Printed from https://ideas.repec.org/n/nep-rmg/2019-06-10.html
Report NEP-RMG-2019-06-10
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:
- Paulusch, Joachim & Schlütter, Sebastian, 2021, "Sensitivity-implied tail-correlation matrices," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 33/19, revised 2021.
- Enoch Cheng & Clemens C. Struck, 2019, "Time-Series Momentum: A Monte-Carlo Approach," Working Papers, School of Economics, University College Dublin, number 201906, Mar.
- Tiwari, Anuradha, 2019, "Study of currency risk and the hedging strategies," MPRA Paper, University Library of Munich, Germany, number 93955, May, revised 23 May 2019.
- Davide Cellai & Trevor Fitzpatrick, 2019, "The Network Effect in Credit Concentration Risk," Papers, arXiv.org, number 1905.13711, May, revised Jul 2019.
- Markus Brunnermeier & Simon Rother & Isabel Schnabel, 2019, "Asset Price Bubbles and Systemic Risk," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2019_095, May.
- Ben R. Craig & Margherita Giuzio & Sandra Paterlini, 2019, "The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios," Working Papers, Federal Reserve Bank of Cleveland, number 19-12, May, DOI: 10.26509/frbc-wp-201912.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019, "Firm-Level Political Risk: Measurement and Effects," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-325, Apr.
- Schmeck, Maren Diane & Schmidli, Hanspeter, 2019, "Mortality Options: the Point of View of an Insurer," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 616, May.
- Item repec:hal:wpaper:hal-02135232 is not listed on IDEAS anymore
- Yibei Li & Ximei Wang & Boualem Djehiche & Xiaoming Hu, 2019, "Credit Scoring by Incorporating Dynamic Networked Information," Papers, arXiv.org, number 1905.11795, May, revised Oct 2019.
- Ernst Juerg Weber, 2019, "Weather Index Insurance in Sub-Saharan Africa," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 19-03.
- Heij, C. & Knapp, S., 2018, "Shipping Inspections, Detentions, and Accidents: An Empirical Analysis of Risk Dimensions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-36, Apr.
- Xing Yan & Qi Wu & Wen Zhang, 2019, "Cross-sectional Learning of Extremal Dependence among Financial Assets," Papers, arXiv.org, number 1905.13425, May, revised Oct 2019.
- Lorella Fatone & Francesca Mariani, 2019, "An assets-liabilities dynamical model of banking system and systemic risk governance," Papers, arXiv.org, number 1905.12431, May.
- Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers, University of Pretoria, Department of Economics, number 201943, May.
- Alexander Zimper & Hirbod Assa, 2019, "Preferences Over Rich Sets of Random Variables: Semicontinuity in Measure versus Convexity," Working Papers, University of Pretoria, Department of Economics, number 201940, May.
- Todd Keister & Yuliyan Mitkov, 2019, "Bailouts, Bail-ins and Banking Crises," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2019_091, May.
- Patrick Greenfield & Arden Hall, 2019, "Financial Characteristics of Cost of Funds Indexed Loans," Working Papers, Federal Reserve Bank of Philadelphia, number 19-25, May, DOI: 10.21799/frbp.wp.2019.25.
- Mouhcine Tallaki & Enrico Bracci & Federico Stefani, 2019, "Risk allocation and management in PPP and PFI: Systematic Literature Review," Working Papers, University of Ferrara, Department of Economics, number 2019038, May.