Report NEP-RMG-2013-09-26

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:

• International Monetary Fund, 2013. "Colombia; Financial System Stability Assessment," IMF Staff Country Reports 13/50, International Monetary Fund.
• Aldasoro, Iñaki & Angeloni, Ignazio, 2013. "Input-Output-based Measures of Systemic Importance," MPRA Paper 49557, University Library of Munich, Germany.
• Merrouche, Ouarda & Mariathasan, Mike, 2013. "The Manipulation of Basel Risk-Weights," CEPR Discussion Papers 9494, C.E.P.R. Discussion Papers.
• International Monetary Fund, 2013. "The Bahamas; Financial Sector Stability Assessment," IMF Staff Country Reports 13/101, International Monetary Fund.
• Sumiko Ogawa & Joonkyu Park & Diva Singh & Nita Thacker, 2013. "Financial Interconnectedness and Financial Sector Reforms in the Caribbean," IMF Working Papers 13/175, International Monetary Fund.
• International Monetary Fund, 2013. "Nigeria; Financial Sector Stability Assessment," IMF Staff Country Reports 13/140, International Monetary Fund.
• Item repec:pdn:wpaper:69 is not listed on IDEAS anymore

• Alexander Novikov & Nino Kordzakhia, 2013. "On lower and upper bounds for Asian-type options: a unified approach," Papers 1309.2383, arXiv.org.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.
• Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013. "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers 201357, University of Pretoria, Department of Economics.