Report NEP-RMG-2012-09-22This 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.
The following items were announced in this report:
- Mike Mariathasan & Ouarda Merrouche, 2012. "The Manipulation of Basel Risk-Weights. Evidence from 2007-10," Economics Series Working Papers 621, University of Oxford, Department of Economics.
- Baldan, Cinzia & Zen, Francesco & Rebonato, Tobia, 2012. "Liquidity risk and interest rate risk on banks: are they related?," MPRA Paper 41323, University Library of Munich, Germany.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Amaya, Diego & Gauthier, Geneviève & Léautier, Thomas-Olivier, 2012. "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," TSE Working Papers 12-330, Toulouse School of Economics (TSE).
- Hui Chen & Yu Xu & Jun Yang, 2012. "Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads," Staff Working Papers 12-27, Bank of Canada.
- Noy, I, 2012. "Investing in Disaster Risk Reduction: A Global Fund," Working Paper Series 2390, Victoria University of Wellington, School of Economics and Finance.
- Gabrisch, Hubert & Orlowski, Lucjan T. & Pusch, Toralf, 2012. "Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries," MPRA Paper 41265, University Library of Munich, Germany.
- Amy Khuu & Ernst Juerg Weber, 2012. "How Australian Farmers Deal With Risk," Economics Discussion / Working Papers 12-07, The University of Western Australia, Department of Economics.
- John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2012. "How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market," NBER Working Papers 18394, National Bureau of Economic Research, Inc.
- Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Working Papers 1230, Banco de España;Working Papers Homepage.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," TSE Working Papers 12-332, Toulouse School of Economics (TSE).
- Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2012. "Mean-reversion in Income over Feed Cost Margins:Evidence and Implications for Managing Margin Risk by U.S. Dairy Producers," Staff Papers 132379, University of Minnesota, Department of Applied Economics.