NEP-RMG-2008-03-01

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2008-03-01

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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The following items were anounced in this report:

Andreas Jobst, 2007. "Operational Risk--The Sting is Still in the Tail but the Poison Depends on the Dose," IMF Working Papers 07/239, International Monetary Fund. [Downloadable!]
Andreas Jobst, 2007. "Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection, and Loss Reporting," IMF Working Papers 07/254, International Monetary Fund. [Downloadable!]
Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
Elena Loukoianova & Cheng Hoon Lim & Samuel Malone & Dale F. Gray, 2008. "A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty," IMF Working Papers 08/40, International Monetary Fund. [Downloadable!]
Markus Haas & Stefan Mittnik, 2008. "Multivariate Regime–Switching GARCH with an Application to International Stock Markets," CFS Working Paper Series 2008/08, Center for Financial Studies. [Downloadable!]
Andrea M. Maechler & Srobona Mitra & DeLisle Worrell, 2007. "Decomposing Financial Risks and Vulnerabilities in Eastern Europe," IMF Working Papers 07/248, International Monetary Fund. [Downloadable!]
Item repec:dgr:nijrep:2008-01 is not listed on IDEAS anymore
Amadou N. R. Sy, 2007. "Capital Account Liberalization and Risk Management in India," IMF Working Papers 07/251, International Monetary Fund. [Downloadable!]
Selim Cakir & Faezeh Raei, 2007. "Sukuk vs. Eurobonds: Is There a Difference in Value-at-Risk?," IMF Working Papers 07/237, International Monetary Fund. [Downloadable!]
Günter Franke & Harris Schlesinger & Richard Stapleton, 2007. "Non-Market Wealth, Background Risk and Portfolio Choice," CoFE Discussion Paper 07-11, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Douglas Steigerwald & Marc Conte, 2007. "Do Daylight-Saving Time Adjustments Really Impact Stock Returns?," University of California at Santa Barbara, Economics Working Paper Series 10-07, Department of Economics, UC Santa Barbara. [Downloadable!]
Martin CihÃ¡k & Heiko Hesse, 2008. "Islamic Banks and Financial Stability: An Empirical Analysis," IMF Working Papers 08/16, International Monetary Fund. [Downloadable!]

This page was last updated on 2008-7-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.