NEP-RMG-2008-02-09

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2008-02-09

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.

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Other reports in NEP-RMG

The following items were anounced in this report:

Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007. "Dynamic Risk Exposure in Hedge Funds," Working Papers 2007_17, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
Stuart M. Turnbull & Jun Yang, 2008. "Default Dependence: The Equity Default Relationship," Working Papers 08-1, Bank of Canada. [Downloadable!]
Härdle, Wolfgang & Moro, Rouslan A. & Schäfer, Dorothea, 2007. "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies 2007,18, Deutsche Bundesbank, Research Centre. [Downloadable!]
Shane Wilson, 2007. "A Review of Correction Techniques for Inherent Biases in External Operational Risk Loss Data," Working Papers wp2007-03, Australian Prudential Regulation Authority. [Downloadable!]
Pausch, Thilo, 2007. "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies 2007,16, Deutsche Bundesbank, Research Centre. [Downloadable!]
Maria Socorro Gochoco-Bautista, 2008. "Asset prices and monetary policy: booms and fat tails in East Asia," BIS Working Papers 243, Bank for International Settlements. [Downloadable!]
Ian Sharpe and Andre Stadnik, 2008. "APRA?s Expert Judgement Ratings and Solvency cover of Australian general Insurers," Working Papers wp2008-01, Australian Prudential Regulation Authority. [Downloadable!]
Thomas Nitschka, 2007. "International evidence for return predictability and the implications for long-run covariation of the G7 stock markets," IEW - Working Papers iewwp338, Institute for Empirical Research in Economics - IEW. [Downloadable!]
Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2008. "Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns," SFB 649 Discussion Papers SFB649DP2008-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Item repec:hal:papers:halshs-00235354_v1 is not listed on IDEAS anymore
Peroni, Chiara, 2007. "A non-parametric investigation of risk premia," MPRA Paper 5126, University Library of Munich, Germany, revised 01 Dec 2007. [Downloadable!]
Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy. [Downloadable!]
Patrick McGuire & Ilhyock Nikola Tarashev, 2008. "Global monitoring with the BIS international banking statistics," BIS Working Papers 244, Bank for International Settlements. [Downloadable!]

This page was last updated on 2009-12-6.

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