Printed from https://ideas.repec.org/n/nep-rmg/2014-03-08.html
Report NEP-RMG-2014-03-08
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:
- Dominique Guegan & Bertrand Hassani, 2014, "Stress Testing Engineering: the real risk measurement?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00951593, Feb.
- Junye Li & Gabriele Zinna, 2014, "On bank credit risk: systemic or bank-specific? Evidence from the US and UK," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 951, Feb.
- Arnold, Marc, 2014, "Banks’ Loan Screening Incentives with Credit Risk Transfer: An Alternative to Risk Retention," Working Papers on Finance, University of St. Gallen, School of Finance, number 1402, Feb.
- Tomas Fiala & Tomas Havranek, 2014, "Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1069, Jan.
- Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2014, "Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_02, Feb, revised Feb 2014.
- Samuel Brazys & Peter Heaney & Patrick Paul Walsh, 2014, "From the Great Lakes to the Great Rift Valley: Does Strategic Economic Policy Explain the 2009 Malawi Election?," Working Papers, Geary Institute, University College Dublin, number 201401, Feb.
- Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg, 2014, "Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-05, Feb.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014, "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-921, Feb.
- Céline Meslier-Crouzille & Donald P. Morgan & Katherine Samolyk & Amine Tarazi, 2014, "The Benefits of Intrastate and Interstate Geographic Diversification in Banking," Working Papers, HAL, number hal-00950504, Feb.
- Khaled Guesmi & Saoussen Jebri & Abdelkarim Jabri & Frédéric Teulon, 2014, "Are hedge funds uncorrelated with financial markets? An empirical assessment," Working Papers, Department of Research, Ipag Business School, number 2014-103, Jan.
- Item repec:dgr:kubcen:2014015 is not listed on IDEAS anymore
- Giampiero M. Gallo & Edoardo Otranto, 2014, "Forecasting Realized Volatility with Changes of Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_03, Feb, revised Feb 2014.