Report NEP-RMG-2010-12-11

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:

• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers 743, Kyoto University, Institute of Economic Research.
• Item repec:hal:wpaper:hal-00540621_v1 is not listed on IDEAS anymore

• Emmanuel Schertzer & Yadong Li & Umer Khan, 2010. "The Impossible Trio in CDO Modeling," Papers 1012.0475, arXiv.org.
• Girault, Matias Gutierrez & Hwang, Jane, 2010. "Public credit registries as a tool for bank regulation and supervision," Policy Research Working Paper Series 5489, The World Bank.
• Andreas H. Hamel & Frank Heyde & Birgit Rudloff, 2010. "Set-valued risk measures for conical market models," Papers 1011.5986, arXiv.org.
• Item repec:reg:wpaper:633 is not listed on IDEAS anymore

• Xin Guo & Robert A Jarrow & Adrien de Larrard, 2010. "The economic default time and the Arcsine law," Papers 1012.0843, arXiv.org, revised Jan 2011.
• Aksel Sundström & Amanda Linell & Edwin Muchapondwa & Herbert Ntuli & Martin Sjöstedt & Sverker C. Jagers, 2019. "Skills, employment, strong local institutions and good relationships between people and parks can counter subsistence poaching," Working Papers 198, Economic Research Southern Africa.
• Nataliya Horbenko & Peter Ruckdeschel & Taehan Bae, 2010. "Robust Estimation of Operational Risk," Papers 1012.0249, arXiv.org, revised Mar 2011.
• Stefan Kerbl, 2010. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Papers 1011.6284, arXiv.org, revised Nov 2010.
• Alexandros Kontonikas & Alexandros Kostakis, 2010. "On monetary policy and stock market anomalies," Working Papers 2010_29, Business School - Economics, University of Glasgow.