Report NEP-RMG-2011-02-05This 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:
- Co-Pierre Georg, 2011. "Basel III ans Systemic Risk Regulation - What Way Forward?," Global Financial Markets Working Paper Series 17-2011, Friedrich-Schiller-University Jena.
- Item repec:dgr:eureir:1765022237 is not listed on IDEAS anymore
- Carol Osler & Tanseli Savaser, 2010. "Extreme Returns: The Case of Currencies," Working Papers 04, Brandeis University, Department of Economics and International Businesss School.
- Ali K. Ozdagli, 2010. "The distress premium puzzle," Working Papers 10-13, Federal Reserve Bank of Boston.
- Anca Gheorghiu & Ion Sp\^anulescu, 2011. "Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009," Papers 1101.4674, arXiv.org.
- Hao Wang & Hao Zhou & Yi Zhou, 2011. "Credit default swap spreads and variance risk premia," Finance and Economics Discussion Series 2011-02, Board of Governors of the Federal Reserve System (U.S.).
- Metiu Norbert, 2011. "Financial contagion in developed sovereign bond markets," Research Memoranda 004, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Niko Dotz & Christoph Fisher, 2011. "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Globalization and Monetary Policy Institute Working Paper 69, Federal Reserve Bank of Dallas.
- Jakob Bosma, 2011. "Communicating Bailout Policy and Risk Taking in the Banking Industry," DNB Working Papers 277, Netherlands Central Bank, Research Department.
- Coskun, Yener, 2010.
"Aracı Kurumların Risk Haritası (Risk Maps of Securities Firms)
[Risk Maps of Securities Firms]," MPRA Paper 28368, University Library of Munich, Germany.