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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 3493 | 3495 | 3498 | 3499 | 3502 | 3503 | 3504 | 3505 | 3520 | 33749 | 34236 | 35738 | 35743
Number of items: 13.

3493

Cotter, John and Dowd, Kevin (2007): The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders.

3495

Cotter, John and Dowd, Kevin (2006): Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements.

3498

Cotter, John and Blake, David and Dowd, Kevin (2006): Financial Risks and the Pension Protection Fund: Can it Survive Them?

3499

Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures.

3502

Cotter, John and Dowd, Kevin (2007): Intra-Day Seasonality in Foreign Exchange Market Transactions.

3503

Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach.

3504

Cotter, John and Dowd, Kevin (2007): Evaluating the Precision of Estimators of Quantile-Based Risk Measures.

3505

Cotter, JOhn and Dowd, Kevin (2006): Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. Published in: Journal of Banking and Finance , Vol. 30, (2006): pp. 3469-3485.

3520

Cotter, John and Dowd, Kevin (2006): U.S. Core Inflation: A Wavelet Analysis.

33749

Blake, David and Cairns, Andrew and Dowd, Kevin (2008): Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers.

34236

Cairns, Andrew and Dowd, Kevin and Blake, David and Coughlan, Guy (2011): Longevity hedge effectiveness: a decomposition.

35738

Dowd, Kevin and Cairns, Andrew and Blake, David and Coughlan, Guy and Khalaf-Allah, Marwa (2011): A gravity model of mortality rates for two related populations. Published in: North American Actuarial Journal , Vol. 15, No. 2 (2011)

35743

Coughlan, Guy and Khalaf-Allah, Marwa and Ye, Yijing and Kumar, Sumit and Cairns, Andrew and Blake, David and Dowd, Kevin (2011): Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness. Published in: North American Actuarial Journal , Vol. 15, No. 2 (2011): pp. 150-176.

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