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Report NEP-RMG-2014-03-22
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:
- Amine Lahiani & Khaled Guesmi, 2014, "Commodity Price Correlation and Time varying Hedge Ratios," Working Papers, Department of Research, Ipag Business School, number 2014-142, Jan.
- Jiranyakul, Komain & Opiela, Timothy, 2014, "Market Discipline at Thai Banks before the Asian Crisis," MPRA Paper, University Library of Munich, Germany, number 54492, Mar.
- David Ardia & Lukasz Gatarek & Lennart F. hoogerheide, 2014, "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis," Cahiers de recherche, CIRPEE, number 1413.
- Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014, "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws140503, Feb.
- cho, hyejin, 2014, "bank capital regulation model," MPRA Paper, University Library of Munich, Germany, number 54365, Mar.
- Mosheim, Roberto & Blaney, Don & Burdine, Kenneth H. & Maynard, Leigh J., 2014, "Livestock Gross Margin-Dairy Insurance: An Assessment of Risk Management and Potential Supply Impacts," Economic Research Report, United States Department of Agriculture, Economic Research Service, number 164606, Mar, DOI: 10.22004/ag.econ.164606.
- Dieter Hendricks & Diane Wilcox & Tim Gebbie, 2014, "High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm," Papers, arXiv.org, number 1403.4099, Mar, revised Aug 2015.
- Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche, CIRPEE, number 1414.
- Harold L. Cole & Thomas F. Cooley, 2014, "Rating Agencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 19972, Mar.
- Gazi Salah Uddin & Mohamed Arouri & Aviral Kumar Tiwari, 2014, "Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches," Working Papers, Department of Research, Ipag Business School, number 2014-143, Jan.
- Peter N, Bell, 2014, "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper, University Library of Munich, Germany, number 54394, Mar.
- Ignacio Lozano & Alexander Guarín, 2014, "Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance," Borradores de Economia, Banco de la Republica de Colombia, number 813, Jun, DOI: 10.32468/be.813.