Printed from https://ideas.repec.org/n/nep-rmg/2008-03-25.html
Report NEP-RMG-2008-03-25
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:
- Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen, 2008, "Measuring downside risk - realised semivariance," Economics Series Working Papers, University of Oxford, Department of Economics, number 382, Jan.
- Item repec:isu:genres:12884 is not listed on IDEAS anymore
- Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008, "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series, Central Bank of Brazil, Research Department, number 161, Feb.
- Arellano, Cristina, 2008, "Default risk and income fluctuations in emerging economies," MPRA Paper, University Library of Munich, Germany, number 7867.
- Enrique G. Mendoza & Vivian Z. Yue, 2008, "A Solution to the Disconnect between Country Risk and Business Cycle Theories," NBER Working Papers, National Bureau of Economic Research, Inc, number 13861, Mar.
- Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008, "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13901, Mar.
- Li Gan & Roberto Mosquera, 2008, "An Empirical Study of the Credit Market with Unobserved Consumer Typers," NBER Working Papers, National Bureau of Economic Research, Inc, number 13873, Mar.