NEP-RMG-2009-05-16

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Report NEP-RMG-2009-05-16

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:

Joao A. Bastos, 2009. "Forecasting bank loans loss-given-default," CEMAPRE Working Papers 0901, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon. [Downloadable!]
Yan, Yan & Barry, Peter & Paulson, Nicholas & Schnitkey, Gary, 2009. "Measurement of Farm Credit Risk: SUR Model and Simulation Approach," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49222, Agricultural and Applied Economics Association. [Downloadable!]
Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany. [Downloadable!]
John Galbraith & Dongming Zhu, 2009. "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers 2009-01, McGill University, Department of Economics. [Downloadable!]
Ramirez, Octavio A. & Carpio, Carlos E. & Rejesus, Rod, 2009. "Can Crop Insurance Premiums be Reliably Estimated?," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49465, Agricultural and Applied Economics Association. [Downloadable!]
Lin, Shanshan & Mullen, Jeffrey D. & Hoogenboom, Gerrit, 2009. "Spatial and Temporal On-Farm Risk Management - Crop Production Scheduling and Index Insurance Strategies," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49350, Agricultural and Applied Economics Association. [Downloadable!]
Zhu, Ying & Ghosh, Sujit K. & Goodwin, Barry K., 2009. "Directional Spatial Dependence and Its Implications for Modeling Systemic Yield Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49455, Agricultural and Applied Economics Association. [Downloadable!]
Stefan Hlawatsch & Sebastian Ostrowski, 2009. "Economic Loan Loss Provision and Expected Loss," FEMM Working Papers 09013, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management. [Downloadable!]
Balli, Faruk & Basher, Syed & Louis, Rosmy, 2009. "Channels of risk-sharing among Canadian provinces: 1961–2006," MPRA Paper 15206, University Library of Munich, Germany. [Downloadable!]
Wu, Feng & Guan, Zhengfei, 2009. "The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49453, Agricultural and Applied Economics Association. [Downloadable!]
Roland Kirstein, 2009. "Risk-Neutral Monopolists are Variance-Averse," FEMM Working Papers 09012, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management. [Downloadable!]
Niemi, Jarkko K & Lyytikainen, Tapani & Sahlstrom, Leena & Virtanen, Terhi & Lehtonen, Heikki, 2009. "Risk Classification in Animal Disease Prevention: Who Benefits from Differentiated Policy?," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49307, Agricultural and Applied Economics Association. [Downloadable!]

This page was last updated on 2009-12-6.

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