Printed from https://ideas.repec.org/n/nep-rmg/2012-04-23.html
Report NEP-RMG-2012-04-23
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:
- Item repec:imf:imfwpa:12/90 is not listed on IDEAS anymore
- Adi Ben-Meir & Jeremy Schiff, 2012, "The Variance of Standard Option Returns," Papers, arXiv.org, number 1204.3452, Apr.
- Zuzana Fungáèová & Petr Jakubík, 2012, "Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/04, Feb, revised Feb 2012.
- Wahyu Yuwana Hidayat & Makoto Kakinaka & Hiroaki Miyamoto, 2012, "Bank Risk and Non-Interest Income Activities in the Indonesian Banking Industry," Working Papers, Research Institute, International University of Japan, number EMS_2012_03, Apr.
- Lingfei Li & Vadim Linetsky, 2012, "Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models," Papers, arXiv.org, number 1204.3679, Apr.
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012, "Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach," Working Papers, Fondazione Eni Enrico Mattei, number 2012.23, Apr.