NEP-RMG-2009-03-14

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-03-14

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:

Erdinç, Didar, 2009. "From credit crunch to credit boom: transitional challenges in Bulgarian banking, 1999-2006," MPRA Paper 10735, University Library of Munich, Germany. [Downloadable!]
Burkhard Raunig & Martin Scheicher, 2009. "Are Banks Different? Evidence from the CDS Market," Working Papers 152, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
James P. Gander, 2009. "Extreme Value Theory and the Financial Crisis of 2008," Working Paper Series, Department of Economics, University of Utah 2009_03, University of Utah, Department of Economics. [Downloadable!]
Thomas Nitschka, 2009. "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers iewwp405, Institute for Empirical Research in Economics - IEW. [Downloadable!]
Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009. "How to find plausible, severe, and useful stress scenarios," Working Papers 150, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
Franklin Allen & Elena Carletti & Finn Poschmann, 2009. "Marking to Market for Financial Institutions: A Common Sense Resolution," e-briefs 73, C.D. Howe Institute. [Downloadable!]
Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London), 2009. "Transformation kernel density estimation of actuarial loss functions," Working Papers in Economics 219, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
Item repec:pra:mprapa:14015 is not listed on IDEAS anymore
Steinbacher, Matjaz, 2009. "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper 13866, University Library of Munich, Germany. [Downloadable!]
Item repec:fra:franaf:195 is not listed on IDEAS anymore
Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the fragility of the banking and insurance sector," DNB Working Papers 202, Netherlands Central Bank, Research Department. [Downloadable!]
Pástor, Luboš & Stambaugh, Robert F, 2009. "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers 7199, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Delis, Manthos D & Molyneux, Philip & Pasiouras, Fotios, 2009. "Regulations and productivity growth in banking," MPRA Paper 13891, University Library of Munich, Germany. [Downloadable!]
Fujiwara, Yoshi & Aoyama, Hideaki & Ikeda, Yuichi & Iyetomi, Hiroshi & Souma, Wataru, 2009. "Structure and Temporal Change of Credit Network between Banks and Large Firms in Japan," Economics Discussion Papers 2009-1, Kiel Institute for the World Economy. [Downloadable!]

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

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