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Report NEP-RMG-2007-09-02
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:
Antje Berndt & Iulian Obreja, 2007.
"The pricing of risk in European credit and corporate bond markets ,"
Working Paper Series
805, European Central Bank.
[Downloadable!] J. Annaert & G. Deelstra & D. Heyman & M. Vanmaele, 2007.
"Risk management of a bond portfolio using options ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
07/465, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!] Spargoli, Fabrizio & Zagaglia, Paolo, 2007.
"Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations ,"
Research Papers in Economics
2007:16, Stockholm University, Department of Economics.
[Downloadable!] Colavecchio , Roberta & Funke, Michael, 2007.
"Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets ,"
BOFIT Discussion Papers
17/2007, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Haibin Zhu, 2007.
"Capital regulation and banks' financial decisions ,"
BIS Working Papers
232, Bank for International Settlements.
[Downloadable!] This page was last updated on 2008-10-12.
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 .