Printed from https://ideas.repec.org/n/nep-rmg/2006-02-05.html
Report NEP-RMG-2006-02-05
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:
- Marie-Paule Laurent, 2004, "Asset return correlation in Basel II: implications for credit risk management," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 04-017.RS, Apr.
- Item repec:pas:camaaa:2006-05 is not listed on IDEAS anymore
- Joao Amaro de Matos & Ana Lacerda, 2006, "Dry markets and statistical arbitrage bounds for European derivatives," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp479.
- Refet S. Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-26, Sep.