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Report NEP-RMG-2008-12-01
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:
Peresetsky , Anatoly & Karminsky, Alexander, 2008.
"Models for Moody’s bank ratings BOFIT Discussion Papers
17/2008, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Burkhard Raunig & Martin Scheicher, 2008.
"A value at risk analysis of credit default swaps Working Paper Series
968, European Central Bank.
[Downloadable!] Marco Corazza & Stefania Funari & Federico Siviero, 2008.
"An MCDA-based Approach for Creditworthiness Assessment Working Papers
177, Department of Applied Mathematics, University of Venice.
[Downloadable!] Diana Barro & Antonella Basso, 2008.
"Credit contagion in a network of firms with spatial interaction Working Papers
186, Department of Applied Mathematics, University of Venice.
[Downloadable!] Szabolcs Blazsek & Anna Downarowicz, 2008.
"Regime switching models of hedge fund returns Faculty Working Papers
12/08, School of Economics and Business Administration, University of Navarra.
[Downloadable!] Luc Laeven & Fabian Valencia, 2008.
"The Use of Blanket Guarantees in Banking Crises IMF Working Papers
08/250, International Monetary Fund.
[Downloadable!] Fabian Valencia, 2008.
"Banks' Precautionary Capital and Credit Crunches IMF Working Papers
08/248, International Monetary Fund.
[Downloadable!] Epperson, James E., 2008.
"Securitizing peanut production risk with catastrophe (CAT) bonds Faculty Series
44512, University of Georgia, Department of Agricultural and Applied Economics.
[Downloadable!] This page was last updated on 2009-11-15.
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 .