Printed from https://ideas.repec.org/n/nep-rmg/2008-10-07.html
Report NEP-RMG-2008-10-07
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:
- Patrick Honohan, 2008, "Risk Management and the Costs of the Banking Crisis," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp262, Sep.
- Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 001, Jun.
- Patrick Honohan, 2008, "Bank Failures: The Limitations of Risk Modelling," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp263, Oct.
- David Bolder & Yuliya Romanyuk, 2008, "Combining Canadian Interest-Rate Forecasts," Staff Working Papers, Bank of Canada, number 08-34, DOI: 10.34989/swp-2008-34.
- Bert Willems & Joris Morbee, 2008, "Risk management in electricity markets: hedging and market incompleteness," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0823, Aug.
- Andrea Cipollini & Giuseppe Missaglia, 2008, "Measuring bank capital requirements through Dynamic Factor analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 010, Feb.
- Frank Milne, 2008, "Credit Crises, Risk Management Systems and Liquidity Modelling," Working Papers, John Deutsch Institute for the Study of Economic Policy, number 1, Sep.
- Thiemo Krink & Sandra Paterlini, 2008, "Differential Evolution for Multiobjective Portfolio Optimization," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 021, Jun.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-time measurement of business conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 08-19.
- Jessica Wachter, 2008, "Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14386, Oct.
- Cora Barnhart & Gerald P. Dwyer, 2008, "Returns to investors in stocks in new industries," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-21.
- Gabriel Jiménez & José A. López & Jesús Saurina, 2008, "Empirical analysis of corporate credit lines," Working Papers, Banco de España, number 0821, Oct.
- Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008, "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 679, Sep.