Report NEP-RMG-2009-03-14This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Erdinç, Didar, 2009. "From credit crunch to credit boom: transitional challenges in Bulgarian banking, 1999-2006," MPRA Paper 10735, University Library of Munich, Germany.
- Burkhard Raunig & Martin Scheicher, 2009. "Are Banks Different? Evidence from the CDS Market," Working Papers 152, Oesterreichische Nationalbank (Austrian Central Bank).
- James P. Gander, 2009. "Extreme Value Theory and the Financial Crisis of 2008," Working Paper Series, Department of Economics, University of Utah 2009_03, University of Utah, Department of Economics.
- Thomas Nitschka, 2009. "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers 405, Institute for Empirical Research in Economics - University of Zurich.
- Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009. "How to find plausible, severe, and useful stress scenarios," Working Papers 150, Oesterreichische Nationalbank (Austrian Central Bank).
- Franklin Allen & Elena Carletti & Finn Poschmann, 2009. "Marking to Market for Financial Institutions: A Common Sense Resolution," e-briefs 73, C.D. Howe Institute.
- Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London), 2009. "Transformation kernel density estimation of actuarial loss functions," Working Papers in Economics 219, Universitat de Barcelona. Espai de Recerca en Economia.
- Item repec:pra:mprapa:14015 is not listed on IDEAS anymore
- Steinbacher, Matjaz, 2009. "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper 13866, University Library of Munich, Germany.
- Item repec:fra:franaf:195 is not listed on IDEAS anymore
- Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the fragility of the banking and insurance sector," DNB Working Papers 202, Netherlands Central Bank, Research Department.
- Pástor, Luboš & Stambaugh, Robert F., 2009. "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers 7199, C.E.P.R. Discussion Papers.
- Delis, Manthos D & Molyneux, Philip & Pasiouras, Fotios, 2009. "Regulations and productivity growth in banking," MPRA Paper 13891, University Library of Munich, Germany.
- Fujiwara, Yoshi & Aoyama, Hideaki & Ikeda, Yuichi & Iyetomi, Hiroshi & Souma, Wataru, 2009. "Structure and Temporal Change of Credit Network between Banks and Large Firms in Japan," Economics Discussion Papers 2009-1, Kiel Institute for the World Economy.