Report NEP-RMG-2004-02-15

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:

• Alexei Krouglov, 2004. "Mathematical Model of Stock Market Fluctuations in the Absence of Economic Growth," Macroeconomics 0402022, University Library of Munich, Germany.
• Boyan Jovanovic & Peter L. Rousseau, 2004. "Interest Rates and Initial Public Offerings," NBER Working Papers 10298, National Bureau of Economic Research, Inc.
• Fernando Rubio, 2004. "Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno," Finance 0402010, University Library of Munich, Germany.
• Feltkamp, Vincent & Halevy, Yoram, 2004. "A Bayesian Approach to Uncertainty Aversion," Microeconomics.ca working papers halevy-04-02-13-07-48-37, Vancouver School of Economics, revised 25 Feb 2014.
• Item repec:cfs:cfswop:wp0310 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp0332 is not listed on IDEAS anymore

• Jorge Selaive & Vicente Tuesta, 2003. "Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach," Working Papers Central Bank of Chile 252, Central Bank of Chile.
• Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, University Library of Munich, Germany, revised 18 Mar 2004.
• Roger Gay, 2004. "The Power Principle and Tail-Fatness Uncertainty," Monash Econometrics and Business Statistics Working Papers 1/04, Monash University, Department of Econometrics and Business Statistics.
• Stefan de Wachter & Elias Tzavalis, 2004. "Detection of Structural Breaks in Linear Dynamic Panel Data Models," Working Papers 505, Queen Mary University of London, School of Economics and Finance.
• Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
• Item repec:cfs:cfswop:wp0320 is not listed on IDEAS anymore

• Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2004. "Did Dividends Increase Immediately After the 2003 Reduction in Tax Rates?," NBER Working Papers 10301, National Bureau of Economic Research, Inc.
• Item repec:cfs:cfswop:wp0304 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp0318 is not listed on IDEAS anymore

• Andrea Cipollini & George Kapetanios, 2004. "A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data," Working Papers 506, Queen Mary University of London, School of Economics and Finance.
• Pasternack, Daniel & Rosenberg, Matts, 2003. "What Determines Stock Option Contract Design?," Working Papers 498, Hanken School of Economics.
• Item repec:cfs:cfswop:wp0322 is not listed on IDEAS anymore

• Item repec:cfs:cfswop:wp0331 is not listed on IDEAS anymore

• Forte, Santiago, 2004. "Capital structure: optimal leverage and maturity choice in a dynamic model," DEE - Working Papers. Business Economics. WB wb041206, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Marc Henrard, 2004. "Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model," Finance 0402008, University Library of Munich, Germany.
• Item repec:cfs:cfswop:wp0323 is not listed on IDEAS anymore

• Ila Patnaik, 2003. "The Consequences of currency intervention in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers 114, Indian Council for Research on International Economic Relations, New Delhi, India.