Printed from https://ideas.repec.org/n/nep-rmg/2006-01-24.html
Report NEP-RMG-2006-01-24
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Marco Moscadelli, 2004, "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 517, Jul.
- Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005, "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance, University Library of Munich, Germany, number 0512028, Dec.
- Skogsvik, Kenth, 2005, "On the Choice-Based Sample Bias in Probabilistic Business Failure Prediction," SSE/EFI Working Paper Series in Business Administration, Stockholm School of Economics, number 2005:13, Dec, revised 09 Jan 2006.
- Stefano Neri, 2004, "Monetary policy and stock prices: theory and evidence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 513, Jul.
- Viviana Fernandez, 2005, "The International CAPM and a wavelet-based decomposition of Value at Risk," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp075, Dec.
- Item repec:hum:wpaper:sfb649dp2005-060 is not listed on IDEAS anymore
- Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann, 2005, "Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading," Finance, University Library of Munich, Germany, number 0512030, Dec.
- Francois-Éric Racicot & Raymond Théoret, 2006, "La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022006, Jan.
- Item repec:dgr:uvatin:20050110 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2006-003 is not listed on IDEAS anymore
- Item repec:dgr:eureri:30007880 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2006-001 is not listed on IDEAS anymore
- Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2006, "Common Failings: How Corporate Defaults are Correlated," NBER Working Papers, National Bureau of Economic Research, Inc, number 11961, Jan.
- Viviana Fernandez, 2005, "Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 215.
- Marco Gallegati, 2005, "Stock market returns and economic activity: evidence from wavelet analysis," Macroeconomics, University Library of Munich, Germany, number 0512016, Dec.