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Report NEP-RMG-2016-04-30
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:
- Regmund, Wesley S. & Martinez, Charles C. & Benavides, Justin R. & Anderson, David P., , "Hedge Effectiveness of Texas Live Cattle," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229781, DOI: 10.22004/ag.econ.229781.
- Fuchun Li & Héctor Pérez Saiz, 2016, "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers, Bank of Canada, number 16-10, DOI: 10.34989/swp-2017-10.
- Laeven, Luc & Levine, Ross & Götz, Martin, 2016, "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11231, Apr.
- Péter Bauer & Marianna Endrész, 2016, "Modelling Bankruptcy Using Hungarian Firm-Level Data," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/122.
- Pedersen, Michael, 2015, "Reallocation of Price Risk among Cooperative Members," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212616, DOI: 10.22004/ag.econ.212616.
- Fuchun Li & Hongyu Xiao, 2016, "Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach," Staff Working Papers, Bank of Canada, number 16-21, DOI: 10.34989/swp-2017-21.
- Zheng Sun & Ashley W. Wang & Lu Zheng, 2016, "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-030, Mar, DOI: 10.17016/FEDS.2016.030.
- Thai Nguyen, 2016, "Optimal investment and consumption with downside risk constraint in jump-diffusion models," Papers, arXiv.org, number 1604.05584, Mar.
- Saleem Bahaj & Jonathan Bridges & Frederic Malherbe & Cian O’Neill, 2016, "What determines how banks respond to changes in capital requirements?," Bank of England working papers, Bank of England, number 593, Apr.
- Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini, 2016, "Median Response to Shocks: A Model for VaR Spillovers in East Asia," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_01, Apr.
- Pelka, Niels & Weber, Ron & Musshoff, Oliver, 2015, "Does weather matter? How rainfall shocks affect credit risk in agricultural micro-finance," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212617, DOI: 10.22004/ag.econ.212617.
- Mane, Ranjitsinh & Watkins, Bradley, 2016, "Stochastic Analysis of Margin Protection (MP) Crop Insurance in Arkansas Rice Production," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229877, DOI: 10.22004/ag.econ.229877.
- McDermott,Thomas K.J., 2016, "Investing in disaster risk management in an uncertain climate," Policy Research Working Paper Series, The World Bank, number 7631, Apr.