Printed from https://ideas.repec.org/n/nep-rmg/2009-10-24.html
Report NEP-RMG-2009-10-24
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:
- Li, Hui, 2009, "Extension of Spot Recovery Model for Gaussian Copula," MPRA Paper, University Library of Munich, Germany, number 17944, Oct.
- Christian Calmès & Raymond Théoret, 2009, "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042009, Oct.
- Henri Pag s, 2009, "Bank incentives and optimal CDOs," Working papers, Banque de France, number 253.
- Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009, "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09054, Aug.
- Agenor, Pierre-Richard & Pereira da Silva, Luiz A., 2009, "Cyclical effects of bank capital requirements with imperfect credit markets," Policy Research Working Paper Series, The World Bank, number 5067, Sep.
- Alain Monfort., 2009, "Une mod lisation s quentielle de la VaR," Working papers, Banque de France, number 250.
- Gregory James & Michail Karoglou, 2009, "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_11, Sep, revised Sep 2009.
- David Carey, 2009, "Iceland: The Financial and Economic Crisis," OECD Economics Department Working Papers, OECD Publishing, number 725, Oct, DOI: 10.1787/221071065826.
- Stein, Jerome L., 2009, "A tale of two debt crises: a stochastic optimal control analysis," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2009-44.