Printed from https://ideas.repec.org/n/nep-rmg/2009-11-14.html
Report NEP-RMG-2009-11-14
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:
- Louis Paulot, 2009, "A Dynamic Model for Credit Index Derivatives," Papers, arXiv.org, number 0911.1662, Nov.
- Stulz, Rene M., 2009, "Credit Default Swaps and the Credit Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-16, Sep.
- Sokolov, Yuri, 2009, "Interaction between market and credit risk: Focus on the endogeneity of aggregate risk," MPRA Paper, University Library of Munich, Germany, number 18245, Nov.
- Erel, Isil & Myers, Stewart C. & Read, James A., Jr., 2009, "Capital Allocation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-10, May.
- Delis, Manthos D & Tran, Kien & Tsionas, Efthymios, 2009, "Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus," MPRA Paper, University Library of Munich, Germany, number 18526, Nov.
- Item repec:ris:snbwpa:2009_009 is not listed on IDEAS anymore
- Gjerde, Øystein & Knivsflå, Kjell Henry & Sættem, Frode, 2009, "Evidence on Competitive Advantage and Superior Stock Market Performance," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/11, Oct.
- Beltratti, Andrea & Stulz, Rene M., 2009, "Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-12, Jul.
- Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-5, Apr.