NEP-RMG-2007-02-10

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2007-02-10

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.

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Other reports in NEP-RMG

The following items were anounced in this report:

Item repec:chf:rpseri:rp2 is not listed on IDEAS anymore
Nicolae B. Garleanu & Lasse H. Pedersen, 2007. "Liquidity and Risk Management," NBER Working Papers 12887, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Simone Manganelli, 2007. "Asset allocation by penalized least squares," Working Paper Series 723, European Central Bank. [Downloadable!]
Qayyum, Abdul & Kemal, A. R., 2006. "Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan," MPRA Paper 1715, University Library of Munich, Germany. [Downloadable!]
Jürgen Franke & Jean-Pierre Stockis & Joseph Tadjuidje, 2007. "Quantile Sieve Estimates For Time Series," SFB 649 Discussion Papers SFB649DP2007-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Bruno Eklund, 2007. "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics wp33_bruno, Department of Economics, Central bank of Iceland. [Downloadable!]
Varsanyi, Zoltan, 2007. "Rating philosophies: some clarifications," MPRA Paper 1660, University Library of Munich, Germany. [Downloadable!]
Lucia Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Working Paper Series 724, European Central Bank. [Downloadable!]
Damir Filipovic & Michael Kupper, 2007. "On the Group Level Swiss Solvency Test," Research Paper Series 188, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

This page was last updated on 2009-12-6.

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