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Report NEP-RMG-2008-09-29
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:
Gary B. Gorton, 2008.
"The Panic of 2007 NBER Working Papers
14358, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jesus Gonzalo & Jose Olmo, 2008.
"Testing downside risk efficiency under market distress Economics Working Papers
we084321, Universidad Carlos III, Departamento de Economía.
[Downloadable!] Jun Yang, 2008.
"Macroeconomic Determinants of the Term Structure of Corporate Spreads Working Papers
08-29, Bank of Canada.
[Downloadable!] Patrick M McGuire & Kostas Tsatsaronis, 2008.
"Estimating hedge fund leverage BIS Working Papers
260, Bank for International Settlements.
[Downloadable!] Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena, 2008.
"Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia Discussion Paper Series
2008_06, Department of Economics, Loughborough University, revised Jul 2008.
[Downloadable!] Greta Falavigna, 2008.
"Nouveaux instruments d’évaluation pour le risque financier d’entreprise CERIS Working Paper
200801, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
[Downloadable!] Jouchi Nakajima, 2008.
"EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns IMES Discussion Paper Series
08-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!] Tim Bollerslev & Tzuo Hao & George Tauchen, 2008.
"Expected Stock Returns and Variance Risk Premia CREATES Research Papers
2008-48, School of Economics and Management, University of Aarhus.
[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 .