Report NEP-RMG-2009-02-07

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:

• Orlowski, Lucjan T., 2008. "Stages of the 2007/2008 Global Financial Crisis Is There a Wandering Asset-Price Bubble?," Economics Discussion Papers 2008-43, Kiel Institute for the World Economy (IfW Kiel).
• Kiefer, Nicholas M., 2008. "Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates," Working Papers 08-03, Cornell University, Center for Analytic Economics.
• Gabriel Jimenez & Jose A. Lopez & Jesus Saurina, 2009. "EAD calibration for corporate credit lines," Working Paper Series 2009-02, Federal Reserve Bank of San Francisco.
• Stulz, Rene M., 2008. "Risk Management Failures: What Are They and When Do They Happen?," Working Paper Series 2008-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Neziri, Hekuran, 2008. "Can Credit Default Swaps Predict Financial Crises: An Empirical Test on Emerging Markets," MPRA Paper 13096, University Library of Munich, Germany.
• Kiefer, Nicholas M., 2008. "Default Estimation, Correlated Defaults, and Expert Information," Working Papers 08-02, Cornell University, Center for Analytic Economics.
• Larsen, Ryan A. & Vedenov, Dmitry V. & Leatham, David J., 2009. "Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46763, Southern Agricultural Economics Association.
• Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009. "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Working Papers 0833, Banco de España.
• Lindsey, Jeanne K. & Duffy, Patricia A. & Nelson, Robert G. & Ebel, Robert C. & Dozier, William A., 2009. "Evaluation of Risk Management Methods for Satsuma Mandarin," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46754, Southern Agricultural Economics Association.
• Pagano, Patrizio & Pisani, Massimiliano, 2009. "Risk-adjusted forecasts of oil prices," Working Paper Series 0999, European Central Bank.
• Wang, Qizhi & Chidmi, Benaissa, 2009. "Cotton Price Risk Management across Different Countries," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46762, Southern Agricultural Economics Association.
• Hong, Sung Wook & Power, Gabriel J. & Vedenov, Dmitry V., 2009. "The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46755, Southern Agricultural Economics Association.