Report NEP-RMG-2004-02-08

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.

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

Other reports in NEP-RMG

The following items were announced in this report:

• Carmen M. Reinhart & Kenneth S. Rogoff, 2004. "Serial Default and the "Paradox" of Rich to Poor Capital Flows," NBER Working Papers 10296, National Bureau of Economic Research, Inc.
• Leonardo Gambacorta, 2004. "How Do Banks Set Interest Rates?," NBER Working Papers 10295, National Bureau of Economic Research, Inc.
• George Haynes & Charles Ou, 2003. "Uses of Equity Capital by Small Firms—Findings from the Surveys of Small Business Finances (for 1993 & 1998)," The Office of Advocacy Small Business Working Papers 03co, U.S. Small Business Administration, Office of Advocacy.
• Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Model to Analyse Financial Fragility: Applications," OFRC Working Papers Series 2004fe05, Oxford Financial Research Centre.
• Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, University Library of Munich, Germany, revised 05 Aug 2005.
• René Garcia & Eric Ghysels & Eric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
• Item repec:dgr:kubcen:20044 is not listed on IDEAS anymore

• Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, School of Economics, University of Bristol, UK.
• Andrea Morone, 2004. "Comparison of Mean-Variance theory and Expected-Utility theory through a Laboratory Experiment," Experimental 0402001, University Library of Munich, Germany.
• Daniel Levy, 2004. "Cointegration in Frequency Domain," Econometrics 0402005, University Library of Munich, Germany.
• Alan J. Auerbach, 2004. "How Much Equity Does the Government Hold?," NBER Working Papers 10291, National Bureau of Economic Research, Inc.