Printed from https://ideas.repec.org/n/nep-rmg/2006-09-30.html
Report NEP-RMG-2006-09-30
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:
- Alexei Goriaev & Alexei Zabotkin, 2006, "Risks of investing in the Russian stock market: Lessons of the first decade," Working Papers, Center for Economic and Financial Research (CEFIR), number w0077, Aug.
- Brännäs, Kurt & Soultanaeva, Albina, 2006, "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies, Umeå University, Department of Economics, number 696, Sep.
- Stephen M. Hess & Alfonso M. Albano & John P. Gaertner, 2005, "Analysis and Insights from a Dynamical Model of Nuclear Plant Safety Risk," Working Papers, Singapore Management University, School of Economics, number 14-2005, Sep.
- Item repec:dnb:dnbwpp:107 is not listed on IDEAS anymore
- Prasanna Gai & Nicholas Vause, 2005, "Measuring investors' risk appetite," Bank of England working papers, Bank of England, number 283, Nov.
- Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005, "Stress tests of UK banks using a VAR approach," Bank of England working papers, Bank of England, number 282, Nov.
- Suzan Hol, 2006, "The influence of the business cycle on bankruptcy probability," Discussion Papers, Statistics Norway, Research Department, number 466, Aug.
- Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004, "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers, Singapore Management University, School of Economics, number 02-2005, Jul, revised Jan 2005.
- Kamakshya Trivedi & Garry Young, 2006, "Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom," Bank of England working papers, Bank of England, number 289, Mar.