NEP-RMG-2009-07-03

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Report NEP-RMG-2009-07-03

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:

Ogarca, Angela, 2009. "Banking risk management in the context of financial-economic crisis," Working Papers 2009/40, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]
Clara Cardone Riportella & Reyes Samaniego Medina & Antonio Trujillo Ponce, 2009. "What do we know about banks securitisation? the spanish experience," Business Economics Working Papers wb093904, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
D Subbarao, 2009. "Risk Management in the Midst of the Global Financial Crisis," Working Papers id:2040, esocialsciences.com. [Downloadable!]
Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-3, Swiss National Bank. [Downloadable!]
Stefanescu, Aurelia & Rusanu, Dan Radu & Nicolae, Florina & Mitea Popia, Carmen Crina, 2009. "Corporate Governance And Risk Management - A General Approach," Working Papers 2009/44, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]
Gregory DE WALQUE & Olivier PIERRARD & Abdelaziz,ROUABAH, 2009. "Financial (in)stability, supervision and liquidity injections : a dynamic general equilibrium approach," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
Farhi, Emmanuel & Fraiberger, Samuel P. & Gabaix, Xavier & Rancière, Romain & Verdelhan, Adrien, 2009. "Crash Risk in Currency Markets," CEPR Discussion Papers 7322, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Li, Hui, 2009. "On Models of Stochastic Recovery for Base Correlation," MPRA Paper 15750, University Library of Munich, Germany, revised 15 Oct 2009. [Downloadable!]
Manuel Frondel & Nolan Ritter & Christoph M. Schmidt, 2009. "Measuring Energy Supply Risks: A G7 Ranking," Ruhr Economic Papers 0104, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
John Geanakoplos & Stephen P. Zeldes, 2009. "Market Valuation of Accrued Social Security Benefits," Cowles Foundation Discussion Papers 1711, Cowles Foundation, Yale University. [Downloadable!]
Bianchi, Sergio & Pantanella, Alexandre & Pianese, Augusto, 2009. "Financial Portfolio Selection in a Nonstationary Gaussian Framework," Working Papers 2009/49, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]
Popescu, Angela & Stefanescu, Roxana, 2009. "Crisis And Risk Management," Working Papers 2009/47, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]
Negru, Titel, 2009. "The asset management of privately pension fund managed in crisis conditions," Working Papers 2009/31, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]
Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009. "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers 1162, Princeton University, Department of Economics, Center for Economic Policy Studies.. [Downloadable!]

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

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