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Report NEP-RMG-2017-02-05
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:
- Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016, "Optimal Dynamic Capital Requirements," Working Papers, CEMFI, number wp2016_1614, Dec.
- Davis, Todd & Mark, Tyler & Shepherd, Jonathan, 2017, "Simulated Western Kentucky Grain Farm Cash Flows, Working Capital Erosion, and Evaluation of Risk Management Tools to Manage these Risks," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama, Southern Agricultural Economics Association, number 252745, DOI: 10.22004/ag.econ.252745.
- Giovanni Barone-Adesi & Nicola Carcano & Hakim Dall'O, 2012, "Managing the Risks of Corporate Bond Portfolios: New Evidence in the Light of the Sub-Prime Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-04, Feb.
- Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
- Valentina Corradi & Walter Distaso & Antonio Mele, 2012, "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-18, Feb.
- Thomas Philippon & Pierre Pessarossi & Boubacar Camara, 2017, "Backtesting European Stress Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 23083, Jan.
- Li Lin & Didier Sornette, 2016, "A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-61, Oct.
- Liangliang Jiang & Ross Levine & Chen Lin, 2017, "Does Competition Affect Bank Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23080, Jan.
- Albert S. Kyle & Anna Obizhaeva, 2017, "Dimensional Analysis and Market Microstructure Invariance," Working Papers, Center for Economic and Financial Research (CEFIR), number w0234, Jan.