Report NEP-RMG-2009-03-07

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.

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The following items were announced in this report:

• Item repec:dnb:dnbwpp:201 is not listed on IDEAS anymore

• Fulvio Corsi & Davide Pirino & Roberto Reno, 2009, "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-036, Mar.
• Nicole Branger & Holger Kraft & Christoph Meinerding, 2009, "What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 198.
• Ojo, Marianne, 2009, "The Growing Importance of Risk in Regulation," MPRA Paper, University Library of Munich, Germany, number 13723, Mar.
• Michel Aglietta & Ludovic Moreau & Adrian Roche, 2009, "The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-3.
• Che, Natasha Xingyuan, 2009, "The great dissolution: organization capital and diverging volatility puzzle," MPRA Paper, University Library of Munich, Germany, number 13701.
• Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009, "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper, University Library of Munich, Germany, number 13781, Mar.
• Federico M. Bandi & Roberto Reno, 2009, "Nonparametric Stochastic Volatility," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-035, Mar.
• Xiaohong Chen & Wei Biao Wu & Yanping Yi, 2009, "Efficient Estimation of Copula-based Semiparametric Markov Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1691, Feb, revised Mar 2009.
• Item repec:rff:dpaper:dp-09-03 is not listed on IDEAS anymore

Report NEP-RMG-2009-03-07

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: