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Report NEP-RMG-2010-09-25
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:
- Item repec:eab:financ:2288 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-00517766_v1 is not listed on IDEAS anymore
- Michiel Bijlsma & Wouter Elsenburg & Michiel van Leuvensteijn, 2010, "Four Futures for Finance; A scenario study," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 211, Sep.
- Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/58, Sep.
- Isabel Argimón & Jenifer Ruiz, 2010, "The effects of national discretions on banks," Working Papers, Banco de España, number 1029, Sep.
- Dobrislav Dobrev & Pawel J. Szerszen, 2010, "The information content of high-frequency data for estimating equity return models and forecasting risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-45.
- Massimo Guidolin & Yu Man Tam, 2010, "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-026, DOI: 10.20955/wp.2010.026.
- Frantisek Slanina, 2010, "A contribution to the systematics of stochastic volatility models," Papers, arXiv.org, number 1009.2696, Sep.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010, "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Staff Reports, Federal Reserve Bank of New York, number 469.
- van Eijkel, Remco & Moraga-González, Jose L., 2010, "Do firms sell forward for strategic reasons? An application to the wholesale market for natural gas," IESE Research Papers, IESE Business School, number D/864, Jun.
- Gerard Caprio, 2009, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers, Department of Economics, Williams College, number 2009-06, Dec.
- Scott Brave & R. Andrew Butters, 2010, "Gathering insights on the forest from the trees: a new metric for financial conditions," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2010-07.