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Report NEP-RMG-2017-08-13
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:17/180 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:17/159 is not listed on IDEAS anymore
- Emilia Bonaccorsi di Patti & Anil Kashyap, 2017, "Which Banks Recover From Large Adverse Shocks?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23654, Aug.
- Luca Barbaglia & Christophe Croux & Ines Wilms, 2017, "Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach," Papers, arXiv.org, number 1708.02073, Aug.
- Thibaut Duprey & Benjamin Klaus, 2017, "How to Predict Financial Stress? An Assessment of Markov Switching Models," Staff Working Papers, Bank of Canada, number 17-32, DOI: 10.34989/swp-2017-32.
- Michael B. Gordy & Alexander J. McNeil, 2017, "Spectral backtests of forecast distributions with application to risk management," Papers, arXiv.org, number 1708.01489, Aug, revised Jul 2019.
- Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017, "A new database for financial crises in European countries," Occasional Paper Series, European Central Bank, number 194, Jul.
- Merve Merakli & Simge Kucukyavuz, 2017, "Vector-Valued Multivariate Conditional Value-at-Risk," Papers, arXiv.org, number 1708.01324, Aug.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana, 2017, "Bargaining Shocks and Aggregate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 23647, Aug.
- Qi-Wen Wang & Jian-Jun Shu, 2017, "Financial option insurance," Papers, arXiv.org, number 1708.02180, Aug.