Printed from https://ideas.repec.org/n/nep-rmg/2014-08-20.html
Report NEP-RMG-2014-08-20
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:
- He, Zhongfang, 2014, "Efficient estimation of extreme value-at-risks for standalone structural exchange rate risk," MPRA Paper, University Library of Munich, Germany, number 57800, Aug.
- Item repec:dgr:uvatin:20140076 is not listed on IDEAS anymore
- Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 826, Jun, DOI: 10.32468/be.826.
- Marie Briere & Ombretta Signori, 2013, "Hedging inflation risk in a developing economy: The case of Brazil," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/167772, Jan.
- Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2014, "Sudden Floods, Macroprudential Regulation and Stability in an Open Economy," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 191.
- Paolo Zagaglia, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series, Rimini Centre for Economic Analysis, number 18_14, Jul.
- Pilar Abad Romero & Maria Dolores Robles Fernández, 2014, "The Risk-Return binomial after rating changes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-23, Jul.
- Chris Brooks & Keith Anderson, 2012, "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-01, Nov, revised Nov 2013.
- Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57395, Jun.
- Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan, 2014, "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," FMG Discussion Papers, Financial Markets Group, number dp734.