Printed from https://ideas.repec.org/n/nep-rmg/2017-08-20.html
Report NEP-RMG-2017-08-20
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:
- Kubitza, Christian & Regele, Fabian, 2017, "Persistence of insurance activities and financial stability," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 30/17.
- David E. Giles & Qinlu Chen, 2017, "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers, Department of Economics, University of Victoria, number 1704, Aug.
- Item repec:bof:bofrdp:2017_023 is not listed on IDEAS anymore
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017, "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 012, Jul, revised Jul 2017.
- Item repec:bof:bofrdp:2017_018 is not listed on IDEAS anymore
- John Kandrac & Bernd Schlusche, 2017, "The Effect of Bank Supervision on Risk Taking : Evidence from a Natural Experiment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-079, Aug, DOI: 10.17016/FEDS.2017.079.
- Wright, Joshua, 2017, "To what extent does income predict an individual’s risk profile in the UK (2012- 2014)," MPRA Paper, University Library of Munich, Germany, number 80757, Aug.
- Jonathan W. Leland & Mark Schneider, 2017, "Risk Preference, Time Preference, and Salience Perception," Working Papers, Chapman University, Economic Science Institute, number 17-16.
- Berdin, Elia & Gründl, Helmut & Kubitza, Christian, 2017, "Rising interest rates, lapse risk, and the stability of life insurers," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 29/17.
- Benjamin Davies & Richard Watt, 2017, "Bundling and Insurance of Independent Risks," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/05, Aug.
- Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017, "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia, Banco de la Republica de Colombia, number 1009, Aug, DOI: 10.32468/be.1009.
- Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2017, "Systemic Risk in Financial Systems: a feedback approach," Working Papers Series, Central Bank of Brazil, Research Department, number 461, Aug.
- Xiaobai Zhu & Mary Hardy & David Saunders, 2017, "Valuation of a Bermudan DB underpin hybrid pension benefit," Papers, arXiv.org, number 1708.04281, Aug.