NEP-RMG-2008-09-20

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2008-09-20

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:

Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari, 2008. "Macro-model-based stress testing of Basel II capital requirements," Research Discussion Papers 17/2008, Bank of Finland. [Downloadable!]
Vít Bubák, 2008. "Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models," Working Papers IES 2008/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008. [Downloadable!]
Pena, Alejandro & Rodríguez, Analía, 2008. "La metodología de rating “through the cycle”: aplicación para la estimación de ratings soberanos
[The Rating Agencies' Through-the-cycle Methodology: an application to sovereign ratings]," MPRA Paper 10458, University Library of Munich, Germany. [Downloadable!]
Item repec:fau:wpaper:wp2008_17 is not listed on IDEAS anymore
Yannick LE PEN & Benoît SEVI, 2008. "Volatility transmission and volatility impulse response functions in European electricity forward markets," Cahiers du CREDEN (CREDEN Working Papers) 08.09.77, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1. [Downloadable!]
Adams, Charles, 2008. "Emerging East Asian Banking Systems Ten Years after the 1997/98 Crisis," Working Papers on Regional Economic Integration 16, Asian Development Bank. [Downloadable!]
Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo, 2008. "Network models and financial stability," Bank of England working papers 346, Bank of England. [Downloadable!]
Fulvio Corsi & Davide Pirino & Roberto Renò, 2008. "Volatility forecasting: the jumps do matter," Department of Economics University of Siena 534, Department of Economics, University of Siena. [Downloadable!]
Item repec:fau:wpaper:wp2008_19 is not listed on IDEAS anymore
KnÃ¼ppel, Malte & Schultefrankenfeld, Guido, 2008. "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies 2008,14, Deutsche Bundesbank, Research Centre. [Downloadable!]

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

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