Report NEP-RMG-2019-04-08This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
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Other reports in NEP-RMG
The following items were announced in this report:
- Michael McAleer, 2019. "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE 2019-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2019. "Risk Management in Financial Institutions," NBER Working Papers 25698, National Bureau of Economic Research, Inc.
- Christian Gourieroux & Yang Lu, 2019. "Least Impulse Response Estimator for Stress Test Exercises," CEPN Working Papers 2019-05, Centre d'Economie de l'Université de Paris Nord.
- Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers 201927, University of Pretoria, Department of Economics.
- Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019. "Quantile coherency networks of international stock markets," EconStor Preprints 194568, ZBW - Leibniz Information Centre for Economics.
- Mamatzakis, Emmanuel & Bagntasarian, Anna, 2019. "The nexus between underlying dynamics of bank capital buffer and performance," MPRA Paper 92961, University Library of Munich, Germany.
- Matteo Brachetta & Hanspeter Schmidli, 2019. "Optimal Reinsurance and Investment in a Diffusion Model," Papers 1903.12426, arXiv.org.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Working Paper Research 369, National Bank of Belgium.
- Michel Giraudeau & Yves Mérian & Alioune Cisse, 2018. "Risk Management And Sdf -What Ways To Influence On International Standardization? [Maitrise Des Risques Et Sdf -Quels Moyens D'Influer Sur La Normalisation Internationale ?]," Post-Print hal-02065140, HAL.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost, 2019. "Policy News and Stock Market Volatility," NBER Working Papers 25720, National Bureau of Economic Research, Inc.
- Rui Albuquerque & Luis Cabral & Jose Guedes, 2018. "Incentive Pay and Systemic Risk," Working Papers 18-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Reyes, Danilo, 2019. "Understanding International Financial Crises," MPRA Paper 93023, University Library of Munich, Germany.
- Valenti, Daniele & Manera, Matteo & Sbuelz, Alessandro, 2018. "Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?," ETA: Economic Theory and Applications 268730, Fondazione Eni Enrico Mattei (FEEM).
- Anujit Chakraborty & Yoram Halevy & Kota Saito, 2019. "The Relation between Behavior under Risk and over Time," Working Papers tecipa-633, University of Toronto, Department of Economics.
- Yu Feng, 2019. "A Thermodynamic Picture of Financial Market and Model Risk," Papers 1904.00151, arXiv.org.
- Franck Marle & Meriam Kilani & Catherine Pointurier & Laurent Dehouck, 2018. "Analysis Of Risk Propagation Scenarios Within A Project Organization [Analyse Des Scenarios De Propagation Des Risques Au Sein D'Une Organisation Projet]," Post-Print hal-02063746, HAL.
- Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers 201925, University of Pretoria, Department of Economics.
- Xavier Méra, 2018. "On Conceptualizing Risk: A Comment on Hoffmann," Post-Print halshs-02067012, HAL.
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019. "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/968, Ghent University, Faculty of Economics and Business Administration.
- Yves Mérian & Guy Planchette & André Lannoy & Myriam Merad, 2018. "Approach And Systemic Approach For Risk Management [Approche Analytique Et Approche Systemique Pour La Maitrise Des Risques Analytic]," Post-Print hal-02065309, HAL.