Printed from https://ideas.repec.org/n/nep-rmg/2007-05-19.html
Report NEP-RMG-2007-05-19
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:
- Kwamie Dunbar & Albert J. Edwards, 2007, "Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect," Working papers, University of Connecticut, Department of Economics, number 2007-10, Apr.
- Cohen, Ruben D, 2007, "Incorporating default risk into Hamada's Equation for application to capital structure," MPRA Paper, University Library of Munich, Germany, number 3190, May.
- Groh, Alexander P. & Baule, Rainer & Gottschalg, Oliver, 2007, "Measuring idiosyncratic risks in leveraged buyout transactions," IESE Research Papers, IESE Business School, number D/682, Mar.
- Eckhard Platen & Renata Rendek, 2007, "Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 194, Mar.
- Item repec:cdf:accfin:2006/4 is not listed on IDEAS anymore