Report NEP-RMG-2007-10-06

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The following items were anounced in this report:

• Item repec:pra:mprapa:5108 is not listed on IDEAS anymore

• Pospisil, Libor & Vecer, Jan & Xu, Mingxin, 2007. "Tradable measure of risk," MPRA Paper 5059, University Library of Munich, Germany. [Downloadable!]
• Marco S. Matsumura, 2006. "Impact of Macro Shocks on Sovereign Default Probabilities," Discussion Papers 1241, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]
• Leo de Haan & Jan Kakes, 2007. "Are non-risk based capital requirements for insurance companies binding?," DNB Working Papers 145, Netherlands Central Bank, Research Department. [Downloadable!]
• Ilya, Gikhman, 2007. "Corporate debt pricing I," MPRA Paper 1450, University Library of Munich, Germany. [Downloadable!]
• Torben G. Andersen & Oleg Bondarenko, 2007. "Construction and Interpretation of Model-Free Implied Volatility," NBER Working Papers 13449, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Jokipii, Terhi & Milne, Alistair, 2007. "The Cyclical Behaviour of European Bank Capital Buffers," SIFR Research Report Series 56, Swedish Institute for Financial Research. [Downloadable!]
• Hasseltoft, Henrik, 2007. "The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates," SIFR Research Report Series 58, Swedish Institute for Financial Research. [Downloadable!]
• Athanasios Bolmatis & Evan G. Sekeris, 2007. "Information diffusion based explanations of asset pricing anomalies," Quantitative Analysis Unit Working Paper QAU07-6, Federal Reserve Bank of Boston. [Downloadable!]

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