Printed from https://ideas.repec.org/n/nep-rmg/2008-12-14.html
Report NEP-RMG-2008-12-14
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:
- Gao, Jiti & McAleer, Michael & Allen, Dave, 2006, "Econometric modelling in finance and risk management: An overview," MPRA Paper, University Library of Munich, Germany, number 11978, Dec, revised Nov 2007.
- Item repec:dgr:uvatin:20080092 is not listed on IDEAS anymore
- Zhang, Rui (Carolyn) & Houston, Jack E. & Vedenov, Dmitry V. & Barnett, Barry J., 2008, "Impacts of government risk management policies on hedging in futures and options:LPM2 hedge model vs. EU hedge model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37610, DOI: 10.22004/ag.econ.37610.
- Dimitri Vayanos & Paul Woolley, 2008, "An Institutional Theory of Momentum and Reversal," NBER Working Papers, National Bureau of Economic Research, Inc, number 14523, Dec.
- Kimie Harada & Takatoshi Ito, 2008, "Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 14518, Dec.
- Dahlgran, Roger A. & Ma, Xudong, 2008, "Hedge Effectiveness Forecasting," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37604, DOI: 10.22004/ag.econ.37604.
- McKenzie, Andrew M. & Singh, Navinderpal, 2008, "Hedging Effectiveness around USDA Crop Reports," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37617, DOI: 10.22004/ag.econ.37617.