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Report NEP-RMG-2017-07-23
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:
- Andrew J. Patton & Johanna F. Ziegel & Rui Chen, 2017, "Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)," Papers, arXiv.org, number 1707.05108, Jul.
- Item repec:imf:imfwpa:17/149 is not listed on IDEAS anymore
- Caroline Hillairet & Ying Jiao & Anthony R'eveillac, 2017, "Pricing formulae for derivatives in insurance using the Malliavin calculus," Papers, arXiv.org, number 1707.05061, Jul.
- Dominique Guegan & Bertrand Hassani, 2017, "Regulatory Learning: how to supervise machine learning models? An application to credit scoring," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17034, Jul.
- Dey Shubhasis & Sampath Aravind, 2017, "Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies," Working papers, Indian Institute of Management Kozhikode, number 251, Jun.
- Carroll, James & McCann, Fergal, 2017, "SME Collateral: risky borrowers or risky behaviour?," Research Technical Papers, Central Bank of Ireland, number 06/RT/17, Apr.
- Conrad, Christian & Stuermer, Karin, 2017, "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers, University of Heidelberg, Department of Economics, number 0636, Jul.
- Ormazabal, Gaizka & Barth, Mary E. & Badia, Marc & Duro, Miguel, 2017, "Firm Risk and Disclosures about Dispersion in Asset Values:," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12144, Jul.
- Chowdhury, Biplob & Jeyasreedharan, Nagaratnam & Dungey, Mardi, 2017, "Quantile relationships between standard, diffusion and jump betas across Japanese banks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-10.
- Benjamin L. Collier & Daniel Schwartz & Howard C. Kunreuther & Erwann O. Michel-Kerjan, 2017, "Risk Preferences in Small and Large Stakes: Evidence from Insurance Contract Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23579, Jul.
- Xiaojiao Yu, 2017, "Machine learning application in online lending risk prediction," Papers, arXiv.org, number 1707.04831, Jul.
- Cici, Gjergji & Gibson, Scott & Moussawi, Rabih, 2017, "Explaining and benchmarking corporate bond returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-03.
- Jessica Wachter & Mete Kilic, 2017, "Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility," 2017 Meeting Papers, Society for Economic Dynamics, number 129.
- Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201754, Jul.
- Niushan Gao & Cosimo Munari, 2017, "Surplus-invariant risk measures," Papers, arXiv.org, number 1707.04949, Jul, revised May 2018.