Report NEP-RMG-2004-10-21

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Janusz Brzeszczynski & Robert Kelm, 2004. "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers 0409, Centre for Economic Reform and Transformation, Heriot Watt University.
• Item repec:wpa:wuwpfi:0410012 is not listed on IDEAS anymore

• Alfonso Mendoza, 2004. "Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets," Econometrics 0410004, University Library of Munich, Germany.
• Amrit Judge, 2004. "The Determinants of Foreign Currency Hedging by UK Non-Financial Firms," Money Macro and Finance (MMF) Research Group Conference 2004 60, Money Macro and Finance Research Group.
• Item repec:han:dpaper:dp-306 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2004-01 is not listed on IDEAS anymore

• Syed A. Basher & Perry Sadorsky, 2004. "Oil price risk and emerging stock markets," International Finance 0410003, University Library of Munich, Germany.
• Janusz Brzeszczynski & Aleksander Welfe, 2004. "Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models," CERT Discussion Papers 0408, Centre for Economic Reform and Transformation, Heriot Watt University.
• Item repec:cdl:ucsdec:2003-16 is not listed on IDEAS anymore