Printed from https://ideas.repec.org/n/nep-rmg/2014-12-19.html
Report NEP-RMG-2014-12-19
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:
- Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014, "The role of education in equity portfolios during the recent financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2014_17, Oct.
- Thomas Eisenbach & Fernando Duarte, 2014, "Fire-Sale Spillovers and Systemic Risk," 2014 Meeting Papers, Society for Economic Dynamics, number 541.
- Jakub Cerny & Jiri Witzany, 2014, "Interest Rate Swap Credit Valuation Adjustment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/16, May, revised May 2014.
- Boguk Kim & Chulwoo Han & Frank Chongwoo Park, 2014, "Optimising Credit Portfolio Using a Quadratic Nonlinear Projection Method," Papers, arXiv.org, number 1411.2525, Nov, revised Jul 2016.
- Mehta, Anirudh & Kanishka, Kunal, 2014, "Modeling and Forecasting Volatility – How Reliable are modern day approaches?," MPRA Paper, University Library of Munich, Germany, number 59788, Nov.
- Ansgar Walther, 2014, "Jointly optimal regulation of bank capital and maturity structure," Economics Series Working Papers, University of Oxford, Department of Economics, number 725, Sep.
- Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2014, "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 20638, Oct.
- Koziol, Christian & Koziol, Philipp & Schön, Thomas, 2014, "Do correlated defaults matter for CDS premia? An empirical analysis," Discussion Papers, Deutsche Bundesbank, number 21/2014.
- Matthias Held & Marcel Omachel, 2014, "Up- and Downside Variance Risk Premia in Global Equity Markets," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 140009, Sep.
- Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014, "Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 60082, Dec.
- Kenichiro Shiraya & Akihiko Takahashi, 2014, "Price Impacts of Imperfect Collateralization," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-947, Nov.
- Louise B Russell, 2014, "Do We Really Value Identified Lives More Highly Than Statistical Lives?," Departmental Working Papers, Rutgers University, Department of Economics, number 201413, Sep.
- Item repec:qmw:qmwecw:wp731 is not listed on IDEAS anymore
- Michal Skorepa, 2014, "Family matters: Concurrent capital buffers in a banking group," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/21, Jul, revised Jul 2014.
- Lux, Thomas, 2014, "A Model of the Topology of the Bank-Firm Credit Network and Its Role as Channel of Contagion," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 19.