NEP-RMG-2007-05-04

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2007-05-04

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:

Reik H. Boerger & Alvaro Cartea & Ruediger Kiesel & Gero Schindlmayr, 2007. "A Multivariate Commodity Analysis and Applications to Risk Management," Birkbeck Working Papers in Economics and Finance 0709, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
Miguel A. Segoviano Basurto, 2007. "Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments," IMF Working Papers 06/283, International Monetary Fund. [Downloadable!]
Li L. Ong & Srobona Mitra & Jorge A. Chan-Lau, 2007. "Contagion Risk in the International Banking System and Implications for London as a Global Financial Center," IMF Working Papers 07/74, International Monetary Fund. [Downloadable!]
Gianni De NicolÃ³ & Alexander F. Tieman, 2007. "Economic Integration and Financial Stability: A European Perspective," IMF Working Papers 06/296, International Monetary Fund. [Downloadable!]
Gianni De NicolÃ³ & John H. Boyd & Abu M. Jalal, 2007. "Bank Risk-Taking and Competition Revisited: New Theory and New Evidence," IMF Working Papers 06/297, International Monetary Fund. [Downloadable!]
Abhay Abhyankar & Angelica Gonzalez, 2007. "What Drives Corporate Bond Market Betas?," ESE Discussion Papers 157, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
Kevin Cowan & Patricio Valenzuela & Eduardo Borensztein, 2007. "Sovereign Ceilings "Lite"? the Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies," IMF Working Papers 07/75, International Monetary Fund. [Downloadable!]
Mauro S. Ferreira, 2007. "Capturing asymmetry in real exchange rate with quantile autoregression," Textos para DiscussÃ£o Cedeplar-UFMG td306, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
OGAWA Kazuo & Elmer STERKEN & TOKUTSU Ichiro, 2007. "Multiple Bank Relationships and the Main Bank System: Evidence from a Matched Sample of Japanese Small Firms and Main Banks," Discussion papers 07027, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]

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

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.