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Report NEP-RMG-2015-05-09
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:
- Dietmar Pfeifer & Herv'e Awoumlac Tsatedem & Andreas Mandle & C^ome Girschig, 2015, "New copulas based on general partitions-of-unity and their applications to risk management," Papers, arXiv.org, number 1505.00288, May, revised Jan 2019.
- Bell, Peter N, 2015, "Returns to tail hedging," MPRA Paper, University Library of Munich, Germany, number 62160, Feb.
- Rustom M. Irani & Ralf R. Meisenzahl, 2015, "Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-1, Jan, DOI: 10.17016/FEDS.2015.001.
- Samim Ghamami, 2015, "Derivatives Pricing under Bilateral Counterparty Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-26, Apr, DOI: 10.17016/FEDS.2015.026.
- Beatriz Martínez & Hipòlit Torró, 2015, "European Natural Gas Seasonal Effects on Futures Hedging," Working Papers, Fondazione Eni Enrico Mattei, number 2015.10, Feb.
- Catalan, Mario & Demekas, Dimitri, 2015, "Challenges for Systemic Risk Assessment in Low-Income Countries," MPRA Paper, University Library of Munich, Germany, number 64125.
- Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-03, Mar.
- Gregory Phelan, 2015, "Correlated Default and Financial Intermediation," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-01, Apr, revised Sep 2016.
- Dijkman,Miquel, 2015, "Monitoring financial stability in developing and emerging economies : practical guidance for conducting macroprudential analysis," Policy Research Working Paper Series, The World Bank, number 7248, Apr.
- Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
- Item repec:gmf:wpaper:2015-10. is not listed on IDEAS anymore
- Nicholas M. Kiefer & C. Erik Larson, 2015, "Counting Processes for Retail Default Modeling," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-17, Apr.
- Kosowski, Robert & Joenväärä, Juha, 2015, "Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10577, May.
- Qi Liu & Lei Lu & Bo Sun & Hongjun Yan, 2015, "A Model of Anomaly Discovery," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1128, Jan, DOI: 10.17016/IFDP.2015.1128.