Report NEP-RMG-2012-10-13

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Francq, Christian & Zakoian, Jean-Michel, 2012. "Risk-parameter estimation in volatility models," MPRA Paper 41713, University Library of Munich, Germany.
• Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
• Das, Udaibir S. & Oliva, Maria A. & Tsuda, Takahiro, 2012. "Sovereign Risk: A Macro-Financial Perspective," ADBI Working Papers 383, Asian Development Bank Institute.
• Peter Zweifel & Dieter Pfaff & Jochen Kühn, 2012. "Why solvency regulation of banks fails to reach its objective," Working Papers 303, University of Zurich, Department of Business Administration (IBW).
• Flavia Barsotti & Simona Sanfelici, 2012. "Microstructure effect on firm’s volatility risk," Working Papers - Mathematical Economics 2012-05, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Dániel Holló, 2012. "A system-wide financial stress indicator for the Hungarian financial system," MNB Occasional Papers 2012/105, Magyar Nemzeti Bank (Central Bank of Hungary).
• Fabio C. Bagliano & Claudio Morana, 2012. "Determinants of US financial fragility conditions," Working papers 011, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Bachev, Hrabrin, 2012. "Governing Agrarian Risks," MPRA Paper 41651, University Library of Munich, Germany.
• Hallegatte, Stephane, 2012. "An exploration of the link between development, economic growth, and natural risk," Policy Research Working Paper Series 6216, The World Bank.