Report NEP-RMG-2008-04-21

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:

• Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers 2008/3, Norwegian School of Economics, Department of Business and Management Science.
• Silvia Iranzo, 2008. "Delving into country risk," Occasional Papers 0802, Banco de España.
• Dominique Guegan, 2008. "Non-stationarity and meta-distribution," Post-Print halshs-00270708, HAL.
• Chollete, Lorán, 2008. "The Propagation of Financial Extremes: An Application to Subprime Market Spillovers," Discussion Papers 2008/2, Norwegian School of Economics, Department of Business and Management Science.
• Mjøs, Aksel & Persson, Svein-Arne, 2008. "Level dependent annuities: Defaults of multiple degrees," Discussion Papers 2008/6, Norwegian School of Economics, Department of Business and Management Science.
• Georges Prat & Remzi Uctum, 2008. "The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data," EconomiX Working Papers 2008-2, University of Paris Nanterre, EconomiX.
• Item repec:pse:psecon:2008-21 is not listed on IDEAS anymore

• Laakkonen, Helinä & Lanne, Markku, 2008. "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper 8296, University Library of Munich, Germany.
• Atif Mian & Amir Sufi, 2008. "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers 13936, National Bureau of Economic Research, Inc.