Report NEP-RMG-2011-09-05This 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:
- Bandyopadhyay, Arindam & Ganguly, Sonali, 2011. "Empirical estimation of default and asset correlation of large corporates and banks in India," MPRA Paper 33057, University Library of Munich, Germany.
- Graziella Bertocchi & Arcangelo Dimico, 2011. "Race v. Suffrage. The Determinants of Development in Mississippi," Center for Economic Research (RECent) 071, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Ojo, Marianne, 2011. "Basel III – responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework (Part 1)," MPRA Paper 33082, University Library of Munich, Germany.
- Alena Bicakova & Zuzana Prelcova & Renata Pasalicova, 2011. "Who Borrows and Who May Not Repay?," CERGE-EI Working Papers wp443, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
- Yuri A. Katz, 2011. "Default risk modeling beyond the first-passage approximation: Position-dependent killing," Papers 1108.5098, arXiv.org.
- Bikramjit Das & Abhimanyu Mitra & Sidney Resnick, 2011. "Living on the multi-dimensional edge: seeking hidden risks using regular variation," Papers 1108.5560, arXiv.org.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011. "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 10/11, Monash University, Department of Econometrics and Business Statistics.
- Item repec:wdi:papers:2010-1015 is not listed on IDEAS anymore