Report NEP-RMG-2003-07-21

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Louis Kaplow, 2003. "The Value of a Statistical Life and the Coefficient of Relative Risk Aversion," NBER Working Papers 9852, National Bureau of Economic Research, Inc.
• Simona Amati, 2003. "The analysis of risk and risk mitigation techniques in payment and securities settlement systems and the impact on central banks? oversight," BCL working papers 7, Central Bank of Luxembourg.
• Deleted, 2003. "Deleted," Finance 0307007, University Library of Munich, Germany, revised 27 Sep 2003.
• Jess Benhabib & Stephanie Schmitt-Grohe & Martin Uribe, 2003. "Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability," Departmental Working Papers 200304, Rutgers University, Department of Economics.
• Item repec:cdl:anderf:11046 is not listed on IDEAS anymore

• Ryan Lemand, 2003. "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics 0307002, University Library of Munich, Germany, revised 07 Dec 2020.
• Ryan Lemand, 2003. "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics 0307004, University Library of Munich, Germany, revised 07 Dec 2020.
• Item repec:cdl:anderf:11021 is not listed on IDEAS anymore

• Item repec:wpa:wuwpfi:0307010 is not listed on IDEAS anymore

• Vladimir Lavrac & Tina Zumer, 2003. "Exchange Rate Regimes of CEE Countries on the way to the EMU: Nominal Convergence, Real Convergence and Optimum Currency Area Criteria," Eastward Enlargement of the Euro-zone Working Papers wp15, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Jun 2003.
• Deleted, 2003. "Deleted," Finance 0307009, University Library of Munich, Germany, revised 27 Sep 2003.
• D. Seese & F. Schlottmann, "undated". "The building blocks of complexity: a unified criterion and selected applications in risk management," Modeling, Computing, and Mastering Complexity 2003 14, Society for Computational Economics.
• Deleted, 2003. "Deleted," Finance 0307008, University Library of Munich, Germany, revised 27 Sep 2003.
• Item repec:cdl:anderf:11011 is not listed on IDEAS anymore

• Ryan Lemand, 2003. "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics 0307003, University Library of Munich, Germany, revised 07 Dec 2020.
• Roberto Chang, 2002. "Financial Crises and Political Crises," Departmental Working Papers 200229, Rutgers University, Department of Economics.
• Item repec:cdl:anderf:11032 is not listed on IDEAS anymore

• Item repec:cdl:anderf:11134 is not listed on IDEAS anymore

• Item repec:cdl:anderf:11155 is not listed on IDEAS anymore

• Item repec:cdl:anderf:11043 is not listed on IDEAS anymore

• Georges de Menil, 2003. "Why should the portfolios of mandatory private pension funds be captive? (the foreign investment question)," DELTA Working Papers 2003-12, DELTA (Ecole normale supérieure).