Report NEP-RMG-2010-02-20This 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.
The following items were announced in this report:
- Matthews, Kent, 2010. "Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework," Cardiff Economics Working Papers E2010/1, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2010.
- Ojo, Marianne, 2010. "The impact of capital and disclosure requirements on risks and risk taking incentives," MPRA Paper 20404, University Library of Munich, Germany.
- Item repec:bep:unimip:1099 is not listed on IDEAS anymore
- Cosma, Dorin & Cosma, Octavian, 2009. "Modern Risk Management Strategies for the Romanian State Treasury," MPRA Paper 20425, University Library of Munich, Germany, revised 23 Nov 2009.
- Item repec:bcl:bclwop:cahier_etudes_42 is not listed on IDEAS anymore
- Maria Boguta & Eric J\"arpe, 2010. "A new space-time model for volatility clustering in the financial market," Papers 1002.0609, arXiv.org.
- Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Report EI 2010-10, Erasmus University Rotterdam, Econometric Institute.