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Report NEP-RMG-2006-09-30
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 anounced in this report:
Alexei Goriaev & Alexei Zabotkin, 2006.
"Risks of investing in the Russian stock market: Lessons of the first decade Working Papers
w0077, Center for Economic and Financial Research (CEFIR).
[Downloadable!] Brännäs, Kurt & Soultanaeva, Albina, 2006.
"Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices Umeå Economic Studies
696, Umeå University, Department of Economics.
[Downloadable!] Stephen M. Hess & Alfonso M. Albano & John P. Gaertner, 2005.
"Analysis and Insights from a Dynamical Model of Nuclear Plant Safety Risk Working Papers
14-2005, Singapore Management University, School of Economics.
[Downloadable!] Froukelien Wendt, 2006.
"Intraday Margining of Central Counterparties: EU Practice and a Theoretical Evaluation of Benefits and Costs DNB Working Papers
107, Netherlands Central Bank, Research Department.
[Downloadable!] Prasanna Gai & Nicholas Vause, .
"Measuring investors' risk appetite Bank of England working papers
283, Bank of England.
[Downloadable!] Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, .
"Stress tests of UK banks using a VAR approach Bank of England working papers
282, Bank of England.
[Downloadable!] Suzan Hol, 2006.
"The influence of the business cycle on bankruptcy probability Discussion Papers
466, Research Department of Statistics Norway.
[Downloadable!] Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004.
"Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore Working Papers
02-2005, Singapore Management University, School of Economics, revised Jan 2005.
[Downloadable!] Kamakshya Trivedi & Garry Young, .
"Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom Bank of England working papers
289, Bank of England.
[Downloadable!] This page was last updated on 2008-10-12.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .