Report NEP-RMG-2010-02-13

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:

• Céline Gauthier & Alfred Lehar & Moez Souissi, 2010. "Macroprudential Regulation and Systemic Capital Requirements," Staff Working Papers 10-4, Bank of Canada.
• Item repec:esx:essedp:683 is not listed on IDEAS anymore

• Item repec:ner:ucddub:urn:hdl:10197/1672 is not listed on IDEAS anymore

• Andrew Ellul & Vijay Yerramilli, 2010. "Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies," FMG Discussion Papers dp646, Financial Markets Group.
• Item repec:hal:wpaper:hal-00374367_v2 is not listed on IDEAS anymore

• Laurent Devineau & Stéphane Loisel, 2009. "Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula?," Post-Print hal-00403662, HAL.
• Hubert BONIN, 2010. "French savings communities exposed to Russian risks on assets in the 1900s-1920s. A few issues about the actual risks on financial pledges (In French)," Cahiers du GREThA (2007-2019) 2010-05, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Janko Gorter & Paul Schilp, 2010. "Determinants of consumer financial risktaking:Evidence from deductible choice," DNB Working Papers 238, Netherlands Central Bank, Research Department.
• Jie-Jun Tseng & Sai-Ping Li, 2010. "Asset returns and volatility clustering in financial time series," Papers 1002.0284, arXiv.org, revised Apr 2011.
• Yushi Yoshida, 2010. "Is this time different for Asia?: Evidence from stock Markets," Discussion Papers 40, Kyushu Sangyo University, Faculty of Economics.
• Item repec:hal:wpaper:halshs-00450050_v1 is not listed on IDEAS anymore

• Mario Coccia, 2009. "Forecast horizon of 5th – 6th – 7th long wave and short-period of contraction in economic cycles," CERIS Working Paper 200904, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
• Jost, Sven P. & Pfaffermayr, Michael & Winner, Hannes, 2010. "Transfer Pricing as a Tax Compliance Risk," Working Papers in Economics 2010-6, University of Salzburg.
• Alghalith, Moawia, 2010. "New methods of estimating stochastic volatility and the stock return," MPRA Paper 20303, University Library of Munich, Germany.