NEP-RMG-2006-12-01

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2006-12-01

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
Other reports in NEP-RMG

The following items were anounced in this report:

Luiz Renato Regis de Oliveira Lima & Breno de Andrade Pinheiro Neri, 2006. "Comparing Value-at-Risk Methodologies," Economics Working Papers (Ensaios Economicos da EPGE) 629, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
Carlos González-Aguado & Max Bruche, 2006. "Recovery Rates, Default Probabilities and the Credit Cycle," FMG Discussion Papers dp572, Financial Markets Group. [Downloadable!] (restricted)
Sven Husmann & Andreas Stephan, 2006. "On Estimating an Asset's Implicit Beta," Discussion Papers of DIW Berlin 640, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Petr Jakubík, 2006. "Does Credit Risk Vary with Economic Cycles? The Case of Finland," Working Papers IES 2006/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006. [Downloadable!]
MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006. "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussÃ£o 530, Department of Economics PUC-Rio (Brazil). [Downloadable!]
Henryk, Gzyl & Silvia, Mayoral, 2006. "On a relationship between distorted and spectral risk measures," MPRA Paper 916, University Library of Munich, Germany, revised 28 Jun 2007. [Downloadable!]
Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the Defense industry ?," Pre- and Post-Print documents halshs-00115655_v1, HAL. [Downloadable!]
Minardi, Andrea Maria Accioly Fonseca, 2006. "Using Option Theory to Estimate Default Probabilities of Brazilian Companies," Ibmec Working Papers wpe_50, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
Situngkir, Hokky, 2006. "Value at Risk yang memperhatikan sifat statistika distribusi return," MPRA Paper 895, University Library of Munich, Germany. [Downloadable!]

This page was last updated on 2008-7-20.

This information is provided to you by 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.