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Report NEP-RMG-2016-03-23
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:
- Robert S. Kaplan & Anette Mikes, 2016, "Risk Management—the Revealing Hand," Harvard Business School Working Papers, Harvard Business School, number 16-102, Mar.
- Marcin Chlebus, 2016, "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-06.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016, "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n04, Feb.
- Wahyoe Soedarmono & Romora Edward Sitorus & Amine Tarazi, 2016, "Bank Charter Value, Systemic Risk and Credit Reporting Systems: Evidence from the Asia-Pacific Region," Working Papers, HAL, number hal-01284976, Mar, DOI: 10.2139/ssrn.2628003.
- Dominique Guegan & Bertrand Hassani, 2016, "More Accurate Measurement for Enhanced Controls: VaR vs ES?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01281940, Feb.
- Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016, "A Credibility Approach of the Makeham Mortality Law," Post-Print, HAL, number hal-01232683, DOI: 10.1007/s13385-016-0125-z.
- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2017, "Impact of dependence on some multivariate risk indicators," Post-Print, HAL, number hal-01171395, Feb, DOI: 10.1007/s11009-016-9489-4.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016, "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:03.
- Carlos Castro & Juan S. OrdoÔøΩez & Sergio Preciado, 2016, "Network externalities across financial institutions," Documentos de Trabajo, Universidad del Rosario, number 14287, Feb.
- Item repec:bof:bofitp:urn:nbn:fi:bof-201511231444 is not listed on IDEAS anymore
- Robert J. Barro & Gordon Y. Liao, 2016, "Options-Pricing Formula with Disaster Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 21888, Jan.
- Item repec:ags:feemet:232220 is not listed on IDEAS anymore
- Beatriz Martínez & Hipòlit Torró, 2016, "Anatomy of Risk Premium in UK Natural Gas Futures," Working Papers, Fondazione Eni Enrico Mattei, number 2016.06, Jan.
- Zeineb Affes & Rania Hentati-Kaffel, 2016, "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01281948, Feb.
- Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015, "Financial Soundness Indicators for Financial Sector Stability in Viet Nam," ADB Reports, Asian Development Bank (ADB), number RPT157601-2, Sep.