Report NEP-RMG-2007-12-08This 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:
- Eric Wong & Cho-Hoi Hui & Chi-fai Lo, 2007. "Ratings Versus Market-Based Measures of Default Risk of East Asian Banks," Working Papers 0712, Hong Kong Monetary Authority.
- Item repec:dgr:nijrep:2007-06 is not listed on IDEAS anymore
- Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007. "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously," CIRJE F-Series CIRJE-F-515, CIRJE, Faculty of Economics, University of Tokyo.
- Laakkonen, Helinä, 2007. "Exchange rate volatility, macro announcements and the choice of intraday seasonality filtering method," Research Discussion Papers 23/2007, Bank of Finland.