Report NEP-RMG-2010-02-05

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:

• Xin Huang & Hao Zhou & Haibin Zhu, 2010. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," BIS Working Papers 296, Bank for International Settlements.
• Chen Zhou, 2009. "Are banks too big to fail?," DNB Working Papers 232, Netherlands Central Bank, Research Department.
• Cristina Bencivenga & Giulia Sargenti, 2010. "Crucial relationship among energy commodity prices," Working Papers 5, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
• Zhang, Longmei, 2009. "Bank capital regulation, the lending channel and business cycles," Discussion Paper Series 1: Economic Studies 2009,33, Deutsche Bundesbank.
• Delis, Manthos D & Kouretas, Georgios, 2010. "Interest rates and bank risk-taking," MPRA Paper 20132, University Library of Munich, Germany.
• Ahrend, Rudiger & Arnold, Jens & Murtin, Fabrice, 2009. "Have more strictly regulated banking systems fared better during the recent financial crisis?," MPRA Paper 20135, University Library of Munich, Germany.
• Aleksandar Mijatovic & Paul Schneider, 2009. "Empirical Asset Pricing with Nonlinear Risk Premia," Working Papers wp09-03, Warwick Business School, Finance Group.
• Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.3], ZEW - Leibniz Centre for European Economic Research.
• Gogas, Periklis & Pragidis, Ioannis, 2010. "Does the Interest Risk Premium Predict Housing Prices?," DUTH Research Papers in Economics 1-2010, Democritus University of Thrace, Department of Economics.
• Cadogan, Godfrey, 2009. "On behavioral Arrow Pratt risk process with applications to risk pricing, stochastic cash flows, and risk control," MPRA Paper 20174, University Library of Munich, Germany.
• Popa, Catalin C., 2009. "Functional overview of financial crises development and propagation," MPRA Paper 18980, University Library of Munich, Germany.
• Hillinger, Claude, 2010. "The crisis and beyond: thinking outside the box," Economics Discussion Papers 2010-1, Kiel Institute for the World Economy (IfW Kiel).