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