Printed from https://ideas.repec.org/n/nep-rmg/2007-04-28.html
Report NEP-RMG-2007-04-28
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:
- Tim Bollerslev & Hao Zhou, 2006, "Expected stock returns and variance risk premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-11.
- Gabriel Jiménez & Javier Mencía, 2007, "Modeling the distribution of credit losses with observable and latent factors," Working Papers, Banco de España, number 0709, Apr.
- Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2007, "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 889.
- Item repec:sca:scaewp:0705 is not listed on IDEAS anymore
- Jeffrey Frankel, 2007, "On the Rand: Determinants of the South African Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 13050, Apr.