Report NEP-RMG-2008-12-07This 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.
The following items were announced in this report:
- Byström, Hans, 2008. "The Age of Turbulence - Credit Derivatives Style," Working Papers, Lund University, Department of Economics 2008:16, Lund University, Department of Economics, revised 16 Jun 2010.
- Popescu, Ramona Florina & Clipici, Emilia, 2008. "Establishment and analysis of the credit risk profile in a Romanian retail bank," MPRA Paper 11897, University Library of Munich, Germany, revised 24 Nov 2008.
- Jing-zhi Huang & Hao Zhou, 2008. "Specification analysis of structural credit risk models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-55, Board of Governors of the Federal Reserve System (U.S.).
- Gottschalg, Oliver & Groh, Alexander Peter & Baule, Rainer, 2008. "Measuring idiosyncratic risks in leveraged buyout transactions," Les Cahiers de Recherche, HEC Paris 894, HEC Paris.
- Reinhart, Carmen, 2008. "The Next (but not new) Frontier for Sovereign Default," MPRA Paper 11865, University Library of Munich, Germany.
- Tatom, John, 2008. "More myths about the financial crisis of 2008," MPRA Paper 11804, University Library of Munich, Germany.