Report NEP-RMG-2011-06-11This 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:
- John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Working Papers 200414, Geary Institute, University College Dublin.
- Marcel Boyer & M. Martin Boyer & René Garcia, 2011. "Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management," CIRANO Working Papers 2011s-48, CIRANO.
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers 1114, University of Strathclyde Business School, Department of Economics.
- Mathieu Bargès & Stéphane Loisel & Xavier Venel, 2011. "On finite-time ruin probabilities with reinsurance cycles influenced by large claims," Post-Print hal-00430178, HAL.
- Jan Willem Slingenberg & Jakob de Haan, 2011. "Forecasting Financial Stress," DNB Working Papers 292, Netherlands Central Bank, Research Department.
- Mauro Politi & Nicolas Millot & Anirban Chakraborti, 2011. "The near-extreme density of intraday log-returns," Papers 1106.0039, arXiv.org.
- John Cotter, 2011. "Absolute Return Volatility," Working Papers 200415, Geary Institute, University College Dublin.