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Report NEP-RMG-2018-06-25
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:
- Michael B. Gordy & Alexander J. McNeil, 2018, "Spectral Backtests of Forecast Distributions with Application to Risk Management," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-021, Mar, DOI: 10.17016/FEDS.2018.021.
- Escobari, Diego & Jafarinejad, Mohammad, 2018, "Investors’ Uncertainty and Stock Market Risk," MPRA Paper, University Library of Munich, Germany, number 86975, May.
- B. A. Surya, 2018, "Parisian excursion below a fixed level from the last record maximum of Levy insurance risk process," Papers, arXiv.org, number 1806.02083, Jun.
- Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018, "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics, Boston College Department of Economics, number 952, Jun, revised 29 May 2019.
- Yahia Salhi & Pierre-Emmanuel Thérond, 2018, "Age-Specific Adjustment of Graduated Mortality," Post-Print, HAL, number hal-01391285, May.
- Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2017, "Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3604, Sep.
- Xiao, Tim, 2017, "A New Model for Pricing Collateralized Financial Derivatives," MPRA Paper, University Library of Munich, Germany, number 87088, Jul.
- Suguru Yamanaka & Misaki Kinoshita, 2018, "A structural credit risk model based on purchase order information," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-11, Jun.
- Item repec:dnb:dnbwpp:595 is not listed on IDEAS anymore
- Entrop, Oliver & Merkel, Matthias F., 2018, ""Exchange rate risk" within the European Monetary Union? Analyzing the exchange rate exposure of German firm," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-31-18.
- Item repec:bon:boncrc:crctr224_023_2018 is not listed on IDEAS anymore
- Ferran Camprubí i Baiges & Manuela Bosch Príncep, 2018, "The investments of the Spanish insurance Companies, 1984-2015," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 1804, Jun.
- Lukas Ahnert & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018, "The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1814, May.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018, "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 87070, May.