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Report NEP-RMG-2018-10-29
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:
- Catalina Bolancé & Montserrat Guillén & Arelly Ornelas, 2018, "Alternative methods of estimating the longevity risk," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2018-5, Oct, revised Oct 2018.
- Antonio Di Cesare & Anna Rogantini Picco, 2018, "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 458, Oct.
- Dominique Guegan & Peter Martey Addo & Bertrand Hassani, 2018, "Credit Risk Analysis Using Machine and Deep Learning Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01835164, DOI: 10.3390/risks6020038.
- Item repec:hal:wpaper:hal-01887402 is not listed on IDEAS anymore
- Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018, "Who bears interest rate risk?," Working Paper Series, European Central Bank, number 2176, Sep.
- Andor, Mark A. & Parmeter, Christopher & Sommer, Stephan, 2018, "Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 770, DOI: 10.4419/86788898.
- Waithira, Waweru Caroline, 2017, "An Analysis Of Risk Attitudes And Risk Management Strategies Among Dairy Farmers In Murang’A County, Kenya," Research Theses, Collaborative Masters Program in Agricultural and Applied Economics, number 276428, Aug, DOI: 10.22004/ag.econ.276428.
- Chen, Zhenshan & Towe, Charles A., , "Learning the Flood Risk," 2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association, number 274458, DOI: 10.22004/ag.econ.274458.
- Yan, Lei & Garcia, Philip, , "Estimating Cost of Volatility Risk in Agricultural Commodity Markets," 2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association, number 274461, DOI: 10.22004/ag.econ.274461.
- Alexandre Brouste & Anis Matoussi & Tom Rohmer & Christophe Dutang & Vanessa Désert & Erwan Gales & Pierre Golhen & Bérengère Milleville & Willie Lekeufack, 2018, "Solvency tuned premium for a composite loss distribution," Working Papers, HAL, number hal-01883508, Sep.
- Bonciani, Dario & Ricci, Martino, 2018, "The global effects of global risk and uncertainty," Working Paper Series, European Central Bank, number 2179, Sep.
- Park, Eunchun & Maples, Josh, , "Extreme Events and Serial Dependence in Commodity Prices," 2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association, number 274469, DOI: 10.22004/ag.econ.274469.
- Daniel J. Lewis, 2018, "Identifying shocks via time-varying volatility," Staff Reports, Federal Reserve Bank of New York, number 871, Oct.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018, "Multivariate Stochastic Volatility with Co- Heteroscedasticity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-52, Oct.