Printed from https://ideas.repec.org/n/nep-rmg/2014-12-08.html
Report NEP-RMG-2014-12-08
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:
- Bertrand K. Hassani, 2014, "Risk Appetite in Practice: Vulgaris Mathematica," Post-Print, HAL, number halshs-01020293, Apr.
- Hyejin Cho, 2014, "The Bank Capital Regulation (BCR) Model," Post-Print, HAL, number hal-01068235, Sep.
- Behn, Markus Wilhelm & Haselmann, Rainer & Vig, Vikrant, 2014, "The limits of model-based regulation," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 82.
- Kiema, Ilkka & Jokivuolle, Esa, 2014, "Does a leverage ratio requirement increase bank stability?," Working Paper Series, European Central Bank, number 1676, May.
- Masaaki Fujii & Akihiko Takahashi, 2014, "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-348, Jul.
- Agnès Bénassy-Quéré & Guillaume Roussellet, 2014, "Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries," Post-Print, HAL, number hal-00825256, Jun, DOI: 10.1007/s10797-013-9273-0.
- Petra Andrlíková, 2014, "Bayesian default probability models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/14, Apr, revised Apr 2014.
- Brinkmann, Felix & Korn, Olaf, 2014, "Risk-adjusted option-implied moments," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-07.
- Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2014, "Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases With Application to Rating Dairy Margin Insurance," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170416, DOI: 10.22004/ag.econ.170416.
- Aloosh, Arash, 2014, "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper, University Library of Munich, Germany, number 59931, Nov.
- Ian Christensen & Fuchun Li, 2014, "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers, Bank of Canada, number 14-37, DOI: 10.34989/swp-2014-37.
- Aikman, David & Galesic, Mirta & Gigerenzer, Gerd & Kapadia, Sujit & Katsikopolous, Konstantinos & Kothiyal, Amit & Murphy, Emma & Neumann, Tobias, 2014, "Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation," MPRA Paper, University Library of Munich, Germany, number 59908, May.
- Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017, "Illiquidity transmission from spot to futures markets," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-10, revised 2017.
- Frank Gehmlich & Thorsten Schmidt, 2014, "Dynamic Defaultable Term Structure Modelling beyond the Intensity Paradigm," Papers, arXiv.org, number 1411.4851, Nov, revised Jul 2015.
- Khanal, Aditya R. & Mishra, Ashok K. & Bhattarai, Madhusudan, , "Weather Risk and Cropping Intensity: A Non-Stationary and Dynamic Panel Modeling Approach," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170603, DOI: 10.22004/ag.econ.170603.
- Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014, "Risk or Sentiment: Value and Size Premium under Terrorism," MPRA Paper, University Library of Munich, Germany, number 60027, Nov.