Printed from https://ideas.repec.org/n/nep-rmg/2014-05-17.html
Report NEP-RMG-2014-05-17
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:
- Liu, Xiaochun, 2013, "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 55801, Dec.
- Ruodu Wang & Johanna F. Ziegel, 2014, "Distortion Risk Measures and Elicitability," Papers, arXiv.org, number 1405.3769, May, revised May 2014.
- Tomas Fiala & Tomas Havranek, 2014, "Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/10, Apr, revised Apr 2014.
- Hana Dzmuranova & Petr Teply, 2014, "Risk management of savings accounts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/09, Apr, revised Apr 2014.
- Diana Zigraiova & Petr Jakubik, 2014, "Systemic Event Prediction by Early Warning System," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/01, Jan, revised Jan 2014.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/12, May.
- Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014, "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers, Bogazici University, Department of Economics, number 2014/01, Jan.
- Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2014, "An Application of Correlation Clustering to Portfolio Diversification," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/11, May.
- Denis Belomestny & Volker Kraetschmer, 2014, "Optimal stopping under model uncertainty: randomized stopping times approach," Papers, arXiv.org, number 1405.2240, May, revised Dec 2014.
- Julien Chevallier & Stéphane Goutte, 2014, "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers, Department of Research, Ipag Business School, number 2014-285, Jan.