Report NEP-RMG-2006-12-16This 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:
- Craig H. Furfine & Richard J. Rosen, 2006. "Mergers and risk," Working Paper Series, Federal Reserve Bank of Chicago WP-06-09, Federal Reserve Bank of Chicago.
- Henry Aray, 2006. "The Latin American and Spanish Stock markets," ThE Papers, Department of Economic Theory and Economic History of the University of Granada. 06/12, Department of Economic Theory and Economic History of the University of Granada..
- Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers, Federal Reserve Bank of St. Louis 2006-059, Federal Reserve Bank of St. Louis.
- Jan Willem van den End & Marco Hoeberichts & Mostafa Tabbae, 2006. "Modelling Scenario Analysis and Macro Stress-testing," DNB Working Papers, Netherlands Central Bank, Research Department 119, Netherlands Central Bank, Research Department.
- Kjell BjÃ¸rn Nordal, 2006. "Banksâ€™ optimal implementation strategies for a risk sensitive regulatory capital rule: a real options and signalling approach," Working Paper, Norges Bank 2006/12, Norges Bank.
- Jokipii, Terhi, 2006. "Forecasting market crashes: further international evidence," Research Discussion Papers, Bank of Finland 22/2006, Bank of Finland.
- George Tauchen & Hao Zhou, 2006. "Realized jumps on financial markets and predicting credit spreads," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-35, Board of Governors of the Federal Reserve System (U.S.).
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 871, Board of Governors of the Federal Reserve System (U.S.).