Report NEP-RMG-2019-04-08

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.

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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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-17, Mar.
• Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2019, "Risk Management in Financial Institutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25698, Mar.
• Christian Gourieroux & Yang Lu, 2019, "Least Impulse Response Estimator for Stress Test Exercises," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2019-05, Mar.
• Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019, "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers, University of Pretoria, Department of Economics, number 201927, Mar.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 194568.
• Mamatzakis, Emmanuel & Bagntasarian, Anna, 2019, "The nexus between underlying dynamics of bank capital buffer and performance," MPRA Paper, University Library of Munich, Germany, number 92961, Mar.
• Matteo Brachetta & Hanspeter Schmidli, 2019, "Optimal Reinsurance and Investment in a Diffusion Model," Papers, arXiv.org, number 1903.12426, Mar.
• Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019, "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Working Paper Research, National Bank of Belgium, number 369, Mar.
• 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, number hal-02065140, Oct.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost, 2019, "Policy News and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 25720, Mar.
• Rui Albuquerque & Luis Cabral & Jose Guedes, 2018, "Incentive Pay and Systemic Risk," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-13.
• Reyes, Danilo, 2019, "Understanding International Financial Crises," MPRA Paper, University Library of Munich, Germany, number 93023, Jan.
• Valenti, Daniele & Manera, Matteo & Sbuelz, Alessandro, , "Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 268730, DOI: 10.22004/ag.econ.268730.
• Anujit Chakraborty & Yoram Halevy & Kota Saito, 2019, "The Relation between Behavior under Risk and over Time," Working Papers, University of Toronto, Department of Economics, number tecipa-633, Mar.
• Yu Feng, 2019, "A Thermodynamic Picture of Financial Market and Model Risk," Papers, arXiv.org, number 1904.00151, Mar.
• Franck Marle & Meriam Kilani & Catherine Pointurier & Laurent Dehouck, 2018, "Analyse des scenarios de propagation des risques au sein d'une organisation projet," Post-Print, HAL, number hal-02063746, Oct.
• 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, University of Pretoria, Department of Economics, number 201925, Mar.
• Xavier Méra, 2018, "On Conceptualizing Risk: A Comment on Hoffmann," Post-Print, HAL, number halshs-02067012, Sep.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019, "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/968, Mar.
• 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, number hal-02065309, Oct.

Report NEP-RMG-2019-04-08

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: