Report NEP-RMG-2003-04-13

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:kubcen:200324 is not listed on IDEAS anymore

• Gary Burtless, 2000. "How Would Financial Risk Affect Retirement Income Under Individual Accounts?," Issues in Brief ib-5, Center for Retirement Research.
• Item repec:dgr:kubcen:200328 is not listed on IDEAS anymore

• Monika BÜTLER, 2003. "Mandated Annuities in Switzerland," Cahiers de Recherches Economiques du Département d'économie 03.08, Université de Lausanne, Faculté des HEC, Département d’économie.
• Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc.
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2003. "Bank Supervision and Corporate Finance," NBER Working Papers 9620, National Bureau of Economic Research, Inc.
• Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche 0316, CIRPEE.
• Desrochers, Martin & Fischer, Klaus P., 2002. "Corporate Governance and Depository Institutions Failure: the Case of an Emerging Market Economy," Cahiers de recherche 0201, CIRPEE.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes," Economics Papers 2003-W12, Economics Group, Nuffield College, University of Oxford.
• Ibrahim A. Elbadawi & Raimundo Soto, "undated". "Real Exchange Rates and Macroeconomic Adjustment in Sub-Sahara Africa and Other Developing Countries," ILADES-UAH Working Papers inv093, Universidad Alberto Hurtado/School of Economics and Business.
• Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004.
• Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance.
• Fischer, Klaus P. & Fournier, Eric M., 2002. "Does Corporate Governance Matter in Deposit Insurance? DI and Moral Hazard in Joint Stock and Mutual Financial Intermediaries," Cahiers de recherche 0206, CIRPEE.
• Takao Kobayashi & Ryoichi Ikeda & Yoichiro Hasegawa, 2003. ""Valuing Variable Annuities" (in Japanese)," CIRJE J-Series CIRJE-J-92, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:dgr:kubcen:200327 is not listed on IDEAS anymore

• Justin Wolfers, 2003. "Is Business Cycle Volatility Costly? Evidence from Surveys of Subjective Wellbeing," NBER Working Papers 9619, National Bureau of Economic Research, Inc.
• Jeffrey R. Brown, 2000. "How Should We Insure Longevity Risk In Pensions And Social Security?," Issues in Brief ib-4, Center for Retirement Research.
• Peter A. Diamond, 1999. "What Stock Market Returns To Expect For The Future?," Issues in Brief ib-2, Center for Retirement Research.