Report NEP-RMG-2010-04-11This 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:
- Giandomenico, Rossano, 2010. "Credit Derivatives," MPRA Paper 21793, University Library of Munich, Germany.
- Gabriel JimÃ©nez & Jose A. Lopez & JesÃºs Saurina, 2010. "How Does Competition Impact Bank Risk-Taking?," Banco de Espaï¿½a Working Papers 1005, Banco de Espaï¿½a.
- Altunbas, Yener & Gambacorta, Leonardo & MarquÃ©s-IbÃ¡Ã±ez, David, 2010. "Does monetary policy affect bank risk-taking?," Working Paper Series, European Central Bank 1166, European Central Bank.
- Jean Tirole, 2010. "Illiquidity and all its friends," BIS Working Papers 303, Bank for International Settlements.
- Andreas Fuster & Paul S. Willen, 2010. "Insuring consumption using income-linked assets," Working Papers, Federal Reserve Bank of Boston 10-1, Federal Reserve Bank of Boston.
- Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2010/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2010.
- Esteban PÃ©rez Caldentey & MatÃas Vernengo, 2010. "Modern Finance, Methodology and the Global Crisis," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics 2010_04, University of Utah, Department of Economics.