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Report NEP-RMG-2007-05-19
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:
Kwamie Dunbar & Albert J. Edwards, 2007.
"Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect Working papers
2007-10, University of Connecticut, Department of Economics.
[Downloadable!] Cohen, Ruben D, 2007.
"Incorporating default risk into Hamada's Equation for application to capital structure MPRA Paper
3190, University Library of Munich, Germany.
[Downloadable!] Groh, Alexander P. & Baule, Rainer & Gottschalg, Oliver, 2007.
"Measuring idiosyncratic risks in leveraged buyout transactions IESE Research Papers
D/682, IESE Business School.
[Downloadable!] Eckhard Platen & Renata Rendek, 2007.
"Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices Research Paper Series
194, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!] Evans, Kevin & Speight, Alan, 2006.
"Dynamic News Effects in High Frequency Euro Exchange Rate Returns and Volatility Cardiff Accounting and Finance Working Papers
A2006/4, Cardiff University, Cardiff Business School, Accounting and Finance Section.
[Downloadable!] This page was last updated on 2009-12-13.
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 .