Printed from https://ideas.repec.org/n/nep-rmg/2009-01-24.html
Report NEP-RMG-2009-01-24
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:
- Item repec:hhs:bofitp:2008_021 is not listed on IDEAS anymore
- Kwamie Dunbar, 2009, "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers, University of Connecticut, Department of Economics, number 2009-03, Jan, revised Feb 2009.
- Item repec:hhs:bofitp:2008_027 is not listed on IDEAS anymore
- Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009, "Riots, Battles and Cycles," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 09-01, Jan, revised 05 Apr 2009.
- Chun-Hung Chen & Wei-Choun Yu & Eric Zivot, 2009, "Predicting Stock Volatility Using After-Hours Information," Working Papers, University of Washington, Department of Economics, number UWEC-2009-01, Jan.
- Ron Bird & Lorenzo Casavecchia, 2008, "Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 2, May.
- David Büttner & Bernd Hayo & Matthias Neuenkirch, 2009, "The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200903.
- Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.