Printed from https://ideas.repec.org/n/nep-rmg/2008-01-26.html
Report NEP-RMG-2008-01-26
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:mod:wcefin:08012 is not listed on IDEAS anymore
- Van Laere, Elisabeth & Baesens, Bart & Thibeault, André, 2008, "Bank capital: a myth resolved," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2007-35, Jan.
- Andreas Andrikopoulos & Timotheos Angelidis, 2008, "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers, University of Peloponnese, Department of Economics, number 0017.
- Item repec:imf:imfwpa:07/290 is not listed on IDEAS anymore
- Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2008, "High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 13739, Jan.
- Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007, "The Default Risk of Firms Examined with Smooth Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 757.
- Item repec:imf:imfwpa:08/6 is not listed on IDEAS anymore
- Dinger, Valeriya & Hagen, Jürgen von, 2007, "Does Interbank Borrowing Reduce Bank Risk?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 223, Nov.
- Brian Lucey, Ali Nejadmalayeri and Manohar Singh, 2008, "Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp240, Jan.