Report NEP-RMG-2007-11-03This 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.
The following items were announced in this report:
- John M. Maheu & Thomas H. McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Paper Series, The Rimini Centre for Economic Analysis 19-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
- Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian, 2007. "Asset correlations and credit portfolio risk: an empirical analysis," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2007,13, Deutsche Bundesbank, Research Centre.
- Thomas J.Flavin & Ekaterini Panopoulou, 2007. "On the robustness of international portfolio diversification benefits to regime-switching volatility," Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth n1801007.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Item repec:hal:papers:halshs-00179325_v1 is not listed on IDEAS anymore
- Marie Briere & Ariane Szafarz, 2007. "Crisis-Robust Bond Portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles 07-030.RS, ULB -- Universite Libre de Bruxelles.
- Abbas Mirakhor & S. Nuri Erbas, 2007. "The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality," IMF Working Papers, International Monetary Fund 07/230, International Monetary Fund.