Printed from https://ideas.repec.org/n/nep-rmg/2007-06-23.html
Report NEP-RMG-2007-06-23
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:
- Cipollini, Andrea & Missaglia, Giuseppe, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper, University Library of Munich, Germany, number 3582, May.
- Item repec:mod:wcefin:07052 is not listed on IDEAS anymore
- Zoltan, Varsanyi, 2007, "Reconsidering the logit: the risk of individual names," MPRA Paper, University Library of Munich, Germany, number 3658, Jun.
- Lawrence A. Leger & Vitor Leone, 2007, "Changes in the risk structure of stock returns. Consumer Confidence and the Dotcom Bubble," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_15, Jun, revised Jun 2007.
- Jonathan H. Wright & Hao Zhou, 2007, "Bond risk premia and realized jump volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-22.
- Ralf Becker & Adam Clements, 2007, "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series, National Centre for Econometric Research, number 18, Jun.