Printed from https://ideas.repec.org/n/nep-rmg/2007-03-31.html
Report NEP-RMG-2007-03-31
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:san:crieff:0702 is not listed on IDEAS anymore
- Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007, "Durability of Output and Expected Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12986, Mar.
- Mierzejewski, Fernando, 2006, "Economic capital allocation under liquidity constraints," MPRA Paper, University Library of Munich, Germany, number 2414, Apr.
- Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
- Raymond Kan & Cesare Robotti, 2007, "Model comparison using the Hansen-Jagannathan distance," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-04.
- Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
- Carlo Rosa & Giovanni Verga, 2006, "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0764, Dec.
- Robert J. Aumann & Roberto Serrano, 2007, "An Economic Index of Riskiness," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp446, Feb.
- Meredith J. Beechey & Jonathan H. Wright, 2007, "Rounding and the impact of news: a simple test of market rationality," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-05.