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Report NEP-RMG-2008-09-29
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:
- Gary B. Gorton, 2008, "The Panic of 2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 14358, Sep.
- Gonzalo, Jesús & Olmo, José, 2008, "Testing downside risk efficiency under market distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we084321, Sep.
- Jun Yang, 2008, "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Staff Working Papers, Bank of Canada, number 08-29, DOI: 10.34989/swp-2008-29.
- Patrick M McGuire & Kostas Tsatsaronis, 2008, "Estimating hedge fund leverage," BIS Working Papers, Bank for International Settlements, number 260, Sep.
- Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena, 2008, "Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_06, Jul, revised Jul 2008.
- Greta Falavigna, 2008, "Nouveaux instruments d’évaluation pour le risque financier d’entreprise," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200801, Jun.
- Jouchi Nakajima, 2008, "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-23, Sep.
- Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.