Report NEP-RMG-2005-07-21
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.Subscribe to this report: email or RSS
Other reports in NEP-RMG
The following items were announced in this report:
- Ole E. Barndorff-Nielsen & Neil Shephard, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," OFRC Working Papers Series 2005fe08, Oxford Financial Research Centre.
- Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, 2005. "Liquidity risk and contagion," Bank of England working papers 264, Bank of England.
- Andrea Resti & Andrea Sironi, 2005. "The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?," Temi di discussione (Economic working papers) 548, Bank of Italy, Economic Research and International Relations Area.
- Marco Taboga, 2005. "Maxmin Portfolio Choice," Temi di discussione (Economic working papers) 543, Bank of Italy, Economic Research and International Relations Area.
- Robert R. Bliss & George Kaufman, 2005. "Derivatives and systemic risk: netting, collateral, and closeout," Working Paper Series WP-05-03, Federal Reserve Bank of Chicago.
- Item repec:cfs:cfswop:wp200506 is not listed on IDEAS anymore
- Mark Carey & Rene M. Stulz, 2005. "The Risks of Financial Institutions," NBER Working Papers 11442, National Bureau of Economic Research, Inc.
- Item repec:cfs:cfswop:wp200502 is not listed on IDEAS anymore
- Holger Kraft & Mogens Steffensen, 2005. "How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach," FRU Working Papers 2005/07, University of Copenhagen. Department of Economics. Finance Research Unit.
- Item repec:cfs:cfswop:wp200410 is not listed on IDEAS anymore
- Marcello Pericoli, 2005. "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers) 545, Bank of Italy, Economic Research and International Relations Area.
- G. Sarens & I. De Beelde, 2005. "Internal Auditor’s Perception about their Role in Risk Management Comparison between Belgian and US Companies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/304, Ghent University, Faculty of Economics and Business Administration.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc.
- Timothy Halliday, 2005. "Migration, Risk and Liquidity Constraints in El Salvador," Working Papers 200511, University of Hawaii at Manoa, Department of Economics, revised 28 Mar 2006.
- Item repec:eab:macroe:527 is not listed on IDEAS anymore
- Item repec:wpa:wuwpga:0507004 is not listed on IDEAS anymore
- Robin Brooks, & Marc Del Negro, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy.