Printed from https://ideas.repec.org/n/nep-rmg/2012-07-23.html
Report NEP-RMG-2012-07-23
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012, "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper, Tor Vergata University, CEIS, number 240, Jul, revised 11 Jul 2012.
- Georg Mainik & Eric Schaanning, 2012, "On dependence consistency of CoVaR and some other systemic risk measures," Papers, arXiv.org, number 1207.3464, Jul, revised Aug 2012.
- Sokolov, Yuri, 2012, "Modeling risk in a dynamically changing world: from association to causation," MPRA Paper, University Library of Munich, Germany, number 40096, Jul.
- Jean-Charles Rochet & Xavier Freixas, 2015, "Taming SIFIs," Working Papers, Barcelona School of Economics, number 649, Sep.
- Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012, "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_09.
- Liliana Rojas-Suarez, Arturo J. Galindo, and Marielle del Valle, 2012, "Capital Requirements under Basel III in Latin America: The Cases of Bolivia, Colombia, Ecuador and Peru - Working Paper 296," Working Papers, Center for Global Development, number 296, May.
- Benjamin Miranda Tabak & Guilherme Maia Rodrigues Gomes & Maurício da Silva Medeiros Júnior, 2012, "The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case," Working Papers Series, Central Bank of Brazil, Research Department, number 283, Jun.
- Daniel Kapp & Marco Vega, 2012, "Real Output Costs of Financial Crises: a Loss Distribution Approach," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-332.
- Item repec:hum:wpaper:sfb649dp2012-044 is not listed on IDEAS anymore
- Panteghini, Paolo & Parisi, Maria Laura & Pighetti, Francesca, 2012, "Italy's ACE tax and its effect on a firm's leverage," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-31.
- Item repec:cgr:cgsser:03-06 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:347 is not listed on IDEAS anymore
- Pilar Abad Romero & María Dolores Robles Fernández, 2012, "Credit rating agencies and unsystematic risk: Is there a linkage?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-17, Jul.
- Iwasaki, Ichiro & 岩﨑, 一郎 & イワサキ, イチロウ, 2012, "Global Financial Crisis, Corporate Governance, and Firm Survival: The Case of Russia," RRC Working Paper Series, Russian Research Center, Institute of Economic Research, Hitotsubashi University, number 37, Jul.
- Rault, Arnaud, 2012, "On the effectiveness of mutual funds to cope with lasting market risks: The case of FMD in Brittany," 126th Seminar, June 27-29, 2012, Capri, Italy, European Association of Agricultural Economists, number 125994, Jun, DOI: 10.22004/ag.econ.125994.
- El Benni, Nadja & Finger, Robert, 2012, "Where is the risk? Price, yield and cost risk in Swiss crop production," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126758, DOI: 10.22004/ag.econ.126758.