Printed from https://ideas.repec.org/n/nep-rmg/2016-12-04.html
Report NEP-RMG-2016-12-04
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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01400186, Oct.
- Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016, "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers, Deutsche Bundesbank, number 45/2016.
- Ward, Patrick S. & Makhija, Simrin, 2016, "New modalities for managing drought risk in rainfed agriculture: Evidence from a discrete choice experiment in Odisha, India," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1563.
- Anna Chernobai & Ali Ozdagli & Jianlin Wang, 2016, "Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies," Working Papers, Federal Reserve Bank of Boston, number 16-16, Oct.
- Item repec:vuw:vuwecf:5439 is not listed on IDEAS anymore
- Lore Dirick & Tony Bellotti & Gerda Claeskens & Bart Baesens, 2016, "Macro-economic factors in credit risk calculations: including time-varying covariates in mixture cure models," 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 557528, Nov.
- Vuillemey, Guillaume & Bignon, Vincent, 2016, "The Failure of a Clearinghouse: Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11630, Nov.
- Yehuda Izhakian & David Yermack & Jaime F. Zender, 2016, "Ambiguity and the Tradeoff Theory of Capital Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 22870, Nov.
- Michel Dacorogna & Juan-José Francisco Miguelez & Marie Kratz, 2016, "Risk neutral versus real-world distribution on puclicly listed bank corporations," Working Papers, HAL, number hal-01373071, Jul.
- Huong Dang & Graham Partington, 2016, "Sovereign Ratings and National Culture," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/31, Oct.
- Virginie Coudert & Julien Idier, 2016, "An Early Warning System for Macro-prudential Policy in France," Working papers, Banque de France, number 609.
- Linton, O. & Wu, J., 2016, "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1671, Dec.
- Garratt, Rodney, 2016, "Centralized netting in financial networks," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt79t1q6cg, Oct.
- Item repec:hum:wpaper:sfb649dp2016-052 is not listed on IDEAS anymore
- anmol bhandari & Hengjie Ai, 2016, "Asset Pricing with Endogenously Uninsurable Tail Risks," 2016 Meeting Papers, Society for Economic Dynamics, number 1523.
- Item repec:hum:wpaper:sfb649dp2016-050 is not listed on IDEAS anymore
- Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016, "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 446, Nov.
- Ekta Selarka & Subhra Choudhury, 2015, "Related Party Transactions and Stock Price Crash Risk: Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2015-129, Oct.
- Item repec:imf:imfscr:16/315 is not listed on IDEAS anymore
- Item repec:imf:imfscr:16/313 is not listed on IDEAS anymore
- Item repec:imf:imfscr:16/339 is not listed on IDEAS anymore
- Item repec:imf:imfscr:16/316 is not listed on IDEAS anymore
- Item repec:imf:imfscr:16/331 is not listed on IDEAS anymore