Report NEP-RMG-2006-12-16

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Craig H. Furfine & Richard J. Rosen, 2006. "Mergers and risk," Working Paper Series WP-06-09, Federal Reserve Bank of Chicago.
• Henry Aray, 2006. "The Latin American and Spanish Stock markets," ThE Papers 06/12, Department of Economic Theory and Economic History of the University of Granada..
• Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis.
• Jan Willem van den End & Marco Hoeberichts & Mostafa Tabbae, 2006. "Modelling Scenario Analysis and Macro Stress-testing," DNB Working Papers 119, Netherlands Central Bank, Research Department.
• Kjell Bjørn Nordal, 2006. "Banks’ optimal implementation strategies for a risk sensitive regulatory capital rule: a real options and signalling approach," Working Paper 2006/12, Norges Bank.
• Item repec:hhs:bofrdp:2006_022 is not listed on IDEAS anymore

• George Tauchen & Hao Zhou, 2006. "Realized jumps on financial markets and predicting credit spreads," Finance and Economics Discussion Series 2006-35, Board of Governors of the Federal Reserve System (U.S.).
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers 871, Board of Governors of the Federal Reserve System (U.S.).