Report NEP-RMG-2006-11-04This 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.
The following items were announced in this report:
- Item repec:dgr:kubcen:2006100 is not listed on IDEAS anymore
- Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2006. "What drives EU banks’ stock returns? Bank-level evidence using the dynamic dividend-discount model," Working Paper Series 0677, European Central Bank.
- J. L. Ford & Wee Ching Pok & S. Poshakwale, 2006. "Dynamic vs. Static Stock Index Futures Hedging: A Case Study for Malaysia," Discussion Papers 06-08, Department of Economics, University of Birmingham.
- Elisa Luciano & Elena Vigna, 2006. "Non mean reverting affne processes for stochastic mortality," Carlo Alberto Notebooks 30, Collegio Carlo Alberto.