Report NEP-RMG-2012-06-13This 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:
- Walter Farkas & Pablo Koch-Medina & Cosimo-Andrea Munari, 2012. "Beyond cash-additive capital requirements: when changing the numeraire fails," Papers 1206.0478, arXiv.org, revised Sep 2013.
- Cousin, Violaine, 2012. "Basel I, II, III – we want it all at once," MPRA Paper 39142, University Library of Munich, Germany.
- Vicente Medina Martínez & Ángel Pardo Tornero, 2012. "Stylized facts of CO2 returns," Working Papers. Serie AD 2012-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2012. "Does Aggregate Riskiness Predict Future Economic Downturns?," Working Paper Series 2012-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Candelon B. & Straetmans S., 2012. "Fat tails in small samples," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Arnaud Rault & Stéphane Krebs, 2011. "Catastrophic risk and risk management, what do we know about livestock epidemics? State of the art and prospects," Working Papers SMART - LERECO 201105, INRA UMR SMART.
- Gammadigbé, Vigninou, 2012.
"Stress test macroéconomique du système bancaire de l'UEMOA
[Macroeconomic stress testing of the WAEMU banking system]," MPRA Paper 39214, University Library of Munich, Germany, revised May 2012.
- Michael Brei & Carlos Winograd, 2012. "Foreign banks, corporate strategy and financial stability: lessons from the river plate," PSE Working Papers halshs-00703738, HAL.
- Musolino, Francesco & Carfì, David, 2012. "A game theory model for currency markets stabilization," MPRA Paper 39240, University Library of Munich, Germany.
- Duffy, David, 2012. "Irish Housing: A Role for Loan-to-Value Limits?," Papers EC7, Economic and Social Research Institute (ESRI).
- Item repec:ner:dauphi:urn:hdl:123456789/7744 is not listed on IDEAS anymore
- Allan M. Lavell, 2011. "The Disaster Risk Management - Climate Change Adaptation Nexus," IDB Publications 71438, Inter-American Development Bank.
- Item repec:eca:wpaper:2013/119282 is not listed on IDEAS anymore