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Report NEP-RMG-2010-01-10
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:
- Sabrina Khanniche, 2009, "Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-46.
- Helena Marrez & Mathias Schmit, 2009, "Credit risk analysis in microcredit: How does gender matter?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-053.RS.
- Ejsing, Jacob & Lemke, Wolfgang, 2009, "The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09," Working Paper Series, European Central Bank, number 1127, Dec.
- Jiri Novak & Dalibor Petr, 2009, "Empirical Risk Factors in Realized Stock Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/29, Dec, revised Dec 2009.
- Item repec:hal:wpaper:hal-00441500_v1 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:230 is not listed on IDEAS anymore
- Castrén, Olli & Kavonius, Ilja Kristian, 2009, "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series, European Central Bank, number 1124, Dec.
- Balbás, Alejandro & Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2009, "Optimal risk in marketing resource allocation," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb090868, Oct.
- Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009, "Liquidity hoarding and interbank market spreads: the role of counterparty risk," Working Paper Series, European Central Bank, number 1126, Dec.
- Erkko Etula, 2009, "Broker-dealer risk appetite and commodity returns," Staff Reports, Federal Reserve Bank of New York, number 406, Nov.
- Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen, 2009, "The Dark Side of Global Integration: Increasing Tail Dependence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-05.
- Christian M. Dahl & Emma M. Iglesias, 2009, "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-59, Oct.
- Arnaud Bourgain & Patrice Pieretti & Skerdilajda Zanaj, 2009, "International Financial competition and bank risk-taking in emerging economies," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-08.
- Johansson, Anders C., 2009, "Asian Sovereign Debt and Country Risk," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-11, Dec.
- Ali Ozdagli, 2009, "Financial leverage, corporate investment, and stock returns," Working Papers, Federal Reserve Bank of Boston, number 09-13.
- Domingo, Sonny N. & Reyes, Celia M., 2009, "Crop Insurance: Security for Farmers and Agricultural Stakeholders in the Face of Seasonal Climate Variability," Discussion Papers, Philippine Institute for Development Studies, number DP 2009-12, DOI: https://doi.org/10.62986/dp2009.12.
- Richard J. Rosen, 2009, "Too much right can make a wrong: Setting the stage for the financial crisis," Working Paper Series, Federal Reserve Bank of Chicago, number WP-09-18.
- Item repec:dnb:dnbwpp:227 is not listed on IDEAS anymore
- Næs, Randi & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009, "What factors affect the Oslo Stock Exchange?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/33, Nov.