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Report NEP-RMG-2019-07-08
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:
- Radoslav Raykov, 2019, "Systemic Risk and Collateral Adequacy," Staff Working Papers, Bank of Canada, number 19-23, Jun, DOI: 10.34989/swp-2019-23.
- Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019, "Hedging climate change news," CESifo Working Paper Series, CESifo, number 7655.
- Daouia, Abdelaati & Paindaveine, Davy, 2019, "Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1022, Jul, revised Feb 2023.
- Stefan Nagel & Amiyatosh Purnanandam, 2019, "Bank risk dynamics and distance to default," CESifo Working Paper Series, CESifo, number 7637.
- Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," MPRA Paper, University Library of Munich, Germany, number 94441, Mar.
- Valeria V. Lakshina, 2019, "Do Portfolio Investors Need To Consider The Asymmetry Of Returns On The Russian Stock Market?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 75/FE/2019.
- Michel Dietsch & Henri Fraisse & Mathias Lé & Sandrine Lecarpentier, 2019, "Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-12.
- Donaldson, Jason Roderick & Micheler, Eva, 2018, "Resaleable debt and systemic risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68068, Mar.
- Matthias Pelster & Bastian Breitmayer & Tim Hasso, 2019, "Are cryptocurrency traders pioneers or just risk-seekers? Evidence from brokerage accounts," Papers, arXiv.org, number 1906.11968, Jun.
- Christian Gross & Pierre L. Siklos, 2019, "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-43, Jun.
- Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201951, Jul.
- Darjus Hosszejni & Gregor Kastner, 2019, "Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol," Papers, arXiv.org, number 1906.12123, Jun, revised Feb 2021.
- de Oliveira Souza, Thiago, 2019, "Predictability concentrates in bad times. And so does disagreement," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 8/2019, Jun.
- Nicola Comincioli & Sergio Vergalli & Paolo Panteghini, 2019, "Business tax policy under default risk," CESifo Working Paper Series, CESifo, number 7664.
- Paulo Roberto Scalco & Benjamin M. Tabak & Anderson Mutter Teixeira, 2019, "The Dark Side of Prudential Measures," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, number 078, Jun.
- Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018, "Inflation Expectations and Monetary Policy Surprises," Working Papers, Central Bank of Cyprus, number 2018-1, Mar.
- Irina Georgescu & Louis Aim'e Fono, 2019, "A portfolio choice problem in the framework of expected utility operators," Papers, arXiv.org, number 1906.11831, Jun.
- Patrick Meyer & Grégory Ponthiere, 2019, "Threshold Ages for the Relation between Lifetime Entropy and Mortality Risk," Erudite Working Paper, Erudite, number 2019-18.
- Cappelletti, Giuseppe & Ponte Marques, Aurea & Varraso, Paolo & Budrys, Žymantas & Peeters, Jonas, 2019, "Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments," Working Paper Series, European Central Bank, number 2292, Jun.
- Degiannakis, Stavros & Filis, George, 2019, "Oil price volatility forecasts: What do investors need to know?," MPRA Paper, University Library of Munich, Germany, number 94445, Jun.