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Report NEP-RMG-2012-05-02
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:
- Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-08, Apr.
- Dominique Guegan & Xin Zhao, 2012, "Alternative Modeling for Long Term Risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12025, Mar, DOI: 10.1080/14697688.2013.835860.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
- Item repec:hal:journl:hal-00690448 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2012-030 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:341 is not listed on IDEAS anymore
- Yoshiharu Maeno & Satoshi Morinaga & Hirokazu Matsushima & Kenichi Amagai, 2012, "Transmission of distress in a bank credit network," Papers, arXiv.org, number 1204.5661, Apr, revised Nov 2012.
- Carlos L�on, 2012, "Estimating financial institutions� intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia, Banco de la Republica, number 9441, Apr.
- Zvika Afik & Ohad Arad & Koresh Galil, 2012, "Using Merton model: an empirical assessment of alternatives," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1202.