Report NEP-RMG-2009-08-30

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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Other reports in NEP-RMG

The following items were announced in this report:

• Item repec:dgr:eureir:1765016512 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:219 is not listed on IDEAS anymore

• Item repec:hal:wpaper:hal-00409030_v4 is not listed on IDEAS anymore

• Tobias Adrian & Hyun Song Shin, 2009, "The shadow banking system: implications for financial regulation," Staff Reports, Federal Reserve Bank of New York, number 382, Jul.
• Bernardo Maggi & Marco Guida, 2009, "Modeling non performing loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy," Working Papers - Dipartimento di Economia, Dipartimento di Economia, Sapienza University of Rome, number 1, revised 2009.
• Item repec:hal:wpaper:halshs-00410059_v1 is not listed on IDEAS anymore

• Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009, "Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options," CIRANO Working Papers, CIRANO, number 2009s-34, Aug.
• Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009, "Option-Implied Measures of Equity Risk," CIRANO Working Papers, CIRANO, number 2009s-33, Aug.
• Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009, "Professor Zipf goes to Wall Street," NBER Working Papers, National Bureau of Economic Research, Inc, number 15295, Aug.
• Salman, A. Khalik & von Friedrichs, Yvonne & Shukur, Ghazi, 2009, "Macroeconomic Factors and Swedish Small and Medium-Sized Manufacturing Firm Failure," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 185, Aug.
• Lasse Heje Pedersen, 2009, "When Everyone Runs for the Exit," NBER Working Papers, National Bureau of Economic Research, Inc, number 15297, Aug.

Report NEP-RMG-2009-08-30

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: