Report NEP-RMG-2003-01-05

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:

• Aubhik Khan & Robert King & Alexander L. Wolman, 2002. "Optimal monetary policy," Working Papers 02-19, Federal Reserve Bank of Philadelphia.
• Lamon Rutten, 2003. "The feasibility of an international tropical plywood futures contract," Risk and Insurance 0301001, University Library of Munich, Germany.
• Lamon Rutten, 2003. "The effectiveness and usefulness for commodity-dependent countries of new tools in commodity markets: risk management and collateralized finance," Finance 0301003, University Library of Munich, Germany.
• J. David Cummins & Christopher M. Lewis, 2002. "Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance," Center for Financial Institutions Working Papers 02-40, Wharton School Center for Financial Institutions, University of Pennsylvania.
• Eli Ofek & Matthew Richardson & Robert F. Whitelaw, 2003. "Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets," NBER Working Papers 9423, National Bureau of Economic Research, Inc.
• Barry Eichengreen & David Leblang, 2003. "Capital Account Liberalization and Growth: Was Mr. Mahathir Right?," NBER Working Papers 9427, National Bureau of Economic Research, Inc.
• Lamon Rutten, 2003. "Potential applications of structured commodity financing techniques for banks in developing countries," Finance 0301002, University Library of Munich, Germany.
• Marc P. Giannoni & Michael Woodford, 2003. "Optimal Interest-Rate Rules: II. Applications," NBER Working Papers 9420, National Bureau of Economic Research, Inc.
• Michael Dotsey & Andreas Hornstein, 2002. "Should optimal discretionary monetary policy look at money?," Working Paper 02-04, Federal Reserve Bank of Richmond.
• Item repec:fip:fedfap:2002-15 is not listed on IDEAS anymore

• Item repec:wop:calsdi:2002-19 is not listed on IDEAS anymore

• Aubhik Khan & Julia K. Thomas, 2002. "Inventories and the business cycle: an equilibrium analysis of (S,s) policies," Working Papers 02-20, Federal Reserve Bank of Philadelphia.
• Lamon Rutten, 2003. "New types of non-trade related participation in commodity futures markets," Finance 0301004, University Library of Munich, Germany.
• Sean D. Campbell & Francis X. Diebold, 2002. "Weather Forecasting for Weather Derivatives," Center for Financial Institutions Working Papers 02-42, Wharton School Center for Financial Institutions, University of Pennsylvania.
• Marcelo Bianconi, 2003. "Private Information, Growth and Asset Prices with Stochastic Disturbances," Discussion Papers Series, Department of Economics, Tufts University 0301, Department of Economics, Tufts University.
• Itay Goldstein & Assaf Razin, 2003. "An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare," NBER Working Papers 9426, National Bureau of Economic Research, Inc.
• Tuuli Koivu, 2002. "Do efficient banking sectors accelerate economic growth in transition countries?," Macroeconomics 0212013, University Library of Munich, Germany.
• Item repec:fip:fedfap:2002-19 is not listed on IDEAS anymore

• Harvey, A. & Bates, D., 2003. "Multivariate Unit Root Tests and Testing for Convergence," Cambridge Working Papers in Economics 0301, Faculty of Economics, University of Cambridge.