Report NEP-RMG-2007-06-30

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:

• Gersbach, Hans & Wenzelburger, Jan, 2007, "Sophistication in Risk Management, Bank Equity, and Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6353, Jun.
• Ethan Cohen-Cole, 2007, "Asset liquidity, debt valuation and credit risk," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-5.
• Jennifer Chan & Boris Choy & Udi Makov, 2007, "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 196, May.
• Marzo, Massimiliano & Zagaglia, Paolo, 2007, "Volatility forecasting for crude oil futures," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:9, Jun.
• John M Maheu & Thomas H McCurdy, 2007, "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers, University of Toronto, Department of Economics, number tecipa-293, Jun.
• Andrea Terzi & Giovanni Verga, 2006, "Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ief0067, Sep.
• Marzo, Massimiliano & Zagaglia, Paolo, 2007, "Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:11, Jun.
• António Miguel Martins & Ana Paula Serra, 2007, "Market Impact of International Sporting and Cultural Events," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0720, Jun.
• Cuadra Gabriel & Sapriza Horacio, 2007, "Fiscal Policy and Default Risk in Emerging Markets," Working Papers, Banco de México, number 2007-03, Mar.

Report NEP-RMG-2007-06-30

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: