Report NEP-RMG-2003-02-24

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:

• Item repec:dgr:umamet:2002063 is not listed on IDEAS anymore

• Michael Haliassos, 2002. "Stockholding: Recent Lessons from Theory and Computations," University of Cyprus Working Papers in Economics 0206, University of Cyprus Department of Economics.
• Pouchkarev, I. & Spronk, J. & van Vliet, P., 2003. "Portfolio Return Characteristics of Different Industries," ERIM Report Series Research in Management ERS-2003-014-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.
• Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market," NBER Working Papers 9515, National Bureau of Economic Research, Inc.
• Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," University of Cyprus Working Papers in Economics 0209, University of Cyprus Department of Economics.
• Albrecht, Peter, 2003. "Risk Measures," Sonderforschungsbereich 504 Publications 03-01, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Stephen Morris & Hyun Song Shin, 2003. "Catalytic Finance: When Does It Work?," Cowles Foundation Discussion Papers 1400, Cowles Foundation for Research in Economics, Yale University.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003. "The Daily Market for Funds in Europe: What Has Changed with the EMU?," UFAE and IAE Working Papers 559.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• David Nash, 2003. "Determinants of the use of financial incentives in investment banking," Working Papers wp256, Centre for Business Research, University of Cambridge.
• Elias Tzavalis & Shijun Wang, 2003. "Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary," Working Papers 488, Queen Mary University of London, School of Economics and Finance.
• Patricia Alvarez-Plata & Mechthild Schrooten, 2003. "Mis-Leading Indicators?: The Argentinean Currency Crisis," Discussion Papers of DIW Berlin 327, DIW Berlin, German Institute for Economic Research.
• Haider Ali Khan, 2003. "The Mangled Miracle and the Alchemy of Finance," CIRJE F-Series CIRJE-F-191, CIRJE, Faculty of Economics, University of Tokyo.
• Kleimeier, S. & Megginson, W.L., 2002. "An empirical analysis of limited recourse project finance," Research Memorandum 066, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc.
• Mei Xue & Patrick T. Harker, 2003. "Service Co-Production, Customer Efficiency and Market Competition," Center for Financial Institutions Working Papers 03-03, Wharton School Center for Financial Institutions, University of Pennsylvania.
• Item repec:dgr:kubcen:20038 is not listed on IDEAS anymore

• Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc.
• Sebastian Edwards & Igal Magendzo, 2003. "A Currency of One's Own? An Empirical Investigation on Dollarization and Independent Currency Unions," NBER Working Papers 9514, National Bureau of Economic Research, Inc.
• Huizinga Harry & Nicodeme Gaetan, 2003. "Deposit insurance and international bank deposits," International Finance 0302001, University Library of Munich, Germany.
• Haselmann, Rainer & Holle, Stephanie & Kool, Clemens & Ziesemer, Thomas, 2002. "Sovereign Risk and Simple Debt Dynamics: The Case of Brazil and Argentina," Research Memorandum 034, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
• David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin, 2003. "Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms," Monash Econometrics and Business Statistics Working Papers 6/03, Monash University, Department of Econometrics and Business Statistics.
• Albrecht, Peter, 2003. "Risk Based Capital Allocation," Sonderforschungsbereich 504 Publications 03-02, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Item repec:dgr:umamer:2003002 is not listed on IDEAS anymore

• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics.