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Report NEP-RMG-2008-05-31
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.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Jan Willem van den End, 2008.
"Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk DNB Working Papers
175, Netherlands Central Bank, Research Department.
[Downloadable!] Laurence Fung & Ip-wing Yu, 2008.
"Predicting Stock Market Returns by Combining Forecasts Working Papers
0801, Hong Kong Monetary Authority.
[Downloadable!] Nicole EL KAROUI & Claudia RAVANELLI, 2008.
"Cash Sub-additive Risk Measures and Interest Rate Ambiguity Swiss Finance Institute Research Paper Series
08-09, Swiss Finance Institute.
[Downloadable!] Lindset, Snorre & Persson, Svein-Arne, 2008.
"Continuous Monitoring: Look before You Leap Discussion Papers
2008/8, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!] Clara I. Gonzalez & Ricardo Gimeno, 2008.
"Financial Analysts impact on Stock Volatility. A Study on the Pharmaceutical Sector Working Papers
2008-19, FEDEA.
[Downloadable!] Los, Cornelis A. & Tungsong, Satjaporn, 2008.
"Investment Model Uncertainty and Fair Pricing MPRA Paper
8859, University Library of Munich, Germany.
[Downloadable!] 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
0722, Hong Kong Monetary Authority.
[Downloadable!] This page was last updated on 2009-11-29.
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 .