NEP-RMG-2008-04-21

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2008-04-21

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:

Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers 2008/3, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Silvia Iranzo, 2008. "Delving into country risk," Banco de EspaÃ±a Occasional Papers 0802, Banco de España. [Downloadable!]
Item repec:hal:papers:halshs-00270708_v1 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 Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Mjøs, Aksel & Persson, Svein-Arne, 2008. "Level dependent annuities: Defaults of multiple degrees," Discussion Papers 2008/6, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
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. [Downloadable!]
David Le Bris & Pierre-Cyrille Hautcoeur, 2008. "A challenge to triumphant optimists? A blue chips index for the Paris Stock-Exchange (1854-2007)," PSE Working Papers 2008-21, PSE (Ecole normale supérieure), revised Nov 2009. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!] (restricted)

This page was last updated on 2009-11-29.

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