Printed from https://ideas.repec.org/n/nep-rmg/2007-01-02.html
Report NEP-RMG-2007-01-02
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:
- David Bolder, 2006, "Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective," Staff Working Papers, Bank of Canada, number 06-48, DOI: 10.34989/swp-2006-48.
- Jin-Chuan Duan & Peter H. Ritchken & Zhiqiang Sun, 2006, "Jump starting GARCH: pricing and hedging options with jumps in returns and volatilities," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0619, DOI: 10.26509/frbc-wp-200619.
- Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006, "The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-46.
- Edward L. Glaeser & Joseph Gyourko, 2006, "Housing Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 12787, Dec.
- Item repec:hal:papers:halshs-00067742_v2 is not listed on IDEAS anymore
- Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.