Report NEP-RMG-2019-08-19This 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.
The following items were announced in this report:
- Wentao Hu, 2019. "calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty," Papers 1908.00982, arXiv.org.
- Polanski, Arnold & Stoja, Evarist & Chiu, Ching-Wai (Jeremy), 2019. "Tail risk interdependence," Bank of England working papers 815, Bank of England.
- Xinyi Li & Yinchuan Li & Xiao-Yang Liu & Christina Dan Wang, 2019. "Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction," Papers 1908.01112, arXiv.org.
- Mateusz Buczyński & Marcin Chlebus, 2019. "Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states," Working Papers 2019-12, Faculty of Economic Sciences, University of Warsaw.
- Ando, Tomohiro & Bai, Jushan & Nishimura, Mitohide & Yu, Jun, 2019. "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers 15-2019, Singapore Management University, School of Economics.
- Khanal, Aditya R. & Mishra, Ashok K. & Kumar, Anjani, 2019. "Risk Preference and Adoption of Risk Management Strategies: Evidence from High-Value Crop Production in Emerging Economy," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 291285, Agricultural and Applied Economics Association.
- Amara, Tijani & Mabrouki, Mohamed, 2019.
"Impact de risque de crédit et de liquidité sur la stabilité bancaire
[Impact of liquidity and credit risks on the bank stability]," MPRA Paper 95453, University Library of Munich, Germany.
- H. Evren Damar & Reint Gropp & Adi Mordel, 2019. "Flight from Safety: How a Change to the Deposit Insurance Limit Affects Households’ Portfolio Allocation," Staff Working Papers 19-29, Bank of Canada.
- Lee, Jiwon & Schulz, Lee & Tonsor, Glynn T., 2019. "Swine producer willingness to pay for Tier 1 disease risk mitigation under ambiguity," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 290908, Agricultural and Applied Economics Association.
- Stark, Oded & Szczygielski, Krzysztof, 2019. "The Likelihood of Divorce and the Riskiness of Financial Decisions," IZA Discussion Papers 12518, Institute of Labor Economics (IZA).
- Rhee, Keeyoung & Hwang, Sunjoo, 2019. "Effects of Revolving Doors in the Financial Sector: Evidence from Korea," KDI Focus 94, Korea Development Institute (KDI).
- Coletta, Attilio & Giampietri, Elisa & Santeramo, Fabio Gaetano & Severini, Simone & Trestini, Samuele, 2018. "A preliminary test on risk and ambiguity attitudes, and time preferences in decisions under uncertainty: towards a better explanation of participation in crop insurance schemes," MPRA Paper 95347, University Library of Munich, Germany.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & Shimizu Junko & YOSHIMI Taiyo, 2019. "Choice of Invoice Currency and Exchange Rate Risk Management: 2018 Questionnaire Survey with Japanese Overseas Subsidiaries (Japanese)," Discussion Papers (Japanese) 19042, Research Institute of Economy, Trade and Industry (RIETI).