Report NEP-RMG-2008-06-21This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Bandyopadhyay, Arindam & Saha, Asish, 2008. "Assessment of Economic Capital: An Equity Market approach," MPRA Paper 9098, University Library of Munich, Germany.
- Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Item repec:vlg:vlgwps:2008-04 is not listed on IDEAS anymore
- Item repec:cty:dpaper:0809 is not listed on IDEAS anymore
- Repullo, Rafael & Suarez, Javier, 2008. "The Procyclical Effects of Basel II," CEPR Discussion Papers 6862, C.E.P.R. Discussion Papers.
- Item repec:qut:auncer:2008-4 is not listed on IDEAS anymore
- Rupa Duttagupta & Paul Cashin, 2008. "The Anatomy of Banking Crises," IMF Working Papers 08/93, .