Report NEP-RMG-2007-03-10

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Other reports in NEP-RMG

The following items were anounced in this report:

• Vulpes, Giuseppe & Brasili, Andrea, 2006. "Banking integration and co-movements in EU banks’ fragility," MPRA Paper 1964, University Library of Munich, Germany. [Downloadable!]
• Goderis, Benedikt & Marsh, Ian & Vall Castello , Judit & Wagner, Wolf, 2007. "Bank behaviour with access to credit risk transfer markets," Research Discussion Papers 4/2007, Bank of Finland. [Downloadable!]
• Clemens Kool, 2006. "An Analysis of Financial Stability Indicators in European Banking: The Role of Common Factors," Working Papers 06-12, Utrecht School of Economics. [Downloadable!]
• Jose Olmo, 2007. "An Asset Pricing Model for Mean-Variance-Downside-Risk Averse Investors," City University Economics Discussion Papers 07/01, Department of Economics, City University, London. [Downloadable!]
• Norman Swanson & Geetesh Bhardwaj, 2006. "A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects," Departmental Working Papers 200613, Rutgers University, Department of Economics. [Downloadable!]
• Lutgens, Frank & Schotman, Peter C, 2007. "Robust Portfolio Optimisation with Multiple Experts," CEPR Discussion Papers 6161, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Volker Krätschmer, 2007. "On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model," SFB 649 Discussion Papers SFB649DP2007-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Ladekarl, Jeppe & Ladekarl, Regitze & Andersen, Erik Brink & Vittas, Dimitri, 2007. "The use of derivatives to hedge embedded options : the case of pension institutions in Denmark," Policy Research Working Paper Series 4159, The World Bank. [Downloadable!]
• Schrimpf, Andreas & Schröder, Michael & Stehle, Richard, 2006. "Evaluating conditional asset pricing models for the German stock market," ZEW Discussion Papers 06-43, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

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