Printed from https://ideas.repec.org/n/nep-rmg/2018-11-19.html
Report NEP-RMG-2018-11-19
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:
- Hayette Gatfaoui, 2018, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Papers, arXiv.org, number 1811.02382, Nov.
- Item repec:dnb:dnbwpp:613 is not listed on IDEAS anymore
- Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak, 2018, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," MPRA Paper, University Library of Munich, Germany, number 89768, Oct.
- Kim, Hyeongwoo & Shi, Wen, 2018, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," MPRA Paper, University Library of Munich, Germany, number 89766, Oct.
- Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-39, Sep.
- Mou, W.M. & Wong, W.-K. & McAleer, M.J., 2018, "Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-42, Sep.
- Item repec:gii:giihei:heidwp13-2018 is not listed on IDEAS anymore
- Valentina Galvani, 2018, "The Value Premium During Flights," Working Papers, University of Alberta, Department of Economics, number 2018-18, Nov.
- Maarten van Oordt, 2018, "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers, Bank of Canada, number 18-54, DOI: 10.34989/swp-2018-54.
- Vidal-Tomás, David & Alfarano, Simone, 2018, "An agent based early warning indicator for financial market instability," MPRA Paper, University Library of Munich, Germany, number 89693, Oct.
- Franz Dietrich & Brian Jabarian, 2018, "Decision Under Normative uncertainty," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18029, Sep.
- Artashes Karapetyan, 2018, "To Ask or Not To Ask? Collateral versus Screening in Lending Relationships," Working Papers, Banco de Portugal, Economics and Research Department, number w201819.
- Martin Christopher, 2018, "The Mitigation of Risk in Resilient Supply Chains," International Transport Forum Discussion Papers, OECD Publishing, number 2018/19, Oct, DOI: 10.1787/db34fa22-en.
- Kevin J. Stiroh, 2018, "Supervisory implications of rising similarity in banking: remarks at the Financial Times U.S. Banking Forum: Charting a Course for Stability and Success, New York City," Speech, Federal Reserve Bank of New York, number 299, Nov.