Printed from https://ideas.repec.org/n/nep-rmg/2009-01-10.html
Report NEP-RMG-2009-01-10
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:
- Nieto, María Rosa & Ruiz Ortega, Esther, 2008, "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws087326, Dec.
- Antonella Foglia, 2008, "Stress testing credit risk: a survey of authorities' approaches," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 37, Dec.
- Item repec:ddf:wpaper:fobe02 is not listed on IDEAS anymore
- Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008, "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 14625, Dec.
- García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel, 2008, "A multivariate generalized independent factor GARCH model with an application to financial stock returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws087528, Dec.