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Report NEP-RMG-2018-09-24
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:
- Brian P. Hanley, 2018, "The Impact of LIBOR Linked Borrowing to Cover Venture Bank Investment Loans Creates a New Systemic Risk," Papers, arXiv.org, number 1809.01987, Aug, revised Dec 2019.
- Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018, "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-063, Sep, DOI: 10.17016/FEDS.2018.063.
- Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018, "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 224, DOI: 10.2139/ssrn.3239362.
- Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018, "Tail expectile process and risk assessment," TSE Working Papers, Toulouse School of Economics (TSE), number 18-944, Aug.
- Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Market Timing with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-28, Jun.
- Prehn, Sören & Feil, Jan-Henning, , "Why millers prefer to hedge at the KCBoT and grain elevator operators at the CBoT," 2017 International Congress, August 28-September 1, 2017, Parma, Italy, European Association of Agricultural Economists, number 261262, DOI: 10.22004/ag.econ.261262.
- Veeraruna Kavitha & Indrajit Saha & Sandeep Juneja, 2018, "Random Fixed Points, Limits and Systemic risk," Papers, arXiv.org, number 1809.05243, Sep, revised Dec 2021.
- Carrer, Marcelo José & Silveira, Rodrigo Lanna F. & Meirelles De Souza Filho, Hildo, , "Citrus Producers' Choice of Price Risk Management Tools," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258352, DOI: 10.22004/ag.econ.258352.
- Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018, "Asset Insulators," NBER Working Papers, National Bureau of Economic Research, Inc, number 24973, Aug.
- Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018, "The Macroeconomic Effects of Bank Capital Requirement Tightenings: Evidence from a Narrative Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-42, Sep.
- Luitel, Kishor P. & Adhikari, Shyam & Wright, Andrew P. & Hudson, Michael D. & Knight, Thomas O., , "Believing Yourself: Perceived Risk Taking Behavior and Risk Management Decision of Texas Cotton Farmers," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258242, DOI: 10.22004/ag.econ.258242.
- Hiona Balfoussia & Harris Dellas & Dimitris Papageorgiou, 2018, "Loan-to-value ratio limits: an exploration for Greece," Working Papers, Bank of Greece, number 248, Jul.
- Fuller, Kate B. & McIntosh, Christopher S. & Zidack, Nina, , "Preferences and Prevention: Risk Management in Seed Potato Production," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258576, DOI: 10.22004/ag.econ.258576.
- Chavas, J.-P. & Li, J., 2018, "The Effects of Private Stocks versus Public Stocks on Food Price Volatility," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 275976, Jul, DOI: 10.22004/ag.econ.275976.
- Saha, Kunal, 2018, "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 181878.
- Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers, University of Pretoria, Department of Economics, number 201858, Sep.