NEP-RMG-2009-04-05

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-04-05

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:

Gonzales-Martínez, Rolando, 2009. "La Gestión de Riesgo de Liquidez en Economías Emergentes: Un Modelo Valor-en-Riesgo (VaR) Paramétrico de Calibración Indirecta y una Aplicación al Sistema Financiero Boliviano
[Liquidity Risk ," MPRA Paper 14247, University Library of Munich, Germany. [Downloadable!]
Eric Wong & Cho-Hoi Hui, 2009. "A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks," Working Papers 0906, Hong Kong Monetary Authority. [Downloadable!]
Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," UmeÃ¥ Economic Studies 768, Umeå University, Department of Economics. [Downloadable!]
Ingo Fender & Martin Scheicher, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," BIS Working Papers 279, Bank for International Settlements. [Downloadable!]
Item repec:hal:journl:inria-00370168_v2 is not listed on IDEAS anymore
Kenedy Alva & Juan Romo & Esther Ruiz, 2009. "Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market," Statistics and Econometrics Working Papers ws092809, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009. "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics 09/05, University of Canterbury, Department of Economics. [Downloadable!]
Patrick Bolton & Hui Chen & Neng Wang, 2009. "A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management," NBER Working Papers 14845, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," UmeÃ¥ Economic Studies 769, Umeå University, Department of Economics. [Downloadable!]
Charles Goodhart & Miguel Segoviano, 2009. "Banking Stability Measures," FMG Discussion Papers dp627, Financial Markets Group. [Downloadable!] (restricted)
Degryse, H.A. & Elahi, M.A. & Penas, M.F., 2009. "Cross-Border Exposures and Financial Contagion," Discussion Paper 2009-20, Tilburg University, Center for Economic Research. [Downloadable!]
Hans Gersbach & Volker Hahn, 2009. "Banking-on-the-Average Rules," Economics working paper series 09/107, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. [Downloadable!]

This page was last updated on 2009-11-22.

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