Report NEP-RMG-2008-12-21This 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:
- Cara Marshall, 2008. "Isolating the Systematic Component of a Single Stock’s (or Portfolio’s) Standard Deviation," Working Papers 0003 Classification- JEL:, Department of Economics, Queens College of the City University of New York, revised Dec 2008.
- Ruud Vermeulen, 2008. "Modelling Industry-level Ccorporate Credit Risk for the Netherlands," DNB Working Papers 190, Netherlands Central Bank, Research Department.
- Maximilian J. B. Hall, 2008. "The sub-prime crisis, the credit crunch and bank “failure”: An assessment of the UK authorities’ response," Discussion Paper Series 2008_14, Department of Economics, Loughborough University, revised Nov 2008.
- Charles R. Hulten & Xiaohui Hao, 2008. "What is a Company Really Worth? Intangible Capital and the "Market to Book Value" Puzzle," NBER Working Papers 14548, National Bureau of Economic Research, Inc.
- Jens Carsten Jackwerth & James E. Hodder & Olga Kolokolova, 2008. "Recovering Delisting Returns of Hedge Funds," CoFE Discussion Paper 08-09, Center of Finance and Econometrics, University of Konstanz.
- Item repec:quc:wpaper:0004 is not listed on IDEAS anymore
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.