NEP-RMG-2009-03-07

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Report NEP-RMG-2009-03-07

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:

Iman van Lelyveld & Franka Liedorp & Manuel Kampman, 2009. "An Empirical assessment of reinsurance risk," DNB Working Papers 201, Netherlands Central Bank, Research Department. [Downloadable!]
Fulvio Corsi & Davide Pirino & Roberto Reno, 2009. "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series gd08-036, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Nicole Branger & Holger Kraft & Christoph Meinerding, 2009. "What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?," Working Paper Series: Finance and Accounting 198, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
Ojo, Marianne, 2009. "The Growing Importance of Risk in Regulation," MPRA Paper 13723, University Library of Munich, Germany. [Downloadable!]
Michel Aglietta & Ludovic Moreau & Adrian Roche, 2009. "The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis," EconomiX Working Papers 2009-3, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
Che, Natasha Xingyuan, 2009. "The great dissolution: organization capital and diverging volatility puzzle," MPRA Paper 13701, University Library of Munich, Germany. [Downloadable!]
Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany, revised Nov 2009. [Downloadable!]
Federico M. Bandi & Roberto Reno, 2009. "Nonparametric Stochastic Volatility," Global COE Hi-Stat Discussion Paper Series gd08-035, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Xiaohong Chen & Wei Biao Wu & Yanping Yi, 2009. "Efficient Estimation of Copula-based Semiparametric Markov Models," Cowles Foundation Discussion Papers 1691, Cowles Foundation, Yale University, revised Mar 2009. [Downloadable!]
Kousky, Carolyn & Cooke, Roger M., 2009. "Climate Change and Risk Management: Challenges for Insurance, Adaptation, and Loss Estimation," Discussion Papers dp-09-03, Resources For the Future. [Downloadable!]

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

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