Report NEP-RMG-2005-07-18

This 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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Günter Franke & Jan Pieter Krahnen, 2005. "Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations," CFS Working Paper Series 2005/06, Center for Financial Studies.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," CFS Working Paper Series 2005/02, Center for Financial Studies.
• Sean D. Campbell & Francis X. Diebold, 2004. "Weather Forecasting for Weather Derivatives," CFS Working Paper Series 2004/10, Center for Financial Studies.
• Item repec:eab:macroe:527 is not listed on IDEAS anymore