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Report NEP-RMG-2011-05-07
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:
- Younes Kchia & Martin Larsson, 2011, "Credit contagion and risk management with multiple non-ordered defaults," Papers, arXiv.org, number 1104.5272, Apr, revised Jun 2011.
- Item repec:hhs:bofrdp:2011_010 is not listed on IDEAS anymore
- Cardone Riportella, Clara & Briozzo, Anahí & Trujillo Ponce, Antonio, 2011, "What do Basel Capital Accords mean for SMEs?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb111004, Apr.
- Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 772, Apr.
- Orth, Walter, 2011, "Multi-period credit default prediction with time-varying covariates," MPRA Paper, University Library of Munich, Germany, number 30507, Mar.
- Viral V. Acharya & Sergei A. Davydenko & Ilya A. Strebulaev, 2011, "Cash Holdings and Credit Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 16995, Apr.
- Damir Filipovi'c & Eberhard Mayerhofer & Paul Schneider, 2011, "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers, arXiv.org, number 1104.5326, Apr, revised Oct 2011.
- Olesia Verchenko, 2011, "Testing option pricing models: complete and incomplete markets," Discussion Papers, Kyiv School of Economics, number 38, Apr.