Printed from https://ideas.repec.org/n/nep-rmg/2007-04-09.html
Report NEP-RMG-2007-04-09
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:
- Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007, "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 151, Feb.
- Thomas Flavin & Ekaterini Panopoulou, 2007, "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 150, Feb.
- Ozun, Alper & Cifter, Atilla, 2007, "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 2488, Feb.
- Hela Dahen & Georges Dionne, 2007, "Scaling Models for the Severity and Frequency of External Operational Loss Data," Cahiers de recherche, CIRPEE, number 0702.
- Cifter, Atilla & Ozun, Alper, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2489, Jan.
- Filippo Fiorani & Elisa Luciano & Patrizia Semeraro, 2007, "Single and joint default in a structural model with purely discontinuous assets," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 41.
- Cifter, Atilla & Ozun, Alper, 2007, "Multiscale Systematic Risk: An Application on ISE-30," MPRA Paper, University Library of Munich, Germany, number 2484, Mar.
- Renatas Kizys & Peter Spencer, 2007, "Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 140, Feb.
- Alejandro García & Ramazan Gençay, 2007, "Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures," Staff Working Papers, Bank of Canada, number 07-25, DOI: 10.34989/swp-2007-25.
- Virginie Coudert & Mathieu Gex, 2007, "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers, CEPII research center, number 2007-02, Jan.
- Item repec:sol:wpaper:06-025 is not listed on IDEAS anymore
- Rafael R. Rebitzky, 2007, "Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 118, Feb.