Printed from https://ideas.repec.org/n/nep-rmg/2011-02-05.html
Report NEP-RMG-2011-02-05
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:
- Co-Pierre Georg, 2011, "Basel III ans Systemic Risk Regulation - What Way Forward?," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 17-2011, Jan.
- Item repec:dgr:eureir:1765022237 is not listed on IDEAS anymore
- Carol Osler & Tanseli Savaser, 2010, "Extreme Returns: The Case of Currencies," Working Papers, Brandeis University, Department of Economics and International Business School, number 04, Nov.
- Ali Ozdagli, 2010, "The distress premium puzzle," Working Papers, Federal Reserve Bank of Boston, number 10-13.
- Anca Gheorghiu & Ion Sp^anulescu, 2011, "Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009," Papers, arXiv.org, number 1101.4674, Jan.
- Hao Wang & Hao Zhou & Yi Zhou, 2011, "Credit default swap spreads and variance risk premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-02.
- Item repec:dgr:umamet:2011004 is not listed on IDEAS anymore
- Niko Dotz & Christoph Fischer, 2011, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 69.
- Item repec:dnb:dnbwpp:277 is not listed on IDEAS anymore
- Coskun, Yener, 2010, "Aracı Kurumların Risk Haritası (Risk Maps of Securities Firms)
[Risk Maps of Securities Firms]," MPRA Paper, University Library of Munich, Germany, number 28368, Jul.