Report NEP-RMG-2005-08-13This 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.
The following items were announced in this report:
- Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
- Torsten Sløk & Mike Kennedy, 2004. "Factors Driving Risk Premia," OECD Economics Department Working Papers 385, OECD Publishing.
- Devriese, Johan & Mitchell, Janet, 2005. "Liquidity Risk in Securities Settlement," CEPR Discussion Papers 5123, C.E.P.R. Discussion Papers.
- Prasad V. Bidarkota, 2005. "Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods," Working Papers 0501, Florida International University, Department of Economics.
- Feng Dai & Hui Liu & Ying Wang, 2005. "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics, EconWPA 0507012, EconWPA.
- Ali al-Nowaihi & Sanjit Dhami, 2005. "A simple derivation of Prelecâ€™s probability weighting function," Discussion Papers in Economics 05/20, Department of Economics, University of Leicester.
- Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 160, Quantitative Finance Research Centre, University of Technology, Sydney.