Editor: Barry Schachter
Published: 04 Oct 2005
Papers in this issue
by Alfred Hamerle, Daniel Rösch
by Markus Leippold, Paolo Vanini
by Greg Anderson, Lisa Goldberg, Alec N. Kercheval, Guy Miller, Kathy Sorge
by Rainer Jankowitsch, Stefan Pichler
Welcome to Volume 8 Issue 1 of The Journal of Risk. This issue is made up of 4 technical papers: 'Currency dependence of corporate credit spreads' by Rainer Jankowitsch and Stefan Pichler from Vienna University of Economics and Business Administration; 'On the aggregation of local risk moedls for global risk management' by Greg Anderson, Lisa Goldberg, Guy Miller and Kathy Sorge from MSCI Barra, and Alec N. Kercheval from Florida State University; 'Misspecified copulas in credit risk models: how good is Gaussian?' by Alfred Hamerle and Daniel Rosch from the University of Regensburg; and 'The quantification of operational risk' by Markus Leippold and Paolo Vanini from the University of Zurich.
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