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Report NEP-RMG-2013-09-26
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:
- Item repec:imf:imfscr:13/50 is not listed on IDEAS anymore
- Aldasoro, Iñaki & Angeloni, Ignazio, 2013, "Input-Output-based Measures of Systemic Importance," MPRA Paper, University Library of Munich, Germany, number 49557, Aug.
- Merrouche, Ouarda & Mariathasan, Mike, 2013, "The Manipulation of Basel Risk-Weights," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9494, May.
- Item repec:imf:imfscr:13/101 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/175 is not listed on IDEAS anymore
- Item repec:imf:imfscr:13/140 is not listed on IDEAS anymore
- Item repec:pdn:wpaper:69 is not listed on IDEAS anymore
- Alexander Novikov & Nino Kordzakhia, 2013, "On lower and upper bounds for Asian-type options: a unified approach," Papers, arXiv.org, number 1309.2383, Sep.
- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
- Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013, "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers, University of Pretoria, Department of Economics, number 201357, Sep.