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Report NEP-RMG-2018-12-17
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:
- Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018, "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers, University of Pretoria, Department of Economics, number 201881, Dec.
- Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018, "Macroeconomic effects of bank capital regulation," Discussion Papers, Deutsche Bundesbank, number 44/2018.
- Xuan Lu & Li Huang & Kangjuan Lyu, 2018, "Modelling China's Credit System with Complex Network Theory for Systematic Credit Risk Control," Papers, arXiv.org, number 1812.01341, Dec.
- Adrian, Tobias & Liang, Nellie & Grinberg, Federico & Malik, Sheherya, 2018, "The Term Structure of Growth-at-Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13349, Dec.
- David Turner & Thomas Chalaux & Hermes Morgavi, 2018, "Fan charts around GDP projections based on probit models of downturn risk," OECD Economics Department Working Papers, OECD Publishing, number 1521, Dec, DOI: 10.1787/d7c20354-en.
- Catalina Bolancé & Ricardo Cao & Montserrat Guillen, 2018, "“Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201829, Dec, revised Dec 2018.
- Olessia CAILLÉ & Daria ONORI, 2018, "Conditional Risk-Based Portfolio," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2629.
- Moshe A. Milevsky, 2018, "Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling," Papers, arXiv.org, number 1811.11326, Nov.
- Riccardo Colacito & Mariano Max Croce & Yang Liu & Ivan Shaliastovich, 2018, "Volatility Risk Pass-through," NBER Working Papers, National Bureau of Economic Research, Inc, number 25276, Nov.
- Alexander Heinemann & Sean Telg, 2018, "A Residual Bootstrap for Conditional Expected Shortfall," Papers, arXiv.org, number 1811.11557, Nov.
- João F. Gomes & Marco Grotteria & Jessica Wachter, 2018, "Foreseen Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 25277, Nov.
- Suproteem K. Sarkar & Kojin Oshiba & Daniel Giebisch & Yaron Singer, 2018, "Robust Classification of Financial Risk," Papers, arXiv.org, number 1811.11079, Nov.