Report NEP-RMG-2011-02-12This 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:
- Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 1/01. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
- Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," Finance and Economics Discussion Series 2011-08, Board of Governors of the Federal Reserve System (U.S.).
- Avadanei, Anamaria & Ghiba, Nicolae, 2010. "Evaluating and managing systemic risk in the European Union," MPRA Paper 28657, University Library of Munich, Germany.
- Lisa R. Goldberg & Michael Y. Hayes & Ola Mahmoud, 2011. "Minimizing Shortfall," Papers 1102.0938, arXiv.org, revised Jul 2013.
- Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," IHEID Working Papers 02-2011, Economics Section, The Graduate Institute of International Studies.
- Peter S. Schmidt & Andreas Schrimpf & Urs von Arx & Alexander F. Wagner & Andreas Ziegler, 2011. "On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications," CER-ETH Economics working paper series 11/141, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.