Report NEP-RMG-2008-04-12This 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:
- Dinger, Valeriya & von Hagen, Jürgen, 2008. "Does Interbank Borrowing Reduce Bank Risk?," CEPR Discussion Papers 6635, C.E.P.R. Discussion Papers.
- Martinez-Miera, David & Repullo, Rafael, 2008. "Does Competition Reduce the Risk of Bank Failure?," CEPR Discussion Papers 6669, C.E.P.R. Discussion Papers.
- Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Center for Economic Studies - Discussion papers ces0020, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Leonardo Bonilla & Andrés Felipe García & Monica Roa, 2008. "Country risk ratings and financial crises 1995 – 2001: a survival analysis," BORRADORES DE ECONOMIA 004580, BANCO DE LA REPÚBLICA.
- Møller, Stig Vinther, 2008. "Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns," Finance Research Group Working Papers F-2008-04, University of Aarhus, Aarhus School of Business, Department of Business Studies.