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Report NEP-RMG-2009-04-18
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.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009.
"How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads ,"
NBER Working Papers
14904, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009.
"CDO Pricing with Copulae ,"
SFB 649 Discussion Papers
SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Georges Dionne & Sadok Laajimi, 2009.
"On the Determinants of the Implied Default Barrier ,"
Cahiers de recherche
0914, CIRPEE.
[Downloadable!] Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009.
"Risk Shifting and Mutual Fund Performance ,"
NBER Working Papers
14903, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Katja Hanewald & Thomas Post & Helmut Gründl, 2009.
"Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency ,"
SFB 649 Discussion Papers
SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] This page was last updated on 2009-11-22.
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 .