Report NEP-RMG-2010-09-25

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:

• Item repec:eab:financ:2288 is not listed on IDEAS anymore

• Item repec:hal:wpaper:hal-00517766_v1 is not listed on IDEAS anymore

• Michiel Bijlsma & Wouter Elsenburg & Michiel van Leuvensteijn, 2010. "Four Futures for Finance; A scenario study," CPB Document 211, CPB Netherlands Bureau for Economic Policy Analysis.
• Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics 10/58, University of Canterbury, Department of Economics and Finance.
• Isabel Argimón & Jenifer Ruiz, 2010. "The effects of national discretions on banks," Working Papers 1029, Banco de España.
• Dobrislav Dobrev & Pawel J. Szerszen, 2010. "The information content of high-frequency data for estimating equity return models and forecasting risk," Finance and Economics Discussion Series 2010-45, Board of Governors of the Federal Reserve System (U.S.).
• Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.
• Frantisek Slanina, 2010. "A contribution to the systematics of stochastic volatility models," Papers 1009.2696, arXiv.org.
• Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Staff Reports 469, Federal Reserve Bank of New York.
• van Eijkel, Remco & Moraga-González, Jose L., 2010. "Do firms sell forward for strategic reasons? An application to the wholesale market for natural gas," IESE Research Papers D/864, IESE Business School.
• Gerard Caprio, 2009. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers 2009-06, Department of Economics, Williams College.
• Scott Brave & R. Andrew Butters, 2010. "Gathering insights on the forest from the trees: a new metric for financial conditions," Working Paper Series WP-2010-07, Federal Reserve Bank of Chicago.