Report NEP-RMG-2011-03-19This 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:
- Maarten van Oordt & Chen Zhou, 2011. "Systematic risk under extremely adverse market condition," DNB Working Papers 281, Netherlands Central Bank, Research Department.
- Item repec:ecu:wpaper:2010-04 is not listed on IDEAS anymore
- Item repec:ecu:wpaper:2010-02 is not listed on IDEAS anymore
- Item repec:ecu:wpaper:2010-03 is not listed on IDEAS anymore
- Silvia Jarauta Bernal, 2011. "Beyond Coping. Risk Management in the West Bank," Research Working Papers 42, MICROCON - A Micro Level Analysis of Violent Conflict.
- Ojo, Marianne, 2011. "Fair value accounting and procyclicality: mitigating regulatory and accounting policy differences through regulatory structure reforms and Enforced Self Regulation," MPRA Paper 29314, University Library of Munich, Germany.
- Borchani, Anis, 2010. "Statistiques des valeurs extrêmes dans le cas de lois discrètes," ESSEC Working Papers DR 10009, ESSEC Research Center, ESSEC Business School.
- Staffan Linden, 2010. "The Price and Risk Effects of Option Introductions on the Nordic Markets," European Economy - Economic Papers 434, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Alberto Locarno, 2011. "The macroeconomic impact of Basel III on the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 88, Bank of Italy, Economic Research and International Relations Area.
- Carlos Serrano-Cinca & Y. Fuertes-Callén & Begoña Gutiérrez-Nieto & B. Cuéllar-Fernández, 2011. "Path modeling to bankruptcy: causes and symptoms of the banking crisis," Working Papers CEB 11-007, ULB -- Universite Libre de Bruxelles.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk," Working Papers 2010-07, Centre de Recherche en Economie et Statistique.
- Paolo Angelini & Laurent Clerc & Vasco Cï¿½rdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011. "Basel III: Long-term impact on economic performance and fluctuations," Questioni di Economia e Finanza (Occasional Papers) 87, Bank of Italy, Economic Research and International Relations Area.
- Pfau, Wade Donald, 2011. "Revisiting the Fisher and Statman Study on Market Timing," MPRA Paper 29448, University Library of Munich, Germany.
- Alexander Alvarez & Sebastian Ferrando & Pablo Olivares, 2011. "Arbitrage and Hedging in a non probabilistic framework," Papers 1103.1006, arXiv.org.
- Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business 10-29-Rev, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP), revised Mar 2011.
- Jos\`e T. Lunardi & Salvatore Miccich\`e & Fabrizio Lillo & Rosario N. Mantegna & Mauro Gallegati, 2011. "Do firms share the same functional form of their growth rate distribution? A new statistical test," Papers 1103.2234, arXiv.org.