Printed from https://ideas.repec.org/n/nep-rmg/2012-11-24.html
Report NEP-RMG-2012-11-24
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:
- Thomas Epper & Helga Fehr-Duda, 2012, "The missing link: unifying risk taking and time discounting," ECON - Working Papers, Department of Economics - University of Zurich, number 096, Nov, revised Oct 2018.
- Francesco cannata & Simone Casellina & Gregorio Guidi, 2012, "Inside the labyrinth of Basel risk-weighted assets: how not to get lost," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 132, Sep.
- Habert white & Tae-Hwan Kim & Simone Manganelli, 2012, "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2012rwp-45, Aug.
- Item repec:san:cdmawp:1210 is not listed on IDEAS anymore
- Seidler, Jakub & Gersl, Adam, 2012, "Excessive credit growth and countercyclical capital buffers in basel III: an empirical evidence from central and east european countries," MPRA Paper, University Library of Munich, Germany, number 42541.
- Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-44, Oct.
- Paola Cerchiello & Paolo Giudici, 2012, "Bayesian Credit Rating Assessment," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 019, Nov.
- Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012, "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 021, Nov.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012, "Niveloids and Their Extensions:Risk Measures on Small Domains," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 458.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012, "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers, Bank of Canada, number 12-35, DOI: 10.34989/swp-2012-35.
- Alicia H. Munnell & Anthony Webb & Francesca Golub-Sass, 2012, "The National Retirement Risk Index: An Update," Issues in Brief, Center for Retirement Research, number ib2012-20, Nov, revised Nov 2012.
- Item repec:qut:auncer:2012_91 is not listed on IDEAS anymore