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Report NEP-RMG-2006-06-10
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:
- J. Annaert & W. Van Hyfte, 2006, "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/376, Mar.
- Holger Kraft & Mogens Steffensen, 2006, "Bankruptcy, Counterparty Risk, and Contagion," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/03, May.
- Balazs Egert & Evzen Kocenda, 2005, "Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp798, Nov.
- Anca Podpiera & Jiri Podpiera, 2005, "Deteriorating Cost Efficiency in Commercial Banks Signals an Increasing Risk of Failure," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/06, Dec.
- Gael M. Martin & Andrew Reidy & Jill Wright, 2006, "Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/06.
- J. ANNAERT & Crispiniano Garcia Joao Batista & J. LAMOOT & G. LANINE, 2006, "Don t Fall from the Saddle: the Importance of Higher Moments of Credit Loss Distributions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/367, Feb.
- H. Ooghe & S. De Prijcker, 2006, "Failure process and causes of company bankruptcy: a typology," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/388, May.