Printed from https://ideas.repec.org/n/nep-rmg/2011-10-09.html
Report NEP-RMG-2011-10-09
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:
- Buncic, Daniel & Melecky, Martin, 2011, "Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1139, Sep.
- Pederson, Glenn D. & Chu, Yu-Szu & Richardson, D. Wynn, 2011, "A Visual Approach to Community Bank Assessment of Agricultural Portfolio Risk Exposure," Staff Papers, University of Minnesota, Department of Applied Economics, number 115673, Sep, DOI: 10.22004/ag.econ.115673.
- Orth, Walter, 2011, "Default probability estimation in small samples - with an application to sovereign bonds," MPRA Paper, University Library of Munich, Germany, number 33778, Sep.
- H Peyton Young & Dean P. Foster, 2011, "A Strategy-Proof Test of Portfolio Returns," Economics Series Working Papers, University of Oxford, Department of Economics, number 567, Sep.
- Förstemann, Till, 2011, "Improvements in rating models for the German corporate sector," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,11.
- Joanna Janczura & Rafal Weron, 2011, "Black swans or dragon kings? A simple test for deviations from the power law," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/01.
- Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011, "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0138, Sep.
- Audrino, Francesco & Hu, Yujia, 2011, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1138, Sep.