Printed from https://ideas.repec.org/n/nep-rmg/2009-08-22.html
Report NEP-RMG-2009-08-22
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:
- Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-643, Aug.
- Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-636, Aug.
- Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-644, Aug.
- Item repec:hal:journl:hal-00168716_v1 is not listed on IDEAS anymore
- Di Cesare, Antonio, 2009, "Securitization and Bank Stability," MPRA Paper, University Library of Munich, Germany, number 16831, Feb.
- Item repec:hal:wpaper:hal-00409418_v1 is not listed on IDEAS anymore
- Delis, Manthos D & Staikouras, Panagiotis, 2009, "On-site audits, sanctions, and bank risk-taking: An empirical overture towards a novel regulatory and supervisory philosophy," MPRA Paper, University Library of Munich, Germany, number 16836, Aug.
- Christopher D. Carroll & Patrick Toche, 2009, "A Tractable Model of Buffer Stock Saving," NBER Working Papers, National Bureau of Economic Research, Inc, number 15265, Aug.
- Item repec:hal:journl:halshs-00359712_v1 is not listed on IDEAS anymore
- Kartik B. Athreya & Xuan S. Tam & Eric Young, 2009, "Are harsh penalties for default really better?," Working Paper, Federal Reserve Bank of Richmond, number 09-11.
- Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2009, "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-642, Aug.
- Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi, 2009, "Spatial Contagion of Global Financial Crisis," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200906, Aug, revised Aug 2009.
- Andra C. Ghent & Marianna Kudlyak, 2010, "Recourse and residential mortgage default: theory and evidence from U.S. states," Working Paper, Federal Reserve Bank of Richmond, number 09-10.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-640, Aug.
- Mario Jametti & Thomas von Ungern-Sternberg, 2009, "Hurricane Insurance in Florida," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0905.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-639, Aug.
- Franz Fuerst & Gianluca Marcato, 2009, "Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2009-01.