Printed from https://ideas.repec.org/n/nep-rmg/2016-11-27.html
Report NEP-RMG-2016-11-27
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:
- Bertrand K. Hassani & Wei Yang, 2016, "The Lila distribution and its applications in risk modelling," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16068, Oct.
- Pawe? Kliber, 2016, "Portfolio analysis in jump-diffusion model with power-law tails," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5306873, Nov.
- Claire Océane Chevallier & Sarah El Joueidi, 2016, "Regulation and Rational Banking Bubbles in Infinite Horizon," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 16-15.
- Juan Sanchez & Jose Mustre-del-Rio & Kartik Athreya, 2016, "The Persistence of Financial Distress," 2016 Meeting Papers, Society for Economic Dynamics, number 1424.
- Item repec:imf:imfwpa:16/200 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-01391285 is not listed on IDEAS anymore
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2016, "Measuring Systemic Stress in European Banking Systems," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/19, Nov.
- Gu, Yewen & Wallace, Stein W. & Wang, Xin, 2016, "The Impact of Bunker Risk Management on CO2 Emissions in Maritime Transportation Under ECA Regulation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/17, Nov.
- David Ardia & Kris Boudt & Leopoldo Catania, 2016, "Value-at-Risk Prediction in R with the GAS Package," Papers, arXiv.org, number 1611.06010, Nov.
- Paul S. Calem & Rafael Rob, , "The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1996-12, revised 04 Dec 2019.
- Tim Landvoigt & Juliane Begenau, 2016, "Financial Regulation in a Quantitative Model of the Modern Banking System," 2016 Meeting Papers, Society for Economic Dynamics, number 1462.
- Peter Diep & Andrea L. Eisfeldt & Scott Richardson, 2016, "Prepayment Risk and Expected MBS Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22851, Nov.
- Glenn Boyle & Roger Stover & Amrit Tiwana & Oleksandr Zhylyevskyy, 2016, "“Honey, the Bank Might Go Bust”: The Response of Finance Professionals to a Banking System Shock," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/28, Nov.
- Antonio Heras Martínez & David Teira & Pierre-Charles Pradier, 2016, "What was fair in actuarial fairness?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16073, Oct.
- Pelster, Matthias & Vilsmeier, Johannes, 2016, "The determinants of CDS spreads: Evidence from the model space," Discussion Papers, Deutsche Bundesbank, number 43/2016.
- Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016, "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-093, Oct, DOI: 10.17016/FEDS.2016.093.