Printed from https://ideas.repec.org/n/nep-rmg/2011-03-26.html
Report NEP-RMG-2011-03-26
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:
- Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 761, Mar.
- Rama Cont & Yu Hang Kan, 2011, "Dynamic hedging of portfolio credit derivatives," Post-Print, HAL, number hal-00578008, Feb, DOI: 10.1137/090750937.
- Item repec:dgr:uvatin:20110039 is not listed on IDEAS anymore
- Item repec:mod:wcefin:11031 is not listed on IDEAS anymore
- Paolo Angelini & Laurent Clerc & Vasco Curdia & Leonardo Gambacorta & Andrea Gerali & Skander J. van den Heuvel & Alberto Locarno & Roberto Motto & Werner Roeger & Jan Vlček, 2011, "BASEL III: long-term impact on economic performance and fluctuations," Staff Reports, Federal Reserve Bank of New York, number 485.
- Item repec:dgr:uvatin:20110042 is not listed on IDEAS anymore
- Panetti, Ettore, 2011, "Unobservable savings, risk sharing and default in the financial system," MPRA Paper, University Library of Munich, Germany, number 29542, Feb.
- Skogsvik, Kenth & Skogsvik, Stina & Thorsell, Håkan, 2011, "Disentangling the Enteprise Book-to-Price and Leverage Effects in Stock Returns," SSE/EFI Working Paper Series in Business Administration, Stockholm School of Economics, number 2011:1, Mar.
- Estrada, Fernando, 2011, "Theory of financial risk," MPRA Paper, University Library of Munich, Germany, number 29665, Mar.
- Rodney Garratt & Lavan Mahadeva & Katsiaryna Svirydzenka, 2011, "Mapping systemic risk in the international banking network," Bank of England working papers, Bank of England, number 413, Mar.