Printed from https://ideas.repec.org/n/nep-rmg/2006-12-01.html
Report NEP-RMG-2006-12-01
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:
- Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006, "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 629, Nov.
- Carlos González-Aguado & Max Bruche, 2006, "Recovery Rates, Default Probabilities and the Credit Cycle," FMG Discussion Papers, Financial Markets Group, number dp572, Nov.
- Sven Husmann & Andreas Stephan, 2006, "On Estimating an Asset's Implicit Beta," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 640.
- Petr Jakubík, 2006, "Does Credit Risk Vary with Economic Cycles? The Case of Finland," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/11, Apr, revised Apr 2006.
- MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006, "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 530, Nov.
- Henryk, Gzyl & Silvia, Mayoral, 2006, "On a relationship between distorted and spectral risk measures," MPRA Paper, University Library of Munich, Germany, number 916, Nov.
- Item repec:hal:papers:halshs-00115655_v1 is not listed on IDEAS anymore
- Curi, Andréa Zaitune & Menezes Filho, N. A., 2006, "Os Efeitos da Pré-Escola sobre Salários, Escolaridade e Proficiência," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_50, Oct.
- Situngkir, Hokky, 2006, "Value at Risk yang memperhatikan sifat statistika distribusi return," MPRA Paper, University Library of Munich, Germany, number 895, Apr.