Printed from https://ideas.repec.org/n/nep-rmg/2008-02-09.html
Report NEP-RMG-2008-02-09
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:
- Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007, "Dynamic Risk Exposure in Hedge Funds," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_17.
- Stuart Turnbull & Jun Yang, 2008, "Default Dependence: The Equity Default Relationship," Staff Working Papers, Bank of Canada, number 08-1, DOI: 10.34989/swp-2008-1.
- Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,18.
- Item repec:apr:aprewp:wp2007-03 is not listed on IDEAS anymore
- Pausch, Thilo, 2007, "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,16.
- Maria Socorro Gochoco-Bautista, 2008, "Asset prices and monetary policy: booms and fat tails in East Asia," BIS Working Papers, Bank for International Settlements, number 243, Jan.
- Item repec:apr:aprewp:wp2008-01 is not listed on IDEAS anymore
- Thomas Nitschka, 2007, "International evidence for return predictability and the implications for long-run covariation of the G7 stock markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 338, Nov.
- Item repec:hum:wpaper:sfb649dp2008-014 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00235354_v1 is not listed on IDEAS anymore
- Peroni, Chiara, 2007, "A non-parametric investigation of risk premia," MPRA Paper, University Library of Munich, Germany, number 5126, Jun, revised 01 Dec 2007.
- Item repec:kie:kieliw:1397 is not listed on IDEAS anymore
- Patrick McGuire & Ilhyock Nikola Tarashev, 2008, "Global monitoring with the BIS international banking statistics," BIS Working Papers, Bank for International Settlements, number 244, Feb.