Report NEP-RMG-2015-10-17This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Tatiana Cesaroni, 2015. "Procyclicality of credit rating systems: how to manage it," Temi di discussione (Economic working papers) 1034, Bank of Italy, Economic Research and International Relations Area.
- Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015. "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper 67181, University Library of Munich, Germany.
- Timothy C Irwin, 2015. "Getting the Dog to Bark; Disclosing Fiscal Risks from the Financial Sector," IMF Working Papers 15/208, International Monetary Fund.
- Grigoreva, Diana & Bobojonov, Ihtiyor & Aw-Hassan, Aden & Biradar, Chandrashekar & Nurbekov, Aziz, 2015. "The feasibility of index-based insurance as a risk management tool in Central Asia," 55th Annual Conference, Giessen, Germany, September 23-25, 2015 209228, German Association of Agricultural Economists (GEWISOLA).
- Raczko, Marek, 2015. "Volatility contagion: new evidence from market pricing of volatility risk," Bank of England working papers 552, Bank of England.
- Lingjiong Zhu, 2015. "A State-Dependent Dual Risk Model," Papers 1510.03920, arXiv.org.
- C. A. E. Goodhart & Miguel A. Segoviano Basurto, 2015. "Optimal Bank Recovery," IMF Working Papers 15/217, International Monetary Fund.
- Stéphane Goutte & Amine Ismail & Huyên Pham, 2017. "Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options," Working Papers hal-01212018, HAL.
- Aloisio Araujo & Laurence Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Documents de travail du Centre d'Economie de la Sorbonne 15071, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Seira Enrique & Castellanos Pascacio Sara Gabriela & Jiménez Hernández Diego J., 2015. "Bancarizing with Credit Cards: Experimental Evidence on Interest Rates and Minimum Payments Elasticities for New Clients," Working Papers 2015-11, Banco de México.
- Aldy, Joseph Edgar & Smyth, Seamus J, 2014. "Heterogeneity in the Value of Life," Scholarly Articles 23017248, Harvard Kennedy School of Government.
- Tao Sun, 2015. "The Impact of Global Liquidity on Financial Landscapes and Risks in the ASEAN-5 Countries," IMF Working Papers 15/211, International Monetary Fund.