Report NEP-RMG-2011-01-23This 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:
- Esposito, Francesco Paolo, 2010. "Credit risk tools: an overview," MPRA Paper 28045, University Library of Munich, Germany.
- Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research 757, Kyoto University, Institute of Economic Research.
- Marcella Lucchetta, 2010. "Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns," RSCAS Working Papers, European University Institute 2010/76, European University Institute.
- Focarelli, Dario & Marqués-Ibáñez, David & Pozzolo, Alberto Franco, 2011. "Are universal banks better underwriters? Evidence from the last days of the Glass-Steagall Act," Working Paper Series, European Central Bank 1287, European Central Bank.
- Kjell Bjørn Nordal & Randi Næs, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper, Norges Bank 2010/31, Norges Bank.
- Dubravka Benaković & Petra Posedel, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb 1012, Faculty of Economics and Business, University of Zagreb.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers, Banque de France 313, Banque de France.
- Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," NIPE Working Papers, NIPE - Universidade do Minho 01/2011, NIPE - Universidade do Minho.
- Marin Bozic, 2010. "Pricing Options on Commodity Futures: The Role of Weather and Storage," Working Papers, The Institute of Economics, Zagreb 1003, The Institute of Economics, Zagreb.