Report NEP-RMG-2010-02-13This 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:
- Celine Gauthier & Alfred Lehar & Moez Souissi, 2010. "Macroprudential Regulation and Systemic Capital Requirements," Staff Working Papers 10-4, Bank of Canada.
- Item repec:esx:essedp:683 is not listed on IDEAS anymore
- Item repec:ner:ucddub:urn:hdl:10197/1672 is not listed on IDEAS anymore
- Andrew Ellul & Vijay Yerramilli, 2010. "Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies," FMG Discussion Papers dp646, Financial Markets Group.
- Item repec:hal:wpaper:hal-00374367_v2 is not listed on IDEAS anymore
- Laurent Devineau & Stéphane Loisel, 2009. "Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula?," Post-Print hal-00403662, HAL.
- Hubert BONIN (GREThA UMR CNRS 5113 - Institut de Sciences Politique de Bordeaux), 2010. "French savings communities exposed to Russian risks on assets in the 1900s-1920s. A few issues about the actual risks on financial pledges (In French)," Cahiers du GREThA 2010-05, Groupe de Recherche en Economie Théorique et Appliquée.
- Janko Gorter & Paul Schilp, 2010. "Determinants of consumer financial risktaking:Evidence from deductible choice," DNB Working Papers 238, Netherlands Central Bank, Research Department.
- Jie-Jun Tseng & Sai-Ping Li, 2010. "Asset returns and volatility clustering in financial time series," Papers 1002.0284, arXiv.org, revised Apr 2011.
- Yushi Yoshida, 2010. "Is this time different for Asia?: Evidence from stock Markets," Discussion Papers 40, Kyushu Sangyo University, Faculty of Economics.
- Item repec:hal:wpaper:halshs-00450050_v1 is not listed on IDEAS anymore
- Mario Coccia, 2009. "Forecast horizon of 5th – 6th – 7th long wave and short-period of contraction in economic cycles," CERIS Working Paper 200904, Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY -NOW- Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY.
- Jost, Sven P. & Pfaffermayr, Michael & Winner, Hannes, 2010. "Transfer Pricing as a Tax Compliance Risk," Working Papers in Economics 2010-6, University of Salzburg.
- Alghalith, Moawia, 2010. "New methods of estimating stochastic volatility and the stock return," MPRA Paper 20303, University Library of Munich, Germany.