Printed from https://ideas.repec.org/n/nep-rmg/2008-06-13.html
Report NEP-RMG-2008-06-13
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:dgr:kubcen:200852 is not listed on IDEAS anymore
- John C. Frain, 2008, "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0308, May, revised May 2008.
- Juan Pi??eiro Chousa, & Artur Tamazian, & Davit N. Melikyan,, 2008, "MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp916, Feb.
- Inês Drumond, 2008, "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 277, Jun.
- Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008, "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0808, Jan.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers, School of Economics, The University of New South Wales, number 2008-10, May.
- Eszter Tanai, 2008, "Management of FX settlement risk in Hungary (Report II)," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/63.