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Report NEP-RMG-2016-10-30
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:
- Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
- Raphael Benichou & Yves Lemp'eri`ere & Emmanuel S'eri'e & Julien Kockelkoren & Philip Seager & Jean-Philippe Bouchaud & Marc Potters, 2016, "Agnostic Risk Parity: Taming Known and Unknown-Unknowns," Papers, arXiv.org, number 1610.08818, Oct.
- Miguel Rivera-Castro & Andrea Ugolini & Juan Arismendi Z, 2016, "Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-05, Sep.
- Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016, "Short term prediction of extreme returns based on the recurrence interval analysis," Papers, arXiv.org, number 1610.08230, Oct.
- Christian Thimann, 2014, "How Insurers Differ from Banks: A Primer on Systemic Regulation," Working Papers, HAL, number halshs-01074933, Oct.
- Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016, "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201675, Oct.
- Hering, Imke & Mußhoff, Oliver, 2016, "Loan Defaults In Microfinance - Forewarned Is Forearmed," 56th Annual Conference, Bonn, Germany, September 28-30, 2016, German Association of Agricultural Economists (GEWISOLA), number 244780, DOI: 10.22004/ag.econ.244780.