NEP-RMG-2008-11-04

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2008-11-04

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:

Item repec:hal:paris1:halshs-00185369_v1 is not listed on IDEAS anymore
Item repec:hal:paris1:halshs-00261514_v1 is not listed on IDEAS anymore
Item repec:hal:paris1:halshs-00270708_v1 is not listed on IDEAS anymore
Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
Jakub Seidler, 2008. "Implied Market Loss Given Default: structural-model approach," Working Papers IES 2008/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2008. [Downloadable!]
Olga Bohachova, 2008. "The Impact of Macroeconomic Factors on Risks in the Banking Sector: A Cross-Country Empirical Assessment," IAW Discussion Papers 44, Institut für Angewandte Wirtschaftsforschung (IAW). [Downloadable!]
Item repec:hal:paris1:halshs-00185374_v1 is not listed on IDEAS anymore
Ricardo Mestre & Peter McAdam, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macro-economic forecasts," Working Paper Series 950, European Central Bank. [Downloadable!]
Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York. [Downloadable!]
Tor Jacobson & Rikard Kindell & Jesper Linde & Kasper Roszbach, 2008. "Firm default and aggregate fluctuations," Working Papers 08-21, Federal Reserve Bank of Philadelphia. [Downloadable!]
Item repec:hal:paris1:halshs-00235354_v1 is not listed on IDEAS anymore

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

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