Report NEP-RMG-2009-09-11This 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:
- Daniel Rosch & Harald Scheule, 2009. "The Empirical Relation between Credit Quality, Recovery, and Correlation," Working Papers 222009, Hong Kong Institute for Monetary Research.
- Breig, Christoph & Elsas, Ralf, 2009. "Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System," Discussion Papers in Business Administration 10978, University of Munich, Munich School of Management.
- Petr Jakubik & Christian Schmieder, 2008. "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers 2008/9, Czech National Bank, Research Department.
- Item repec:hal:journl:halshs-00407674_v1 is not listed on IDEAS anymore
- Alexopoulou, Ioana & Andersson, Magnus & Georgescu, Oana Maria, 2009. "An empirical study on the decoupling movements between corporate bond and CDS spreads," Working Paper Series 1085, European Central Bank.