Printed from https://ideas.repec.org/n/nep-rmg/2013-11-16.html
Report NEP-RMG-2013-11-16
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:
- Lance Kent & Toan Phan, 2013, "Business Cycles with Revolutions," Working Papers, Economics Department, William & Mary, number 145, Nov.
- Mittnik, Stefan, 2013, "VaR-implied tail-correlation matrices," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/05.
- Elisa Luciano & Luca Regis, 2013, "Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 308.
- Natasha Agarwal et al, 2013, "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2013-021, Oct.
- Harald Hau & Sam Langfield & David Marques-Ibanez, 2012, "Bank ratings-What determines their quality?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12012, Oct.
- Peltonen, Tuomas A. & Vuillemey, Guillaume, 2013, "Disentangling the bond-CDS nexus: a stress test model of the CDS market," Working Paper Series, European Central Bank, number 1599, Oct.
- Neagu, Florian & Mihai, Irina, 2013, "Sudden stop of capital flows and the consequences for the banking sector and the real economy," Working Paper Series, European Central Bank, number 1591, Sep.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "An analysis of portfolio selection with multiplicative background risk," MPRA Paper, University Library of Munich, Germany, number 51331, Nov.
- Item repec:aei:rpaper:39388 is not listed on IDEAS anymore
- Edoardo Gaffeo & Massimo Molinari, 2013, "Interbank contagion and resolution procedures: inspecting the mechanism," DEM Discussion Papers, Department of Economics and Management, number 2013/09.
- Stefanescu, Razvan & Dumitriu, Ramona, 2013, "Procese decizionale în cadrul managementului riscurilor
[Decision – making Processes in the Risk Management]," MPRA Paper, University Library of Munich, Germany, number 50754, Oct, revised 17 Oct 2013. - Sang Byung Seo & Jessica A. Wachter, 2013, "Option Prices in a Model with Stochastic Disaster Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 19611, Nov.
- Odermann, Alexander & Cremers, Heinz, 2013, "Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 204.
- Yener Altunbas & Michiel van Leuvensteijn & David Marques-Ibanez, 2013, "Competition And Bank Risk: The Role Of Securitization And Bank Capital," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 13005, Oct.
- Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013, "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-31, Jul.
- Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem & Behn, Markus, 2013, "Setting countercyclical capital buffers based on early warning models: would it work?," Working Paper Series, European Central Bank, number 1604, Nov.
- Xibin Zhang & Maxwell L. King, 2013, "Gaussian kernel GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/13.
- Tomasz Gerard Czekaj & Arne Henningsen, 2013, "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/6, Oct.
- V. A. Kalyagin & A. P. Koldanov & P. A. Koldanov & P. M. Pardalos & V. A. Zamaraev, 2013, "Measures of uncertainty in market network analysis," Papers, arXiv.org, number 1311.2273, Nov.
- Mel MacMahon & Diego Garlaschelli, 2013, "Community detection for correlation matrices," Papers, arXiv.org, number 1311.1924, Nov, revised Oct 2014.
- Jermann, Urban J. & Yue, Vivian Z., 2013, "Interest rate swaps and corporate default," Working Paper Series, European Central Bank, number 1590, Sep.
- Item repec:dau:papers:123456789/7874 is not listed on IDEAS anymore