Printed from https://ideas.repec.org/n/nep-rmg/2012-10-06.html
Report NEP-RMG-2012-10-06
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:
- Christian Gouriéroux & Jean-Michel Zakoian, 2012, "Estimation Adjusted VaR," Working Papers, Center for Research in Economics and Statistics, number 2012-16, Sep.
- Alexandru Badescu & Robert J. Elliott & Juan-Pablo Ortega, 2012, "Quadratic hedging schemes for non-Gaussian GARCH models," Papers, arXiv.org, number 1209.5976, Sep, revised Dec 2013.
- David Xiao Chen & H. Evren Damar & Hani Soubra & Yaz Terajima, 2012, "Canadian Bank Balance-Sheet Management: Breakdown by Types of Canadian Financial Institutions," Discussion Papers, Bank of Canada, number 12-7, DOI: 10.34989/sdp-2012-7.
- Oliver Linton & Dajing Shang & Yang Yan, 2012, "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/12, Sep.
- McCann, Fergal & McIndoe-Calder, Tara, 2012, "Determinants of SME Loan Default: The Importance of Borrower-Level Heterogeneity," Research Technical Papers, Central Bank of Ireland, number 06/RT/12, Sep.
- Item repec:tur:wpapnw:11 is not listed on IDEAS anymore
- Dell'Aquila, Crescenzo & Cimino, Orlando, 2012, "Stabilization of farm income in the new risk management policy of the EU: a preliminary assessment for Italy through FADN data," 126th Seminar, June 27-29, 2012, Capri, Italy, European Association of Agricultural Economists, number 133455, Jun, DOI: 10.22004/ag.econ.133455.
- Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012, "The Reactive Volatility Model," Papers, arXiv.org, number 1209.5190, Sep, revised Apr 2013.
- Tomáš Adam & Sona Benecká & Ivo Jánský, 2012, "Time-varying Betas of the Banking Sector," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/23, Jul, revised Jul 2012.
- Item repec:hal:wpaper:hal-00735843 is not listed on IDEAS anymore
- Jacobson, Tor & von Schedvin, Erik, 2012, "Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 263, Aug.
- Alexis Derviz & Jakub Seidler, 2012, "Coordination Incentives in Cross-Border Macroprudential Regulation," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/21, Jul, revised Jul 2012.