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Report NEP-RMG-2007-07-07
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:
Konrad Banachewicz & André Lucas, 2007.
"Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models Tinbergen Institute Discussion Papers
07-046/2, Tinbergen Institute.
[Downloadable!] Malcolm Baker & Jeffrey Wurgler, 2007.
"Investor Sentiment in the Stock Market NBER Working Papers
13189, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Davide Ferrari & Sandra Paterlini, 2007.
"The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
07071, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Item repec:hal:papers:hal-00157739_v1 is not listed on IDEAS anymore
Ravi Bansal, 2007.
"Long-Run Risks and Financial Markets NBER Working Papers
13196, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-11-22.
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 .