Report NEP-RMG-2010-05-08

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-RMG

The following items were announced in this report:

• Durant, D. & Frey, L., 2010. "Une première comparaison des droits à pension des ménages français et américains," Working papers 280, Banque de France.
• Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Claudia Miani & Stefano Siviero, 2010. "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers) 758, Bank of Italy, Economic Research and International Relations Area.
• Robin Greenwood & Samuel Hanson, 2010. "Characteristic Timing," NBER Working Papers 15948, National Bureau of Economic Research, Inc.
• Jocelyne Bion-Nadal & Magali Kervarec, 2010. "Risk measuring under model uncertainty," Papers 1004.5524, arXiv.org, revised Dec 2010.
• Tian Qiu & Guang Chen & Li-Xin Zhong & Xiao-Wei Lei, 2010. "Memory effect and multifractality of cross-correlations in financial markets," Papers 1004.5547, arXiv.org.
• Giulio Bottazzi & Federico Tamagni, 2010. "Is Bigger Always Better ? The Effect of Size on Defaults," LEM Papers Series 2010/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Item repec:iim:iimawp:wp2009-09-02 is not listed on IDEAS anymore

• Borgy, V. & Idier, J. & Le Fol, G., 2010. "Liquidity problems in the FX liquid market: Ask for the "BIL"," Working papers 279, Banque de France.