Report NEP-RMG-2002-11-28

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:

• ROCKINGER, Michael & JONDEAU, Eric, 2001. "Portfolio allocation in transition economies," HEC Research Papers Series 740, HEC Paris.
• Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers 9348, National Bureau of Economic Research, Inc.
• Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Staff Working Papers 02-34, Bank of Canada.
• Philippe Bacchetta & Eric van Wincoop, 2002. "Why Do Consumer Prices React less than Import Prices to Exchange Rates?," Working Papers 02.05, Swiss National Bank, Study Center Gerzensee.
• Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002. "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance 0211003, University Library of Munich, Germany, revised 28 Nov 2002.
• Paul Hallwood & Ian W. Marsh & Jorg Scheibe, 2001. "Official Dollarization in Latin America: Could it Work?," Working papers 2001-06, University of Connecticut, Department of Economics.
• Yongil Jeon & Stephen M. Miller, 2002. "The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks," Working papers 2002-32, University of Connecticut, Department of Economics.
• Maurice Obstfeld & Alan M. Taylor, 2002. "Sovereign Risk, Credibility and the Gold Standard: 1870-1913 versus 1925-31," NBER Working Papers 9345, National Bureau of Economic Research, Inc.
• ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," HEC Research Papers Series 739, HEC Paris.
• Liliane Karlinger, 2002. "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Staff Working Papers 02-35, Bank of Canada.
• Item repec:han:dpaper:dp-266 is not listed on IDEAS anymore

• P. Kalonga Stambuli, 2002. "Causes and consequences of the 1982 Third World Debt Crisis," International Finance 0211005, University Library of Munich, Germany.
• WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics.
• Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, University Library of Munich, Germany.
• Naoto Kunitomo & Akoihiko Takahashi, 2002. ""On Recent Developments in Mathematical Finance" (in Japanese)," CIRJE J-Series CIRJE-J-84, CIRJE, Faculty of Economics, University of Tokyo.
• Langer, Thomas & Nauhauser, Niels, 2002. "Zur Bedeutung von Cost-Average-Effekten bei Einzahlungsplänen und Portefeuilleumschichtungen," Sonderforschungsbereich 504 Publications 02-50, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Dmitry Baryshevsky, 2002. "How to work in the uncertain market conditions," Finance 0211007, University Library of Munich, Germany, revised 22 Nov 2002.
• Baquero, G. & ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," ERIM Report Series Research in Management ERS-2002-104-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics.