Report NEP-RMG-2012-06-13

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:

• Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2012. "Beyond cash-additive risk measures: when changing the num\'{e}raire fails," Papers 1206.0478, arXiv.org, revised Feb 2014.
• Cousin, Violaine, 2012. "Basel I, II, III – we want it all at once," MPRA Paper 39142, University Library of Munich, Germany.
• Vicente Medina Martínez & Ángel Pardo Tornero, 2012. "Stylized facts of CO2 returns," Working Papers. Serie AD 2012-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2012. "Does Aggregate Riskiness Predict Future Economic Downturns?," Working Paper Series 2012-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Candelon, B. & Straetmans, S.T.M., 2012. "Fat tails in small samples," Research Memorandum 014, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Arnaud Rault & Stéphane Krebs, 2011. "Catastrophic risk and risk management, what do we know about livestock epidemics? State of the art and prospects," Working Papers SMART 11-05, INRAE UMR SMART.
• Gammadigbé, Vigninou, 2012. "Stress test macroéconomique du système bancaire de l'UEMOA [Macroeconomic stress testing of the WAEMU banking system]," MPRA Paper 39214, University Library of Munich, Germany, revised May 2012.
• Michael Brei & Carlos Winograd, 2012. "Foreign banks, corporate strategy and financial stability: lessons from the river plate," PSE Working Papers halshs-00703738, HAL.
• Musolino, Francesco & Carfì, David, 2012. "A game theory model for currency markets stabilization," MPRA Paper 39240, University Library of Munich, Germany.
• Duffy, David, 2012. "Irish Housing: A Role for Loan-to-Value Limits?," Papers EC7, Economic and Social Research Institute (ESRI).
• Item repec:ner:dauphi:urn:hdl:123456789/7744 is not listed on IDEAS anymore

• Item repec:idb:brikps:71438 is not listed on IDEAS anymore

• Item repec:eca:wpaper:2013/119282 is not listed on IDEAS anymore