Printed from https://ideas.repec.org/n/nep-rmg/2016-10-02.html
Report NEP-RMG-2016-10-02
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:
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2016, "Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure," Post-Print, HAL, number halshs-01277880, Jan.
- Hannes Hoffmann & Thilo Meyer-Brandis & Gregor Svindland, 2016, "Risk-Consistent Conditional Systemic Risk Measures," Papers, arXiv.org, number 1609.07897, Sep.
- Kok, Christoffer & Montagna, Mattia, 2016, "Multi-layered interbank model for assessing systemic risk," Working Paper Series, European Central Bank, number 1944, Aug.
- Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016, "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 549545.
- Chen, Zhiyao & Strebulaev, Ilya A., 2016, "Bargaining Power, Business Cycle and Levered Equity Risk," Research Papers, Stanford University, Graduate School of Business, number 3466, Jun.
- Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016, "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201671, Sep.
- Hannes Hoffmann & Thilo Meyer-Brandis & Gregor Svindland, 2016, "Strongly Consistent Multivariate Conditional Risk Measures," Papers, arXiv.org, number 1609.07903, Sep.
- Langenmayr, Dominika & Lester, Rebecca, 2016, "Taxation and Corporate Risk-Taking," Research Papers, Stanford University, Graduate School of Business, number 3470, Aug.
- Item repec:hum:wpaper:sfb649dp2016-035 is not listed on IDEAS anymore
- Dan Pirjol & Lingjiong Zhu, 2016, "Discrete Sums of Geometric Brownian Motions, Annuities and Asian Options," Papers, arXiv.org, number 1609.07558, Sep.
- Nikil Chande & Nicholas Labelle, 2016, "Using Speed and Credit Limits to Address the Procyclicality of Initial Margin at Central Counterparties," Discussion Papers, Bank of Canada, number 16-18, DOI: 10.34989/sdp-2016-18.
- Sajadnia, Sahar & Heidarzadeh, Elham, 2016, "Improving Patient’s Satisfaction at Urgent Care Clinics by Using Simulation-based Risk Analysis and Quality Improvement," MPRA Paper, University Library of Munich, Germany, number 73989, Sep.
- Giuseppe Mastromatteo & Giuseppe Mastromatteo, 2016, "Minsky at Basel: A Global Cap to Build an Effective Postcrisis Banking Supervision Framework," Economics Working Paper Archive, Levy Economics Institute, number wp_875, Sep.
- Viral Acharya & Hanh Le & Hyun Song Shin, 2016, "Bank capital and dividend externalities," BIS Working Papers, Bank for International Settlements, number 580, Sep.
- Emanuele Brancati & Marco Macchiavelli, 2016, "Endogenous Debt Maturity and Rollover Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-074, Sep, DOI: 10.17016/FEDS.2016.074.
- Item repec:imf:imfscr:16/308 is not listed on IDEAS anymore
- Admati, Anat R., 2016, "It Takes a Village to Maintain a Dangerous Financial System," Research Papers, Stanford University, Graduate School of Business, number 3426, May.
- Olofsson , Sara & Gerdtham, Ulf-G. & Hultkrantz, Lars & Persson, Ulf, 2016, "Dread and Risk Elimination Premium for the Value of a Statistical Life," Working Papers, Lund University, Department of Economics, number 2016:22, Sep.
- Hiroshi Nishi, 2016, "An empirical contribution to Minsky’s financial fragility:Evidence from non-financial sectors in Japan," Discussion papers, Graduate School of Economics , Kyoto University, number e-16-007, Sep.
- Polk, Christopher & Lou, Dong & Huang, Shiyang, 2016, "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11531, Sep.
- Viscusi, W. Kip & Zeckhauser, Richard J., 2016, "Recollection Bias and Its Underpinnings: Lessons from Terrorism-Risk Assessments," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-003, Jan.