Report NEP-RMG-2003-06-04

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:

• Mr. Michael G. Papaioannou, 2003. "Determinants of the Choice of Exchange Rate Regimes in Six Central American Countries: An Empirical Analysis," IMF Working Papers 2003/059, International Monetary Fund.
• Item repec:wop:wobadc:2870 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:02206 is not listed on IDEAS anymore

• Mihnea-Stefan Mihai, 2003. "Stochastics for the worst case: distributions and risk measures for minimal returns," Risk and Insurance 0305001, University Library of Munich, Germany.
• Mr. Udaibir S Das & Mr. Marc G Quintyn, 2002. "Crisis Prevention and Crisis Management: The Role of Regulatory Governance," IMF Working Papers 2002/163, International Monetary Fund.
• Mr. Tamim Bayoumi & Mr. Manmohan S. Kumar & Mr. Giorgio Fazio & Mr. Ronald MacDonald, 2003. "Fatal Attraction: A New Measure of Contagion," IMF Working Papers 2003/080, International Monetary Fund.
• Falko Fecht, 2003. "On the Stability of Different Financial Systems," Finance 0305008, University Library of Munich, Germany.
• Item repec:imf:imfwpa:0368 is not listed on IDEAS anymore

• Mr. Bennett W Sutton & Mr. Luis Catão, 2002. "Sovereign Defaults: The Role of Volatility," IMF Working Papers 2002/149, International Monetary Fund.
• Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk : facts and puzzles from currency boards," Policy Research Working Paper Series 2815, The World Bank.
• Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, University Library of Munich, Germany, revised 22 Nov 2004.
• Mads Kieler, 2003. "The ECB'S Inflation Objective," IMF Working Papers 2003/091, International Monetary Fund.
• Item repec:imf:imfwpa:0392 is not listed on IDEAS anymore

• Item repec:wop:wobadc:3047 is not listed on IDEAS anymore

• Mr. Adolfo Barajas & Mr. Armando Méndez Morales, 2003. "Dollarization of Liabilities: Beyond the Usual Suspects," IMF Working Papers 2003/011, International Monetary Fund.
• Mr. Philip R. Lane & Mr. Gian M Milesi-Ferretti, 2003. "International Financial Integration," IMF Working Papers 2003/086, International Monetary Fund.
• Item repec:imf:imfwpa:0376 is not listed on IDEAS anymore

• Mr. Jorge I Canales Kriljenko, 2003. "Foreign Exchange Intervention in Developing and Transition Economies: Results of a Survey," IMF Working Papers 2003/095, International Monetary Fund.
• Benoit Pochard & Jean-Philippe Bouchaud, 2002. "The skewed multifractal random walk with applications to option smiles," Science & Finance (CFM) working paper archive 0204047, Science & Finance, Capital Fund Management.
• McKenzie, David, 2002. "An econometric analysis of IBRD creditworthiness," Policy Research Working Paper Series 2822, The World Bank.
• Item repec:wop:wobadc:2865 is not listed on IDEAS anymore

• Mr. Zhongxia Jin, 2003. "The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China: 1980-2002," IMF Working Papers 2003/067, International Monetary Fund.
• Abdelhamid El Bouhadi, 2003. "Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange," Finance 0305007, University Library of Munich, Germany, revised 02 Feb 2004.
• Item repec:imf:imfwpa:0351 is not listed on IDEAS anymore

• Impavido, Gregorio, 2002. "On the governance of public pension fund management," Policy Research Working Paper Series 2878, The World Bank.
• Mr. Ashok Vir Bhatia, 2002. "Sovereign Credit Ratings Methodology: An Evaluation," IMF Working Papers 2002/170, International Monetary Fund.
• Christophe Boucher, 2003. "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance 0305011, University Library of Munich, Germany.
• Mr. Brad Setser & Nouriel Roubini & Mr. Christian Keller & Mr. Mark Allen & Mr. Christoph B. Rosenberg, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 2002/210, International Monetary Fund.
• Item repec:imf:imfwpa:0360 is not listed on IDEAS anymore

• International Monetary Fund, 2003. "The Equilibrium Real Exchange Rate in a Commodity Exporting Country: The Case of Russia," IMF Working Papers 2003/093, International Monetary Fund.
• Ms. Ritu Basu, 2002. "Financial Contagion and Investor "Learning": An Empirical Investigation," IMF Working Papers 2002/218, International Monetary Fund.
• Item repec:imf:imfwpa:02133 is not listed on IDEAS anymore

• Christophe Boucher, 2003. "“Winners take all competition”, creative destruction and stock market bubble," Finance 0305010, University Library of Munich, Germany.
• Mr. Tonny Lybek & Mr. Abdourahmane Sarr, 2002. "Measuring Liquidity in Financial Markets," IMF Working Papers 2002/232, International Monetary Fund.
• Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
• Mr. Andrew J Tiffin & Mr. Christian B. Mulder & Mr. Charalambos Christofides, 2003. "The Link Between Adherence to International Standards of Good Practice, Foreign Exchange Spreads, and Ratings," IMF Working Papers 2003/074, International Monetary Fund.
• Item repec:imf:imfwpa:0303 is not listed on IDEAS anymore

• Item repec:wop:wobadc:3041 is not listed on IDEAS anymore

• Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
• Mr. Wolfram Berger & Mr. Helmut Wagner, 2002. "Spreading Currency Crises: The Role of Economic Interdependence," IMF Working Papers 2002/144, International Monetary Fund.
• Laeven, Luc & Klingebiel, Daniela & Kroszner, Randy, 2002. "Financial crises, financial dependence, and industry growth," Policy Research Working Paper Series 2855, The World Bank.
• Item repec:imf:imfwpa:0399 is not listed on IDEAS anymore

• Mr. Paul H. Kupiec, 2002. "Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk," IMF Working Papers 2002/157, International Monetary Fund.