstaff, 2002. "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," NBER Working Papers 9312, National Bureau of Economic Research, Inc.
• Malcolm, Gerard, 1998. "Modeling Country Risk and Capital Flows in GTAP," GTAP Technical Papers 316, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University.
• Omar F. Saqib, 2002. "Interpreting Currency Crises: A Review of Theory, Evidence, and Issues," Discussion Papers of DIW Berlin 303, DIW Berlin, German Institute for Economic Research.
• Thomas D. Willett, 2002. "Why Is There So Much Disagreement About the IMF and Reform of the International Financial Architecture?," Claremont Colleges Working Papers 2002-20, Claremont Colleges.
• Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis.
• Item repec:crr:crrwps:2000-08 is not listed on IDEAS anymore

• Campa, Jose M., 2002. "Exchange rate crises and bilateral trade flows in Latin America," IESE Research Papers D/470, IESE Business School.
• Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
• Douglas D. Evanoff & Larry D. Wall, 2002. "Subordinated debt and prompt corrective regulatory action," FRB Atlanta Working Paper 2002-18, Federal Reserve Bank of Atlanta.
• Carlos Arteta, 2002. "Exchange rate regimes and financial dollarization: does flexibility reduce bank currency mismatches?," International Finance Discussion Papers 738, Board of Governors of the Federal Reserve System (U.S.).
• Kevin J. Stiroh, 2002. "Diversification in banking: is noninterest income the answer?," Staff Reports 154, Federal Reserve Bank of New York.
• Omar F. Saqib, 2002. "An Investigation into the 1999 Collapse of the Brazilian Real," Discussion Papers of DIW Berlin 304, DIW Berlin, German Institute for Economic Research.
• Jaume Ventura, 2002. "Bubbles and Capital Flows," NBER Working Papers 9304, National Bureau of Economic Research, Inc.
• Newbery, D., 2002. "Regulatory Challenges to European Electricity Liberalisation," Cambridge Working Papers in Economics 0230, Faculty of Economics, University of Cambridge.
• Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," International Finance Discussion Papers 739, Board of Governors of the Federal Reserve System (U.S.).