Report NEP-RMG-2014-09-08

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:

• David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
• Item repec:ipg:wpaper:2014-561 is not listed on IDEAS anymore

• Item repec:ipg:wpaper:2014-510 is not listed on IDEAS anymore

• Item repec:ipg:wpaper:2014-536 is not listed on IDEAS anymore

• Item repec:ipg:wpaper:2014-552 is not listed on IDEAS anymore

• Su, EnDer, 2014. "Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model," MPRA Paper 58161, University Library of Munich, Germany.
• Item repec:ipg:wpaper:2014-549 is not listed on IDEAS anymore

• Michele Fratianni & John Pattison, 2014. "Basel III, Clubs and Eurozone Asymmetries," Working Papers 2014-10, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
• Item repec:ipg:wpaper:2014-544 is not listed on IDEAS anymore

• Item repec:ipg:wpaper:2014-553 is not listed on IDEAS anymore

• Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
• Fuad Aleskerov & Irina Andrievskaya & Elena Permjakova, 2014. "Key Borrowers Detected By The Intensities Of Their Short-range Interactions," HSE Working papers WP BRP 33/FE/2014, National Research University Higher School of Economics.