Printed from https://ideas.repec.org/n/nep-rmg/2007-11-24.html
Report NEP-RMG-2007-11-24
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:
- B. Luppi & M. Marzo & E. Scorcu, 2007, "Credit risk and Basel II: Are non-profit firms financially different?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 601, Jul.
- B. Luppi & M. Marzo & E. Scorcu, 2007, "A credit risk model for Italian SMEs," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 600, Jul.
- Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
- Francis X. Diebold & Kamil Yılmaz, 2007, "Macroeconomic Volatility and Stock Market Volatility,World-Wide," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0711, Nov.
- Fratostiteanu, Cosmin & Tanasie, Anca, 2007, "The country risk for Romania," MPRA Paper, University Library of Munich, Germany, number 5857, Nov.
- Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Mico Loretan, 2007, "Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 905.
- Item repec:san:crieff:0713 is not listed on IDEAS anymore
- Rajdeep Sengupta, 2008, "Lending to uncreditworthy borrowers," Working Papers, Federal Reserve Bank of St. Louis, number 2007-044, DOI: 10.20955/wp.2007.044.
- Yuliya Demyanyk & Otto van Hemert, 2007, "Understanding the subprime mortgage crisis," Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis, number 2007-05.
- Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2007, "Modelling stochastic mortality for dependent lives," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 43.