Report NEP-RMG-2016-06-14This 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:
- Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza, 2014. "The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord," Research Discussion Papers 25/2014, Bank of Finland.
- Elias, Aptus & Gersbach, Hans & Volker, Britz, 2016. "On the Economics of Crisis Contracts," CEPR Discussion Papers 11267, C.E.P.R. Discussion Papers.
- Emmanuel Lepinette & Ilya Molchanov, 2016. "Risk Arbitrage and Hedging to Acceptability," Papers 1605.07884, arXiv.org, revised Jun 2016.
- Okou, Cedric & Maalaoui Chun, Olfa & Dionne, Georges & Li, Jingyuan, 2016. "Can Higher-Order Risks Explain the Credit Spread Puzzle?," Working Papers 16-1, HEC Montreal, Canada Research Chair in Risk Management.
- Andrea Galeotti & Christian Ghiglinoy & Sanjeev Goyal, 2016. "Financial Linkages, Portfolio Choice and Systemic Risk," Cambridge Working Papers in Economics 1612, Faculty of Economics, University of Cambridge.
- Young Ah Kim & Peter G. Moffatt, 2016. "Generalized additive modelling of the repayment performance of Korean borrowers," University of East Anglia School of Economics Working Paper Series 2016-03, School of Economics, University of East Anglia, Norwich, UK..
- Juthamon Sithipolvanichgul, 2016. "Enterprise Risk Management Measurement Method," Proceedings of International Academic Conferences 3605462, International Institute of Social and Economic Sciences.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers 201638, University of Pretoria, Department of Economics.
- Motamed, Mesbah & O'Donoghue, Erik, 2016. "Natural Hedge Effects on Revenue Stability and Crop Insurance Decisions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235547, Agricultural and Applied Economics Association.
- Yi-Fang Liu & Jørgen Vitting Andersen & Maxime Frolov & Philippe de Peretti, 2016. "Synchronization in human decision making," Documents de travail du Centre d'Economie de la Sorbonne 16035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Driedger, Jonathon & Porth, Lysa & Boyd, Milton, 2016. "The Potential to Use Futures and Options to Manage Crop Insurance Losses," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235747, Agricultural and Applied Economics Association.
- Yang Hu & Les Oxley, 2016. "Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level," Working Papers in Economics 16/06, University of Waikato.
- Andrew W Lo, 2016. "Moore's Law vs. Murphy's Law in the financial system: who's winning?," BIS Working Papers 564, Bank for International Settlements.
- Hallegatte,Stephane & Bangalore,Mook & Vogt-Schilb,Adrien Camille, 2016. "Assessing socioeconomic resilience to floods in 90 countries," Policy Research Working Paper Series 7663, The World Bank.