Report NEP-RMG-2003-03-03

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:

• Michael PEDERSEN, 2002. "Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?," Economics Working Papers ECO2002/17, European University Institute.
• John D. Burger & Francis E. Warnock, 2003. "Diversification, original sin, and international bond portfolios," International Finance Discussion Papers 755, Board of Governors of the Federal Reserve System (U.S.).
• Edgar L. Feige, 2003. "The Dynamics of Currency Substitution, Asset Substitution and De facto Dollarization and Euroization in Transition Countries," Macroeconomics 0302005, University Library of Munich, Germany.
• Plamen Yossifov, 2003. "Selective Credit Controls And The Money Supply Process In Transitional Economies: The Case Of Bulgaria," Macroeconomics 0302006, University Library of Munich, Germany.
• U Schmidt & H Zank, 2002. "Linear Cumulative Prospect Theory with Applications to Portfolio Selection and Insurance Demand," Economics Discussion Paper Series 0208, Economics, The University of Manchester.
• Charles GRANT, 2002. "Consumer Bankruptcy Law, Credit Constraints and Insurance: Some Empirics," Economics Working Papers ECO2002/08, European University Institute.
• Martínez, Miguel Ángel & Nieto, Belén & Rubio, Gonzalo, 2002. "Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market," DEE - Working Papers. Business Economics. WB wb026022, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Tommaso PROIETTI, 2002. "Seasonal Specific Structural Time Series Models," Economics Working Papers ECO2002/10, European University Institute.
• Item repec:man:cgbcrp:0304 is not listed on IDEAS anymore

• Thomas STEINBERGER, 2002. "Imperfect Financial Markets and Investment Dynamics," Economics Working Papers ECO2002/04, European University Institute.
• Hugh Rockoff, 2003. "Deflation, Silent Runs, and Bank Holidays, in the Great Contraction," NBER Working Papers 9522, National Bureau of Economic Research, Inc.
• U Schmidt & H Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Economics Discussion Paper Series 0207, Economics, The University of Manchester.
• Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc.
• U Schmidt & H Zank, 2002. "What is Loss Aversion?," Economics Discussion Paper Series 0209, Economics, The University of Manchester.
• Alain P. Chaboud & Jonathan H. Wright, 2003. "Uncovered interest parity: it works, but not for long," International Finance Discussion Papers 752, Board of Governors of the Federal Reserve System (U.S.).
• Iliyan GEORGIEV, 2002. "Functional Weak Limit Theory for Rare Outlying Events," Economics Working Papers ECO2002/22, European University Institute.