Printed from https://ideas.repec.org/n/nep-rmg/2012-09-22.html
Report NEP-RMG-2012-09-22
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:
- Mike Mariathasan & Ouarda Merrouche, 2012, "The Manipulation of Basel Risk-Weights. Evidence from 2007-10," Economics Series Working Papers, University of Oxford, Department of Economics, number 621, Sep.
- Baldan, Cinzia & Zen, Francesco & Rebonato, Tobia, 2012, "Liquidity risk and interest rate risk on banks: are they related?," MPRA Paper, University Library of Munich, Germany, number 41323.
- Markus K. Brunnermeier & Martin Oehmke, 2012, "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 18398, Sep.
- Amaya, Diego & Gauthier, Geneviève & Léautier, Thomas-Olivier, 2012, "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," TSE Working Papers, Toulouse School of Economics (TSE), number 12-330, Apr.
- Hui Chen & Yu Xu & Jun Yang, 2012, "Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads," Staff Working Papers, Bank of Canada, number 12-27, DOI: 10.34989/swp-2012-27.
- Item repec:vuw:vuwecf:2390 is not listed on IDEAS anymore
- Gabrisch, Hubert & Orlowski, Lucjan T. & Pusch, Toralf, 2012, "Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries," MPRA Paper, University Library of Munich, Germany, number 41265, Sep.
- Amy Khuu & Ernst Juerg Weber, 2012, "How Australian Farmers Deal With Risk," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 12-07.
- John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2012, "How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18394, Sep.
- Matteo Luciani & David Veredas, 2012, "A model for vast panels of volatilities," Working Papers, Banco de España, number 1230, Sep.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012, "On the strategic value of risk management," TSE Working Papers, Toulouse School of Economics (TSE), number 12-332, Sep.
- Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2012, "Mean-reversion in Income over Feed Cost Margins:Evidence and Implications for Managing Margin Risk by U.S. Dairy Producers," Staff Papers, University of Minnesota, Department of Applied Economics, number 132379, Aug, DOI: 10.22004/ag.econ.132379.