Printed from https://ideas.repec.org/n/nep-rmg/2013-10-05.html
Report NEP-RMG-2013-10-05
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:
- Florian Hett & Alexander Schmidt, 2013, "Bank Bailouts and Market Discipline: How Bailout Expectations Changed During the Financial Crisis," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1305, Aug, revised 01 Aug 2013.
- Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013, "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2013, Feb.
- Item repec:imf:imfwpa:13/199 is not listed on IDEAS anymore
- Item repec:kie:kieliw:1873 is not listed on IDEAS anymore
- Stefano De Marco & Caroline Hillairet & Antoine Jacquier, 2013, "Shapes of implied volatility with positive mass at zero," Papers, arXiv.org, number 1310.1020, Oct, revised May 2017.
- Item repec:imf:imfwpa:13/198 is not listed on IDEAS anymore
- Paraschiv, Florentina, 2013, "Price Dynamics in Electricity Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1314, Jul.
- Patrick Bolton & Xavier Freixas & Leonardo Gambacorta & Paolo Emilio Mistrulli, 2013, "Relationship and transaction lending in a crisis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1385, Sep.