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Report NEP-RMG-2019-08-19
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:
- Wentao Hu, 2019, "calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty," Papers, arXiv.org, number 1908.00982, Aug.
- Arnold Polanski & Evarist Stoja & Ching-Wai (Jeremy) Chiu, 2019, "Tail risk interdependence," Bank of England working papers, Bank of England, number 815, Aug.
- Xinyi Li & Yinchuan Li & Xiao-Yang Liu & Christina Dan Wang, 2019, "Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction," Papers, arXiv.org, number 1908.01112, Aug.
- 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, Faculty of Economic Sciences, University of Warsaw, number 2019-12.
- Tomohiro Ando & Jushan Bai & Mitohide Nishimura & Jun Yu, 2019, "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2019, Jul.
- Khanal, Aditya R. & Mishra, Ashok K. & Kumar, Anjani, , "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, Agricultural and Applied Economics Association, number 291285, DOI: 10.22004/ag.econ.291285.
- 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, University Library of Munich, Germany, number 95453. - 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, Bank of Canada, number 19-29, Aug, DOI: 10.34989/swp-2019-29.
- Lee, Jiwon & Schulz, Lee & Tonsor, Glynn T., , "Swine producer willingness to pay for Tier 1 disease risk mitigation under ambiguity," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 290908, DOI: 10.22004/ag.econ.290908.
- Stark, Oded & Szczygielski, Krzysztof, 2019, "The Likelihood of Divorce and the Riskiness of Financial Decisions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12518, Jul.
- Rhee, Keeyoung & Hwang, Sunjoo, 2019, "Effects of Revolving Doors in the Financial Sector: Evidence from Korea," KDI Focus, Korea Development Institute (KDI), number 94, DOI: 10.22740/kdi.focus.e.2019.94.
- 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, University Library of Munich, Germany, number 95347.
- Takatoshi ITO & Satoshi KOIBUCHI & Kiyotaka SATO & Shimizu Junko & Taiyo YOSHIMI, 2019, "Choice of Invoice Currency and Exchange Rate Risk Management: 2018 Questionnaire Survey with Japanese Overseas Subsidiaries (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 19042, Aug.