Printed from https://ideas.repec.org/n/nep-rmg/2013-06-16.html
Report NEP-RMG-2013-06-16
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:
- Mauro Bernardi & Ghislaine Gayraud & Lea Petrella, 2013, "Bayesian inference for CoVaR," Papers, arXiv.org, number 1306.2834, Jun, revised Nov 2013.
- Pavel V. Shevchenko & Gareth W. Peters, 2013, "Loss Distribution Approach for Operational Risk Capital Modelling under Basel II: Combining Different Data Sources for Risk Estimation," Papers, arXiv.org, number 1306.1882, Jun.
- Jiri Witzany, 2013, "Estimating Default and Recovery Rate Correlations," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/03, Apr, revised Apr 2013.
- Jiri Witzany, 2013, "A Note on the Vasicek’s Model with the Logistic Distribution," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/01, Jan, revised Jan 2013.
- Item repec:dgr:uvatin:20130070 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20130073 is not listed on IDEAS anymore
- Micossi,Stefano, 2013, "A Viable Alternative to Basel III Prudential Capital Rules," CEPS Papers, Centre for European Policy Studies, number 8075, May.
- Swamy, Vighneswara, 2012, "Impact of Macroeconomic and Endogenous Factors on Non-Performing Bank Assets," MPRA Paper, University Library of Munich, Germany, number 47517.
- Asger Lunde & Kasper V. Olesen, 2014, "Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-19, Nov.
- Item repec:dgr:eureir:1765040341 is not listed on IDEAS anymore
- Paolo Manasse & Roberto Savona & Marika Vezzoli, 2013, "Rules of Thumb for Banking Crises in Emerging Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 481.
- Jianxin Wang & Minxian Yang, 2012, "On the Risk Return Relationship," Discussion Papers, School of Economics, The University of New South Wales, number 2012-31, May.
- Eric Jacquier & Cedric Okou, 2013, "Disentangling Continuous Volatility from Jumps in Long-Run Risk-Return Relationships," CIRANO Working Papers, CIRANO, number 2013s-14, Jun.
- Cira,Dean A. & Kalra,Nidhi Rajiv & Lempert,Robert J. & Lotsch,Alexander & Mao, Zhimin & Peyraud, Suzanne & Bach,Sinh Tan, 2013, "Ensuring robust flood risk management in Ho Chi Minh city," Policy Research Working Paper Series, The World Bank, number 6465, May.
- Hao Meng & Wen-Jie Xie & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley, 2013, "Systemic risk and spatiotemporal dynamics of the US housing market," Papers, arXiv.org, number 1306.2831, Jun.
- Paweł Wnuk Lipinski, 2013, "Portfolio selection models based on characteristics of return distributions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-14.
- Revoredo-Giha, C. & Zuppiroli, M., 2013, "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain ?," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149773, Jun, DOI: 10.22004/ag.econ.149773.
- André De Palma & Federico Perali & Nathalie Picard & Roberto Ricciuti & Alexandrina Scorbureanu, 2013, "Social Crisis Prevention: A Political Alert Index for the Israel-Palestine Conflict," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-26.