Printed from https://ideas.repec.org/n/nep-rmg/2007-10-06.html
Report NEP-RMG-2007-10-06
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:
- Item repec:pra:mprapa:5108 is not listed on IDEAS anymore
- Pospisil, Libor & Vecer, Jan & Xu, Mingxin, 2007, "Tradable measure of risk," MPRA Paper, University Library of Munich, Germany, number 5059, Sep.
- Marco S. Matsumura, 2006, "Impact of Macro Shocks on Sovereign Default Probabilities," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1241, Dec.
- Item repec:dnb:dnbwpp:145 is not listed on IDEAS anymore
- Ilya, Gikhman, 2007, "Corporate debt pricing I," MPRA Paper, University Library of Munich, Germany, number 1450, Oct.
- Torben G. Andersen & Oleg Bondarenko, 2007, "Construction and Interpretation of Model-Free Implied Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 13449, Sep.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-time measurement of business conditions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 901.
- Jokipii, Terhi & Milne, Alistair, 2007, "The Cyclical Behaviour of European Bank Capital Buffers," SIFR Research Report Series, Institute for Financial Research, number 56, Jul.
- Hasseltoft, Henrik, 2007, "The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates," SIFR Research Report Series, Institute for Financial Research, number 58, Jul.
- Athanasios Bolmatis & Evan G. Sekeris, 2007, "Information diffusion based explanations of asset pricing anomalies," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-6.