Printed from https://ideas.repec.org/n/nep-rmg/2017-06-25.html
Report NEP-RMG-2017-06-25
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:
- Item repec:imf:imfwpa:17/137 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:17/133 is not listed on IDEAS anymore
- Arnold Polanski & Evarist Stoja, 2017, "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers, Bank of England, number 660, Jun.
- Dianfa Chen & Jun Deng & Jianfen Feng & Bin Zou, 2017, "An Explicit Default Contagion Model and Its Application to Credit Derivatives Pricing," Papers, arXiv.org, number 1706.06285, Jun, revised Aug 2018.
- Thomas Forss & Peter Sarlin, 2017, "News-sentiment networks as a risk indicator," Papers, arXiv.org, number 1706.05812, Jun, revised May 2018.
- Yan Wendy Wu, Cindy Truong, Chen Liu, 2017, "Lehman Sisters: Female Bank Executives and Risk-Taking," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0100, Mar, revised 01 Mar 2017.
- Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer, 2017, "Theory and Application of an Economic Performance Measure of Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-18, Jun.
- Isaev, Mirolim & Masih, Mansur, 2017, "Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79719, Jun.
- Egle Jakucionyte, 2017, "Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 44, Apr.