Report NEP-RMG-2002-12-09

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:

• VIEILLE, Nicolas & ROSENBERG, Dinah & SOLAN, Eilon, 2002. "Stochastic games with a single controller and incomplete information," HEC Research Papers Series 754, HEC Paris.
• Ajit Singh, 2002. "Capital account liberalization, free long-term capital flows, financial crises and economic development," Working Papers wp245, Centre for Business Research, University of Cambridge.
• Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002. "Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity," Finance and Economics Discussion Series 2002-46, Board of Governors of the Federal Reserve System (U.S.).
• Busettti, F. & Harvey, A., 2002. "Testing for Drift in a Time Series," Cambridge Working Papers in Economics 0237, Faculty of Economics, University of Cambridge.
• Axel Ockenfels & Alvin E. Roth, 2001. "The Timing of Bids in Internet Auctions: Market Design, Bidder Behavior, and Artificial Agents," Papers on Strategic Interaction 2002-33, Max Planck Institute of Economics, Strategic Interaction Group.
• Reza Vaez-Zadeh & Danyang Xie & Edda Zoli, 2002. "MODIS: A Market-Oriented Deposit Insurance Scheme," Finance 0212001, University Library of Munich, Germany.
• Daniel M. Covitz & Chris Downing, 2002. "Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads," Finance and Economics Discussion Series 2002-45, Board of Governors of the Federal Reserve System (U.S.).
• Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002. "What's unique about the federal funds rate? evidence from a spectral perspective," Working Papers 2002-029, Federal Reserve Bank of St. Louis.
• VIEILLE, Nicolas & ROSENBERG, Dinah & SOLAN, Eilon, 2001. "On the maxmin value of stochastic games with imperfect monitoring," HEC Research Papers Series 760, HEC Paris.
• Hartog, Joop & Diaz-Serrano, Luis, 2002. "Earnings Risk and Demand for Higher Education: A Cross-Section Test for Spain," IZA Discussion Papers 641, Institute of Labor Economics (IZA).
• Englund, Peter & Hwang, Min & Quigley, John M., 2001. "Hedging Housing Risk," SIFR Research Report Series 2, Institute for Financial Research.
• Antoine Martin, 2001. "Liquidity provision vs. deposit insurance : preventing bank panics without moral hazard?," Research Working Paper RWP 01-05, Federal Reserve Bank of Kansas City.
• Kern Alexander, 2002. "Lessons from the rise of the US limited liability partnership," Working Papers wp255, Centre for Business Research, University of Cambridge.