NEP-RMG-2009-01-10

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-01-10

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:

Maria Rosa Nieto & Esther Ruiz, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," Statistics and Econometrics Working Papers ws087326, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Antonella Foglia, 2008. "Stress testing credit risk: a survey of authorities' approaches," Questioni di Economia e Finanza (Occasional Papers) 37, Bank of Italy, Economic Research Department. [Downloadable!]
Bleuel, Hans-H., 2008. "Ein Analyseraster zur Bestimmung langfristiger Wechselkursrisiken von Unternehmen dargestellt am Beispiel der US-Dollar-Abwertung," Duesseldorf Working Papers in Applied Management and Economics fobe02, Duesseldorf University of Applied Sciences. [Downloadable!]
Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Antonio García-Ferrer & Ester González-Prieto & Daniel Peña, 2008. "A multivariate generalized independent factor GARCH model with an application to financial stock returns," Statistics and Econometrics Working Papers ws087528, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

This page was last updated on 2009-12-6.

This information is provided to you by 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.