NEP-RMG-2009-08-30

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-08-30

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:

McAleer, M.J. & Jimenez-Marin, J-. A. & Perez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Report EI 2009-17 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Chen Zou, 2009. "Dependence structure of risk factors and diversification effects," DNB Working Papers 219, Netherlands Central Bank, Research Department. [Downloadable!]
Item repec:hal:wpaper:hal-00409030_v4 is not listed on IDEAS anymore
Tobias Adrian & Hyun Song Shin, 2009. "The shadow banking system: implications for financial regulation," Staff Reports 382, Federal Reserve Bank of New York. [Downloadable!]
Bernardo Maggi & Marco Guida, 2009. "Modeling non performing loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy," Working Papers 1, Dipartimento di Economia, Sapienza University of Rome, revised May 2009. [Downloadable!]
Julien Chevallier, 2009. "Energy Risk Management with Carbon Assets," Working Papers halshs-00410059_v1, HAL. [Downloadable!]
Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009. "Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options," CIRANO Working Papers 2009s-34, CIRANO. [Downloadable!]
Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009. "Option-Implied Measures of Equity Risk," CIRANO Working Papers 2009s-33, CIRANO. [Downloadable!]
Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009. "Professor Zipf goes to Wall Street," NBER Working Papers 15295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Salman, A. Khalik & von Friedrichs, Yvonne & Shukur, Ghazi, 2009. "Macroeconomic Factors and Swedish Small and Medium-Sized Manufacturing Firm Failure," Working Paper Series in Economics and Institutions of Innovation 185, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies. [Downloadable!]
Lasse Heje Pedersen, 2009. "When Everyone Runs for the Exit," NBER Working Papers 15297, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

This page was last updated on 2009-12-20.

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