Report NEP-RMG-2013-09-26This 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:
- International Monetary Fund. Monetary and Capital Markets Department, 2013. "Colombia: Financial System Stability Assessment," IMF Staff Country Reports 13/50, International Monetary Fund.
- Aldasoro, Iñaki & Angeloni, Ignazio, 2013. "Input-Output-based Measures of Systemic Importance," MPRA Paper 49557, University Library of Munich, Germany.
- Mariathasan, Mike & Merrouche, Ouarda, 2013. "The Manipulation of Basel Risk-Weights," CEPR Discussion Papers 9494, C.E.P.R. Discussion Papers.
- International Monetary Fund. Western Hemisphere Dept., 2013. "The Bahamas: Financial Sector Stability Assessment," IMF Staff Country Reports 13/101, International Monetary Fund.
- Sumiko Ogawa & Joonkyu Park & Diva Singh & Nita Thacker, 2013. "Financial Interconnectedness and Financial Sector Reforms in the Caribbean," IMF Working Papers 13/175, International Monetary Fund.
- International Monetary Fund. African Dept., 2013. "Nigeria: Financial Sector Stability Assessment," IMF Staff Country Reports 13/140, International Monetary Fund.
- Yuanhua Feng & Lixin Sun, 2013. "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers 69, University of Paderborn, CIE Center for International Economics.
- Alexander Novikov & Nino Kordzakhia, 2013. "On lower and upper bounds for Asian-type options: a unified approach," Papers 1309.2383, arXiv.org.
- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.
- Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013. "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers 201357, University of Pretoria, Department of Economics.