Report NEP-RMG-2003-04-02

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:

• Peter Verhoeven & Michael McAleer, 2003. "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series CIRJE-F-211, CIRJE, Faculty of Economics, University of Tokyo.
• Katerina Smidkova, 2003. "Koruna Exchange Rate Turbulence in May 1997," Macroeconomics 0303020, University Library of Munich, Germany.
• Diego Mauricio Vásuez & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas," Borradores de Economia 210, Banco de la Republica de Colombia.
• Edwards, William M. & Hofstrand, Donald, 2003. "Multiple Peril Crop Insurance," Staff General Research Papers Archive 10257, Iowa State University, Department of Economics.
• Jørgen Drud Hansen & Camilla Jensen & Erik Strøjer Madsen, 2002. "Are Ownership Structures Risk- & Wealth-Constrained?," CIE Discussion Papers 2002-08, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
• Maurice Obstfeld & Alan M. Taylor & ), 2003. "Sovereign Risk, Credibility and the Gold Standard: 1870-1913 versus 1925-31," International Trade 0303001, University Library of Munich, Germany.
• Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo.
• Heino Bohn Nielsen, 2003. "Cointegration Analysis in the Presence of Outliers," Discussion Papers 03-05, University of Copenhagen. Department of Economics.
• Edwards, William M., 2003. "Actual Production History and Insurance Units for Multiple Peril Crop Insurance," Staff General Research Papers Archive 10267, Iowa State University, Department of Economics.
• Zonglu He & Koichi Maekawa & Michael McAleer, 2003. "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series CIRJE-F-215, CIRJE, Faculty of Economics, University of Tokyo.
• Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 196, Banco de la Republica de Colombia.
• Martin Cincibuch, 2002. "Distributions Implied by Exchange Traded Options: A Ghost’s Smile?," CERGE-EI Working Papers wp200, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003. "Volatility Models of Currency Futures in Developed and Emerging Markets," CIRJE F-Series CIRJE-F-210, CIRJE, Faculty of Economics, University of Tokyo.
• Franz Hamann, 2002. "Sovereign Risk and Real Business Cycles in a Small Open Economy," Borradores de Economia 226, Banco de la Republica de Colombia.
• Franz Hamann, 2002. "Sovereign Risk and Macroeconomic Fluctuations," Borradores de Economia 225, Banco de la Republica de Colombia.
• Item repec:dgr:kubcen:200323 is not listed on IDEAS anymore

• Peter Rowland, 2003. "Uncovered Interest Parity and the USD/COP Echange Rate," Borradores de Economia 227, Banco de la Republica de Colombia.
• Stracca, Livio & Fielding, David, 2003. "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Working Paper Series 203, European Central Bank.
• Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz, 2002. "La Curva Spot (Cero Cupón) Estimation con Splines Cúbicos Suavizados, Usos y Ejemplos," Borradores de Economia 213, Banco de la Republica de Colombia.
• Edwards, William M., 2003. "Catastrophic Crop Insurance," Staff General Research Papers Archive 10258, Iowa State University, Department of Economics.
• Item repec:yor:yorken:03/08 is not listed on IDEAS anymore

• Item repec:dgr:rugsom:02e74 is not listed on IDEAS anymore

• Edwards, William M. & Hofstrand, Donald, 2003. "Revenue Crop Protection Insurance," Staff General Research Papers Archive 10259, Iowa State University, Department of Economics.
• Camilo Zea, 1999. "Financial Inefficiency and Real Business Cycle in Colombia," Borradores de Economia 127, Banco de la Republica de Colombia.
• Edwards, William M., 2003. "Managing Risk with Crop Insurance," Staff General Research Papers Archive 10261, Iowa State University, Department of Economics.