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Report NEP-RMG-2017-06-18
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:
- Dacorogna, Michel M, 2017, "Approaches and Techniques to Validate Internal Model Results," MPRA Paper, University Library of Munich, Germany, number 79632, Apr.
- Filippo Occhino, 2017, "The Optimal Response of Bank Capital Requirements to Credit and Risk in a Model with Financial Spillovers," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1711, Jun, DOI: 10.26509/frbc-wp-201711.
- Asai, M. & Chang, C-L. & McAleer, M.J., 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-038/III, Apr.
- YASUDA, Yukihiro & 安田, 行宏, 2016, "Impacts of Deregulation on Property and Casualty Insurers' Pricing and Risk Taking: Empirical Evidence in Japan," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-10, Mar.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017, "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-31.
- Knapp, S. & Vander Hoorn, S., 2017, "A multi-layered risk estimation routine for strategic planning and operations for the maritime industry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-02, Feb.
- Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017, "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers, University of Pretoria, Department of Economics, number 201744, Jun.
- KIM, Hyonok & WILCOX, James A. & YASUDA, Yukihiro & 安田, 行宏, 2016, "Shocks and Shock Absorbers in Japanese Bonds and Banks During the Global Financial Crisis," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-16, Mar.
- KIM, Hyonok & YASUDA, Yukihiro & 安田, 行宏, 2016, "Mandatory adoption of business risk disclosure: evidence from Japanese firms," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-14, May.
- KONISHI, Masaru & 小西, 大 & OKUYAMA, Eiji & YASUDA, Yukihiro & 安田, 行宏, 2016, "Bank Diversification into the Insurance Business: The Effects of the Deregulation of the Bank-Sales Channel at Japanese Banks," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-12, May.
- Robert Azencott & Peng Ren & Ilya Timofeyev, 2017, "Realized volatility and parametric estimation of Heston SDEs," Papers, arXiv.org, number 1706.04566, Jun, revised Mar 2020.
- YASUDA, Yukihiro & 安田, 行宏, 2016, "Rollover and Capital Adequacy Requirements," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-11, May.
- Item repec:imf:imfsdn:16/04 is not listed on IDEAS anymore
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017, "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-33.
- Item repec:imf:imfsdn:16/06 is not listed on IDEAS anymore