Report NEP-RMG-2007-05-19

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:

• Kwamie Dunbar & Albert J. Edwards, 2007. "Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect," Working papers 2007-10, University of Connecticut, Department of Economics.
• Cohen, Ruben D, 2007. "Incorporating default risk into Hamada's Equation for application to capital structure," MPRA Paper 3190, University Library of Munich, Germany.
• Groh, Alexander P. & Baule, Rainer & Gottschalg, Oliver, 2007. "Measuring idiosyncratic risks in leveraged buyout transactions," IESE Research Papers D/682, IESE Business School.
• Eckhard Platen & Renata Rendek, 2007. "Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices," Research Paper Series 194, Quantitative Finance Research Centre, University of Technology, Sydney.
• Item repec:cdf:accfin:2006/4 is not listed on IDEAS anymore