Printed from https://ideas.repec.org/n/nep-rmg/2014-09-08.html
Report NEP-RMG-2014-09-08
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:
- David E. Giles & Qinlu Chen, 2014, "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers, Department of Economics, University of Victoria, number 1402, Aug.
- Item repec:ipg:wpaper:2014-561 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:2014-510 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:2014-536 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:2014-552 is not listed on IDEAS anymore
- Su, EnDer, 2014, "Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model," MPRA Paper, University Library of Munich, Germany, number 58161, Aug.
- Item repec:ipg:wpaper:2014-549 is not listed on IDEAS anymore
- Michele Fratianni & John Pattison, 2014, "Basel III, Clubs and Eurozone Asymmetries," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2014-10, Aug.
- Item repec:ipg:wpaper:2014-544 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:2014-553 is not listed on IDEAS anymore
- Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers, University of Pretoria, Department of Economics, number 201445, Aug.
- Fuad Aleskerov & Irina Andrievskaya & Elena Permjakova, 2014, "Key Borrowers Detected By The Intensities Of Their Short-range Interactions," HSE Working papers, National Research University Higher School of Economics, number WP BRP 33/FE/2014.