Report NEP-RMG-2003-09-08

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:

• Jakob B. Madsen, 2003. "The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model," EPRU Working Paper Series 03-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Gilles DUFRENOT & Balazs Egert, 2003. "Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?," Development and Comp Systems 0309002, University Library of Munich, Germany.
• Frank X. Zhang, 2003. "What did the credit market expect of Argentina default? Evidence from default swap data," Finance and Economics Discussion Series 2003-25, Board of Governors of the Federal Reserve System (U.S.).
• Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, University Library of Munich, Germany.
• Timothy J. Kehoe, 2003. "What can we learn from the current crisis in Argentina?," Staff Report 318, Federal Reserve Bank of Minneapolis.
• Item repec:uba:hadfwe:prod-cap_2003-04 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:techtrade_203-03 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:techtrade_2003-03 is not listed on IDEAS anymore

• Jakob B. Madsen, 2003. "The Dynamic Interaction between Equity Prices and Supply Shocks," EPRU Working Paper Series 03-12, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
• Peter Christoffersen & Kris Jacobs, 2003. "The Importance of the Loss Function in Option Valuation," CIRANO Working Papers 2003s-52, CIRANO.
• Item repec:fip:fedhwp:wp-03-7 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:prod-cap_203-04 is not listed on IDEAS anymore

• Item repec:uba:hadfwe:techtrademonpol_2003-07 is not listed on IDEAS anymore