Report NEP-RMG-2014-01-10This 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:
- Dilek Bülbül & Hendrik Hakenes & Claudia Lambert, 2013. "What Influences Banks' Choice of Risk Management Tools?: Theory and Evidence," Discussion Papers of DIW Berlin 1349, DIW Berlin, German Institute for Economic Research.
- Item repec:hal:journl:hal-00921283 is not listed on IDEAS anymore
- Firestone, Simon & Rezende, Marcelo, 2013. "Are Banks' Internal Risk Parameters Consistent? Evidence from Syndicated Loans," Finance and Economics Discussion Series 2013-84, Board of Governors of the Federal Reserve System (U.S.).
- Michael P. Devereux & Niels Johannesen & John Vella, 2013. "Can taxes tame the banks? Evidence from European bank levies," Working Papers 1325, Oxford University Centre for Business Taxation.
- Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner, 2013. "Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies," ZenTra Working Papers in Transnational Studies 22 / 2013, ZenTra - Center for Transnational Studies, revised Nov 2013.
- Fung, Ka Wai Terence & Wan, Wilson, 2013. "The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline," MPRA Paper 52568, University Library of Munich, Germany.
- Godfrey Charles-Cadogan & John A. Cole, 2013. "Bankruptcy Risk Induced by Career Concerns of Regulators," Papers 1312.7346, arXiv.org.
- Wall, Larry D., 2013. "The adoption of stress testing: why the Basel capital measures were not enough," FRB Atlanta Working Paper 2013-14, Federal Reserve Bank of Atlanta.
- Chalmeau, Olivier, 2013. "Determinants of European telecommunication operators systematic risk," 24th European Regional ITS Conference, Florence 2013 88495, International Telecommunications Society (ITS).
- Dominika Langenmayr & Rebecca Lester, 2013. "Taxation and corporate risk-taking," Working Papers 1316, Oxford University Centre for Business Taxation.
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
- Fotis Papailias & Dimitrios D. Thomakos, 2013. "The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies," Working Paper Series 65_13, The Rimini Centre for Economic Analysis.
- Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2014. "Political Risk Spreads," NBER Working Papers 19786, National Bureau of Economic Research, Inc.