Report NEP-RMG-2007-02-10

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, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Item repec:chf:rpseri:rp2 is not listed on IDEAS anymore

• Nicolae B. Garleanu & Lasse H. Pedersen, 2007. "Liquidity and Risk Management," NBER Working Papers 12887, National Bureau of Economic Research, Inc.
• Manganelli, Simone, 2007. "Asset allocation by penalized least squares," Working Paper Series 0723, European Central Bank.
• Qayyum, Abdul & Kemal, A. R., 2006. "Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan," MPRA Paper 1715, University Library of Munich, Germany.
• Franke, Jürgen & Stockis, Jean-Pierre & Tadjuidje, Joseph, 2007. "Quantile sieve estimates for time series," SFB 649 Discussion Papers 2007-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bruno Eklund, 2007. "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics wp33_bruno, Department of Economics, Central bank of Iceland.
• Varsanyi, Zoltan, 2007. "Rating philosophies: some clarifications," MPRA Paper 1660, University Library of Munich, Germany.
• Cuadro Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian, 2007. "The transmission of emerging market shocks to global equity markets," Working Paper Series 0724, European Central Bank.
• Damir Filipovic & Michael Kupper, 2007. "On the Group Level Swiss Solvency Test," Research Paper Series 188, Quantitative Finance Research Centre, University of Technology, Sydney.