Report NEP-RMG-2009-05-09

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Other reports in NEP-RMG

The following items were anounced in this report:

• Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten, 2009. "Pricing basket default swaps in a tractable shot-noise model," Working Papers in Economics 359, Göteborg University, Department of Economics. [Downloadable!]
• Michel Fliess & Cédric Join, 2009. "Towards New Technical Indicators for Trading Systems and Risk Management," Post-Print inria-00370168_v3, HAL. [Downloadable!]
• Michele Fratianni & Francesco Marchionne, 2009. "The Role of Banks in the Subprime Financial Crisis," Working Papers 2009-02, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
• Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin 882, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• Peroni, Chiara, 2008. "A non-parametric investigation of risk premia," MPRA Paper 15010, University Library of Munich, Germany, revised 15 Apr 2009. [Downloadable!]
• Itoh, Yuki, 2008. "Recovery Process Model," Discussion Papers 2008-08, Graduate School of Economics, Hitotsubashi University. [Downloadable!]
• Söderberg, Jonas, 2008. "Test of the Gaussian Copula on the Swedish Stock Market," CAFO Working Papers 2009:9, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University. [Downloadable!]
• Kokholm, Thomas & Nicolato, Elisa, 2009. "Sato Processes in Default Modeling," Finance Research Group Working Papers F-2009-01, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
• Onour, Ibrahim, 2009. "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper 14937, University Library of Munich, Germany. [Downloadable!]

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