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Report NEP-RMG-2019-12-02
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:
- Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019, "Multivariate Crash Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1901, Feb.
- Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther, 2019, "Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review," Working Papers on Finance, University of St. Gallen, School of Finance, number 1910, Jul.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019, "Firm-Level Political Risk: Measurement and Effects," Working Papers Series, Institute for New Economic Thinking, number 96, Jun, DOI: 10.2139/ssrn.3419283.
- Ivan Cherednik, 2019, "Artificial intelligence approach to momentum risk-taking," Papers, arXiv.org, number 1911.08448, Nov, revised Mar 2020.
- Farshid Abdi & Botao Wu, 2018, "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance, University of St. Gallen, School of Finance, number 1828, Aug.
- Oleg Kolesnikov & Alexander Markov & Daulet Smagulov & Sergejs Solovjovs, 2019, "Cyber bonds and their pricing models," Papers, arXiv.org, number 1911.06698, Nov.
- Jamal Bouoiyour & Refk Selmi & Olivier Hueber, 2019, "Low on Trust and High on Risks: Is Sidechain a Good Solution to Bitcoin Problems?," Working Papers, HAL, number hal-02348406, Nov.
- Roland Füss & Daniel Ruf, 2018, "Office Market Interconnectedness and Systemic Risk Exposure," Working Papers on Finance, University of St. Gallen, School of Finance, number 1830, Apr.
- Savvakis C. Savvides, 2019, "Unproductive Debt and the Impairment of the Real Economy," Development Discussion Papers, JDI Executive Programs, number 2019-10, Oct.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019, "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201978, Nov.
- Roberta Fiori & Claudia Pacella, 2019, "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 499, Jun.
- Piergiorgio Alessandri & Leonardo Del Vecchio & Arianna Miglietta, 2019, "Financial Conditions and 'Growth at Risk' in Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1242, Oct.
- Sariev, Eduard & Germano, Guido, 2020, "Bayesian regularized artificial neural networks for the estimation of the probability of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101029, Feb.
- Immanuel Lampe & Daniel Würtenberger, 2019, "Loss Aversion And The Demand For Index Insurance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1907, Jun.
- Anatoli Segura & Javier Suarez, 2019, "Optimally solving banks' legacy problems," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1227, Jun.
- Asen Ivanov, 2019, "Optimal Pension Plan Default Policies when Employees are Biased," Working Papers, Queen Mary University of London, School of Economics and Finance, number 893, Sep.
- Anne G. Balter & Malene Kallestrup-Lamb & Jesper Rangvid, 2019, "The move towards riskier pensions: The importance of mortality," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-22, Nov.
- Kilian R. Dinkelaker & Andreas-Walter Mattig & Stefan Morkoetter, 2019, "A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1911, Aug.
- Rolando Fuentes & Jorge Blazquez & Iqbal Adjali, 2018, "Reorganizing Power Markets: A Reliability insurance Business Model for Utilities," Discussion Papers, King Abdullah Petroleum Studies and Research Center, number ks-2018-dp45, Nov, DOI: 10.30573/KS--2018-DP45.
- Manuel Ammann & Mathis Mörke, 2019, "Credit Variance Risk Premiums," Working Papers on Finance, University of St. Gallen, School of Finance, number 1908, Jun.
- Lai, Audrey F. & Noymer, Andrew & Tai, Tsuio, 2019, "The geometry of mortality change: Convex hulls for demographic analysis," SocArXiv, Center for Open Science, number szxvx, Apr, DOI: 10.31219/osf.io/szxvx.
- Priebe, Jan & Rink, Ute & Stemmler, Henry, 2019, "Health shocks and risk aversion: Panel and experimental evidence from Vietnam," TVSEP Working Papers, Leibniz Universitaet Hannover, Institute for Environmental Economics and World Trade, Project TVSEP, number wp-015, Aug.