Report NEP-RMG-2008-01-19This 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:
- Hege, Ulrich & Feess, Eberhard, 2007. "Basel II and the Value of Bank Differentiation," Les Cahiers de Recherche, HEC Paris 879, HEC Paris.
- Yolanda Santana-Jiménez & Jorge V. Pérez-Rodríguez, 2007. "Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar," Working Papers, AsociaciÃ³n EspaÃ±ola de EconomÃa y Finanzas Internacionales 07-06, Asociación Española de Economía y Finanzas Internacionales.
- Carey, Alexander, 2008. "Natural volatility and option pricing," MPRA Paper 6709, University Library of Munich, Germany.