Printed from https://ideas.repec.org/n/nep-rmg/2009-04-05.html
Report NEP-RMG-2009-04-05
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:
- Gonzales-Martínez, Rolando, 2009, "La Gestión de Riesgo de Liquidez en Economías Emergentes: Un Modelo Valor-en-Riesgo (VaR) Paramétrico de Calibración Indirecta y una Aplicación al Sistema Financiero Boliviano
[Liquidity Risk Manag," MPRA Paper, University Library of Munich, Germany, number 14247, Jan. - Eric Wong & Cho-Hoi Hui, 2009, "A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks," Working Papers, Hong Kong Monetary Authority, number 0906, Mar.
- Lönnbark, Carl, 2009, "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies, Umeå University, Department of Economics, number 768, Apr.
- Ingo Fender & Martin Scheicher, 2009, "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," BIS Working Papers, Bank for International Settlements, number 279, Mar.
- Item repec:hal:journl:inria-00370168_v2 is not listed on IDEAS anymore
- Alva, Kenedy & Romo, Juan & Ruiz Ortega, Esther, 2009, "Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws092809, Mar.
- Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009, "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/05, Apr.
- Patrick Bolton & Hui Chen & Neng Wang, 2009, "A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 14845, Apr.
- Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009, "Value at Risk for Large Portfolios," Umeå Economic Studies, Umeå University, Department of Economics, number 769, Apr.
- Charles Goodhart & Miguel Segoviano, 2009, "Banking Stability Measures," FMG Discussion Papers, Financial Markets Group, number dp627, Jan.
- Item repec:dgr:kubcen:200920 is not listed on IDEAS anymore
- Hans Gersbach & Volker Hahn, 2009, "Banking-on-the-Average Rules," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 09/107, Mar.