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Report NEP-RMG-2014-11-28
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:
- Žikeš, Filip & Baruník, Jozef, 2014, "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 20.
- Banterle, Alessandro & Vandone, Daniela, 2013, "Price Volatility and Risk Management: The Case of Rice," 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 164766, Sep, DOI: 10.22004/ag.econ.164766.
- Bayer, Frank & Bioly, Sascha, 2014, "Supply Chain Risk Management in der Industrie - am Beispiel der Metall- und Elektroindustrie," ild Schriftenreihe, FOM Hochschule für Oekonomie & Management, Institut für Logistik- & Dienstleistungsmanagement (ild), number 41.
- FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013, "Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model," MPRA Paper, University Library of Munich, Germany, number 59852, Feb.
- Shawn J. McCoy & Randall P. Walsh, 2014, "W.U.I. on Fire: Risk, Salience & Housing Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 20644, Oct.
- Capitani, Daniel Henrique Dario & Mattos, Fabio & Xavier, Carlos E. O., 2014, "Effectiveness marketing strategies and risk measurement in the sugarcane industry," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170270, May, DOI: 10.22004/ag.econ.170270.
- TALARICO, Luca & SÖRENSEN, Kenneth & SPRINGAEL, Johan, 2014, "A large neighbourhood metaheuristic for the risk-constrained cash-in-transit vehicle routing problem," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2014024, Oct.
- Petra Andrlíková, 2014, "Is Barrier version of Merton model more realistic? Evidence from Europe," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/11, Apr, revised Apr 2014.
- Baumeister, Christiane & Kilian, Lutz, 2014, "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series, Center for Financial Studies (CFS), number 466, DOI: 10.2139/ssrn.2499484.
- Baruník, Jozef & Vácha, Lukáš, 2014, "Realized wavelet-based estimation of integrated variance and jumps in the presence of noise," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 16.
- Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014, "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-71, Nov.
- Item repec:imf:imfwpa:14/136 is not listed on IDEAS anymore
- Hanming Fang, 2014, "Insurance Markets for the Elderly," NBER Working Papers, National Bureau of Economic Research, Inc, number 20549, Oct.
- Fan, Qin & Davlasheridze, Meri, 2014, "Evaluating the Effectiveness of Flood Mitigation Policies in the U.S," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169399, DOI: 10.22004/ag.econ.169399.
- Item repec:imf:imfwpa:14/168 is not listed on IDEAS anymore
- Jiang, Jingze & Marsh, Thomas L. & Tozer, Peter R., 2014, "Price Volatility Transmission: Linking the U.S. Crude Oil, Corn and Plastics Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 168901, Jul, DOI: 10.22004/ag.econ.168901.