Printed from https://ideas.repec.org/n/nep-rmg/2015-01-09.html
Report NEP-RMG-2015-01-09
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:
- Junye Li & Gabriele Zinna, 2014, "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 990, Oct.
- Postek, K.S. & den Hertog, D. & Melenberg, B., 2014, "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-031.
- Silva Buston, C.F., 2013, "Active Risk Management and Banking Stability," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-068.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014, "European Market Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-27.
- Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013, "The Two Faces of Interbank Correlation," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-077.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/27, Dec.
- Jozsef Mezei & Peter Sarlin, 2014, "Aggregation operators for the measurement of systemic risk," Papers, arXiv.org, number 1412.5452, Dec, revised Dec 2014.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-56, Dec.
- Peter Martey Addo & Philippe De Peretti, 2014, "Detection and quantification of causal dependencies in multivariate time series: a novel information theoretic approach to understanding systemic risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14069, Oct.
- Freixas, Xavier & Ma, Kebin, 2014, "Banking Competition and Stability: The Role of Leverage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10121, Aug.
- Item repec:hhs:bofrdp:2014_028 is not listed on IDEAS anymore
- Item repec:mod:wcefin:14111 is not listed on IDEAS anymore
- Global Facility for Disaster Reduction and Recovery, 2014, "Understanding Risk in an Evolving World : A Policy Note," World Bank Publications - Reports, The World Bank Group, number 20579.
- Voloshyn, Ihor, 2014, "A detailed analysis of fulfilling and delinquency of payments on loan," MPRA Paper, University Library of Munich, Germany, number 60373, Dec.
- Kamaruzdin, Thaqif & Masih, Mansur, 2014, "An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 60248, Jul.
- Galina Andreeva & Raffaella Calabrese & Silvia Angela Osmetti, 2014, "A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models," Papers, arXiv.org, number 1412.5351, Dec.
- Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A., 2014, "Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-041.
- Marianne Andries & Thomas M. Eisenbach & Martin C. Schmalz, 2014, "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," Staff Reports, Federal Reserve Bank of New York, number 703, Dec.
- Herrmann, Klaus & Teis, Stefan & Yu, Weijun, 2014, "Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 15/2014.
- Kryklii, Olena & Krukhal, Olena, 2014, "Problem loans management system in bank," MPRA Paper, University Library of Munich, Germany, number 60575, revised 2014.
- Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014, "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-48, Dec.