Hello to everybody, some time ago in this list, it appeared to me that some people wanted to involve others into common projects. I want to add to this idea with a project: I have read in diagonal the following paper: <<Waelti_Contagion_Central_Europe.pdf>> and I find it interesting (I define "interesting" both as something intellectually interesting and something with a possibility to be applied to real trading). However, as many interesting things in life, it requires to devote a lot of time implementing it. And I do not have so much time. However, I know that sharing efforts between people could make the project doable. The project, in few words, would be the following: develop the model described in the paper, consisting mainly in the shocks produced by US monetary policy into Central European economies. The relationship among these economies is also of interest. And, in the end, reproduce fully their results. Is there somebody interested? maybe somebody has already taken a look at the paper? or maybe somebody has worked out a similar example that could be applied more or less directly to this one? Since I guess everybody is pretty busy here, I suggest just to send R code to r-sig-finance@stat.math.ethz.ch I have not written any code yet, but if I see that there are enough people interested, I promise to add to the project. Rgrds and hoping to hear from the finance list soon Jordi -------------------------------------------------------------------------------- The information contained herein is confidential and is intended solely for the addressee. Access by any other party is unauthorised without the express written permission of the sender. If you are not the intended recipient, please contact the sender either via the company switchboard on +44 (0)20 7623 8000, or via e-mail return. If you have received this e-mail in error or wish to read our e-mail disclaimer statement and monitoring policy, please refer to http://www.drkw.com/disc/email/ or contact the sender. 3166 -------------------------------------------------------------------------------- -------------- next part -------------- A non-text attachment was scrubbed... Name: Waelti_Contagion_Central_Europe.pdf Type: application/octet-stream Size: 297254 bytes Desc: not available Url : https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20040927/a8236e24/Waelti_Contagion_Central_Europe.obj
Common project
1 message · Molins, Jordi