Printed from https://ideas.repec.org/n/nep-rmg/2008-04-29.html
Report NEP-RMG-2008-04-29
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:cfs:cfswop:wp200814 is not listed on IDEAS anymore
- Jon Frye & Eduard A. Pelz, 2008, "BankCaR (Bank Capital-at-Risk): a credit risk model for U.S. commercial bank charge-offs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-08-03.
- Item repec:hum:wpaper:sfb649dp2008-005 is not listed on IDEAS anymore
- Jiang, Danling, 2008, "Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 8325, Apr.
- Enrique G. Mandoza & Vivian Z. Yue, 2008, "A solution to the default risk-business cycle disconnect," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 924.
- Mandira Sarma & Yuko Nikaido, 2007, "Capital Adequacy Regime in India: An Overview," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India, number 196, Jul.
- Maroš Servátka & George Theocharides, 2007, "Understanding Credit Risk: A Classroom Experiment," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 07/06, Dec.
- Claudio Borio, 2008, "The financial turmoil of 2007-?: a preliminary assessment and some policy considerations," BIS Working Papers, Bank for International Settlements, number 251, Mar.
- Cao, Jin & Illing, Gerhard, 2008, "Endogenous Systemic Liquidity Risk," Discussion Papers in Economics, University of Munich, Department of Economics, number 3358, Apr.
- Robert J. Shiller, 2008, "Derivatives Markets for Home Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 13962, Apr.
- Jane Haltmaier, 2008, "Predicting cycles in economic activity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 926.