Report NEP-RMG-2008-05-31This 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:
- Jan Willem van den End, 2008. "Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk," DNB Working Papers, Netherlands Central Bank, Research Department 175, Netherlands Central Bank, Research Department.
- Laurence Fung & Ip-wing Yu, 2008. "Predicting Stock Market Returns by Combining Forecasts," Working Papers, Hong Kong Monetary Authority 0801, Hong Kong Monetary Authority.
- Nicole EL KAROUI & Claudia RAVANELLI, 2008. "Cash Sub-additive Risk Measures and Interest Rate Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 08-09, Swiss Finance Institute.
- Lindset, Snorre & Persson, Svein-Arne, 2008. "Continuous Monitoring: Look before You Leap," Discussion Papers, Department of Business and Management Science, Norwegian School of Economics 2008/8, Department of Business and Management Science, Norwegian School of Economics.
- Clara I. Gonzalez & Ricardo Gimeno, 2008. "Financial Analysts impact on Stock Volatility. A Study on the Pharmaceutical Sector," Working Papers 2008-19, FEDEA.
- Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany.
- Jim Wong & Eric Wong & Phyllis Leung, 2007. "A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies," Working Papers, Hong Kong Monetary Authority 0722, Hong Kong Monetary Authority.