Report NEP-RMG-2013-07-20This 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:
- Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2013. "Deflation Risk," NBER Working Papers 19238, National Bureau of Economic Research, Inc.
- Sant'Anna, Pedro H. C., 2013. "Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy," MPRA Paper 48376, University Library of Munich, Germany.
- Pinar Yesin, 2013. "Foreign Currency Loans and Systemic Risk in Europe," Working Papers, Swiss National Bank, Study Center Gerzensee 13.06, Swiss National Bank, Study Center Gerzensee.
- Jose Manuel Feria-Dominguez & Enrique Jimenez-Rodriguez & Ines Merino Fernandez-Galiano, 2013. "Isolating the corporate reputational risk in environmental oil spill disasters," Working Papers, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration) 13.02, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
- Victoria Galsband & Thomas Nitschka, 2013. "Currency excess returns and global downside market risk," Working Papers, Swiss National Bank 2013-07, Swiss National Bank.
- David Crainich & Louis Eeckhoudt & James K. Hammitt, 2013. "The Value of Risk Reduction: New Tools for an Old Problem," Working Papers, IESEG School of Management 2013-ECO-13, IESEG School of Management.
- Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin, 2013. "CDO Surfaces Dynamics," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2013-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Diep Duong & Norman Swanson, 2013. "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers, Rutgers University, Department of Economics 201312, Rutgers University, Department of Economics.