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Report NEP-RMG-2008-09-05
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:
Ojo, Marianne, 2008.
"Risk Management by the Basel Committee: Evaluating Progress made from the 1988 Basel Accord to Recent Developments MPRA Paper
10051, University Library of Munich, Germany.
[Downloadable!] Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk — realised semivariance CREATES Research Papers
2008-42, School of Economics and Management, University of Aarhus.
[Downloadable!] Markus Haas & Stefan Mittnik & Mark S. Paolella, 2008.
"Asymmetric Multivariate Normal Mixture GARCH CFS Working Paper Series
2008/07, Center for Financial Studies.
[Downloadable!] Tobias Adrian & Hyun Song Shin, 2008.
"Financial intermediary leverage and value at risk Staff Reports
338, Federal Reserve Bank of New York.
[Downloadable!] This page was last updated on 2009-12-20.
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 .