This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-RMG-2009-05-02
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:
Balakrishna, B S, 2008.
"Levy Density Based Intensity Modeling of the Correlation Smile ,"
MPRA Paper
14922, University Library of Munich, Germany, revised 06 Apr 2009.
[Downloadable!] Xin Huang & Hao Zhou & Haibin Zhu, 2009.
"A Framework for Assessing the Systemic Risk of Major Financial Institutions ,"
BIS Working Papers
281, Bank for International Settlements.
[Downloadable!] Carolyne Spackman & Manmohan Singh, 2009.
"The Use (and Abuse) of CDS Spreads During Distress ,"
IMF Working Papers
09/62, International Monetary Fund.
[Downloadable!] Anastasia Koutsomanoli-Filippaki & Emmanuel Mamatzakis, 2009.
"Performance and Merton-Type Default Risk of Listed Banks in EU: a panel VAR approach ,"
Discussion Paper Series
2009_09, Department of Economics, University of Macedonia, revised Apr 2009.
[Downloadable!] Mathieu Gatumel, 2008.
"Relevancy of the cost-of-capital rate for the insurance companies ,"
Documents de travail du Centre d'Economie de la Sorbonne
b08094, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
[Downloadable!] Erlend Nier, 2009.
"Financial Stability Frameworks and the Role of Central Banks: Lessons from the Crisis ,"
IMF Working Papers
09/70, International Monetary Fund.
[Downloadable!] Item repec:pra:mprapa:14881 is not listed on IDEAS anymore
Richards, Steve, 2009.
"Do I Need Crop Insurance? Self Evaluating Crop Insurance as a Risk Management Tool in New York State ,"
EB Series
49003, Cornell University, Department of Applied Economics and Management.
[Downloadable!] Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2009.
"Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? ,"
NBER Working Papers
14931, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Xu, Wei & Filler, Guenther & Odening, Martin & Okhrin, Ostap, 2009.
"On the Systemic Nature of Weather Risk ,"
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
49131, Agricultural and Applied Economics Association.
[Downloadable!] Gloy, Brent A. & Staehr, A. Edward, 2009.
"Case Studies on the Use of Crop Insurance in Managing Risk ,"
EB Series
49004, Cornell University, Department of Applied Economics and Management.
[Downloadable!] Matthias Koenig & Joern Meissner, 2009.
"Risk Management Policies for Dynamic Capacity Control ,"
Working Papers
MRG/0013, Department of Management Science, Lancaster University, revised Nov 2009.
[Downloadable!] Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009.
"The Time-Varying Systematic Risk of Carry Trade Strategies ,"
University of St. Gallen Department of Economics working paper series 2009
2009-06, Department of Economics, University of St. Gallen.
[Downloadable!] Dominique Guegan & Pierre-André Maugis, 2008.
"Note on new prospects on vines ,"
Documents de travail du Centre d'Economie de la Sorbonne
b08095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
[Downloadable!] Pablo Antolín & Fiona Stewart, 2009.
"Private Pensions and Policy Responses to the Financial and Economic Crisis ,"
OECD Working Papers on Insurance and Private Pensions
36, OECD, Directorate for Financial and Enterprise Affairs.
[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 .