Printed from https://ideas.repec.org/n/nep-rmg/2007-03-17.html
Report NEP-RMG-2007-03-17
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:
- Item repec:cfs:cfswop:wp200604 is not listed on IDEAS anymore
- Item repec:cfs:cfswop:wp200624 is not listed on IDEAS anymore
- Petr Jakubík, 2007, "Credit Risk in the Czech Economy," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/11, Mar, revised Mar 2007.
- Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.
- Item repec:dgr:eureri:30009941 is not listed on IDEAS anymore
- Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Is there an identity within international stock market volatilities?," MPRA Paper, University Library of Munich, Germany, number 2069.
- Item repec:cfs:cfswop:wp200623 is not listed on IDEAS anymore
- Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12962, Mar.
- Kilian, Lutz & Park, Cheolbeom, 2007, "The Impact of Oil Price Shocks on the U.S. Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6166, Mar.
- Jules H. van Binsbergen & Michael W. Brandt, 2007, "Optimal Asset Allocation in Asset Liability Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12970, Mar.