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Report NEP-RMG-2017-11-26
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:
- Natalia Konovalova, 2017, "Regulations of Banks? Capital and Liquidity according to Basel III: Problems and Experience from Eastern Europe Countries," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808191, Oct.
- Wong, Shiu Fung & Tong, Howell & Siu, Tak Kuen & Lu, Zudi, 2017, "A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 78515, Mar.
- Nikolaos I. Papanikolaou, 2017, "A Dual Early Warning Model of Bank Distress," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES11, Nov.
- Musmeci, Nicoló & Nicosia, Vincenzo & Aste, Tomaso & Di Matteo, Tiziana & Latora, Vito, 2017, "The multiplex dependency structure of financial markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85337, Sep.
- Mykola Babiak, 2017, "Generalized Disappointment Aversion, Learning, and Asset Prices," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp606, Oct.
- Correia, Maria & Kang, Johnny & Richardson, Scott, 2018, "Asset volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84405, Mar.
- Lleo, Sebastien & Ziemba, William, 2017, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85131, Aug.
- Irina Zviadadze, 2017, "Term Structure of Risk on Macrofinance Models," 2017 Meeting Papers, Society for Economic Dynamics, number 965.
- Matteo Benetton, 2017, "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers, Society for Economic Dynamics, number 1001.
- Schmidt, Tim, 2017, "Bitcoin als alternative Anlagemöglichkeit - unter besonderer Berücksichtigung der Volatilität," Wirtschaftswissenschaftliche Schriften, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration, number 01/2017.
- Baojing Sun, 2017, "Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the underlying Weather Index," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2017-05, Sep.
- Faia, Ester & Ottaviano, Gianmarco I. P. & Sanchez Arjona, Irene, 2017, "International expansion and riskiness of Banks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 83615, Apr.