Printed from https://ideas.repec.org/n/nep-rmg/2008-04-21.html
Report NEP-RMG-2008-04-21
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:
- Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008, "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/3, Mar.
- Silvia Iranzo, 2008, "Delving into country risk," Occasional Papers, Banco de España, number 0802, Apr.
- Item repec:hal:papers:halshs-00270708_v1 is not listed on IDEAS anymore
- Chollete, Lorán, 2008, "The Propagation of Financial Extremes: An Application to Subprime Market Spillovers," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/2, Jan.
- Mjøs, Aksel & Persson, Svein-Arne, 2008, "Level dependent annuities: Defaults of multiple degrees," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/6, Mar.
- Georges Prat & Remzi Uctum, 2008, "The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-2.
- Item repec:pse:psecon:2008-21 is not listed on IDEAS anymore
- Laakkonen, Helinä & Lanne, Markku, 2008, "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper, University Library of Munich, Germany, number 8296.
- Atif Mian & Amir Sufi, 2008, "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 13936, Apr.