Report NEP-RMG-2008-11-04

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:hal:paris1:halshs-00185369_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00261514_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00270708_v1 is not listed on IDEAS anymore

• Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden).
• Jakub Seidler, 2008. "Implied Market Loss Given Default: structural-model approach," Working Papers IES 2008/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2008.
• Olga Bohachova, 2008. "The Impact of Macroeconomic Factors on Risks in the Banking Sector: A Cross-Country Empirical Assessment," IAW Discussion Papers 44, Institut für Angewandte Wirtschaftsforschung (IAW).
• Item repec:hal:paris1:halshs-00185374_v1 is not listed on IDEAS anymore

• Mestre, Ricardo & McAdam, Peter, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 0950, European Central Bank.
• Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
• Tor Jacobson & Rikard Kindell & Jesper Lindé & Kasper Roszbach, 2008. "Firm default and aggregate fluctuations," Working Papers 08-21, Federal Reserve Bank of Philadelphia.
• Item repec:hal:paris1:halshs-00235354_v1 is not listed on IDEAS anymore