Report NEP-RMG-2008-04-21This 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:
- Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers 2008/3, Department of Business and Management Science, Norwegian School of Economics.
- Silvia Iranzo, 2008. "Delving into country risk," Banco de Espaï¿½a Occasional Papers 0802, Banco de Espa�a.
- Item repec:hal:papers:halshs-00270708 is not listed on IDEAS anymore
- Chollete, Lorán, 2008. "The Propagation of Financial Extremes: An Application to Subprime Market Spillovers," Discussion Papers 2008/2, Department of Business and Management Science, Norwegian School of Economics.
- Mjøs, Aksel & Persson, Svein-Arne, 2008. "Level dependent annuities: Defaults of multiple degrees," Discussion Papers 2008/6, Department of Business and Management Science, Norwegian School of Economics.
- Georges Prat & Remzi Uctum, 2008. "The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data," EconomiX Working Papers 2008-2, University of Paris West - Nanterre la Défense, EconomiX.
- Item repec:pse:psecon:2008-21 is not listed on IDEAS anymore
- Laakkonen, Helinä & Lanne, Markku, 2008. "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper 8296, University Library of Munich, Germany.
- Atif Mian & Amir Sufi, 2008. "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers 13936, National Bureau of Economic Research, Inc.