Report NEP-RMG-2013-12-29

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Item repec:dnb:dnbwpp:400 is not listed on IDEAS anymore

• Dong Hwan Oh & Andrew J. Patton, 2013, "Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads," Working Papers, Duke University, Department of Economics, number 13-30.
• Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013, "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0776.
• Item repec:dgr:kubcen:2013068 is not listed on IDEAS anymore

• M. Falagiarda & A. Saia, 2013, "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp916, Dec.
• Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper, University Library of Munich, Germany, number 51827, Dec.
• Zhongliang Tuo, 2013, "Hedging Against the Interest-rate Risk by Measuring the Yield-curve Movement," Papers, arXiv.org, number 1312.6841, Dec.
• Michael P. Devereux & Niels Johannesen & John Vella, 2013, "Can taxes tame the banks? Evidence from European bank levies," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 1315, Dec.
• Item repec:dgr:kubcen:2013077 is not listed on IDEAS anymore

• Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013, "Regime Switches in the Risk-Return Trade-Off," Staff Working Papers, Bank of Canada, number 13-51, DOI: 10.34989/swp-2013-51.
• Xavier Gine & James Vickery & Shawn Cole, 2013, "How Does Risk Management Influence Production Decisions? Evidence From a Field Experiment," 2013 Meeting Papers, Society for Economic Dynamics, number 676.
• Marcelo Madureira Prates, 2013, "Why Prudential Regulation Will Fail to Prevent Financial Crises. A Legal Approach," Working Papers Series, Central Bank of Brazil, Research Department, number 335, Nov.