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Report NEP-RMG-2009-07-11
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:
- Olivier De Jonghe, 2009, "Back to the basics in banking ? A micro-analysis of banking system stability," Working Paper Research, National Bank of Belgium, number 167, Jun.
- Helmut Elsinger, 2009, "Financial Networks, Cross Holdings, and Limited Liability," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 156, May.
- Gersbach, Hans, 2009, "Private Insurance Against Systemic Crises?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7342, Jun.
- Daouk, Hazem & Ng, David T.C., , "Is Unlevered Firm Volatility Asymmetric?," Working Papers, Cornell University, Department of Applied Economics and Management, number 51182, DOI: 10.22004/ag.econ.51182.
- Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2009, "Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model," Working Paper, Economics Department, Queen's University, number 1207, Jun.
- Charoenrook, Anchada & Daouk, Hazem, , "Conditional Skewness of Aggregate Market Returns," Working Papers, Cornell University, Department of Applied Economics and Management, number 51181, DOI: 10.22004/ag.econ.51181.
- Luigi Guiso & Paola Sapienza & Luigi Zingales, 2009, "Moral and Social Constraints to Strategic Default on Mortgages," NBER Working Papers, National Bureau of Economic Research, Inc, number 15145, Jul.
- Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert M. Townsend & James Vickery, 2009, "Barriers to household risk management: evidence from India," Staff Reports, Federal Reserve Bank of New York, number 373, May.