Report NEP-RMG-2019-12-23

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-43.
• Seixas, Mário & Barbosa, António, 2019, "Optimal Value-at-Risk Disclosure," MPRA Paper, University Library of Munich, Germany, number 97526.
• Anna Denkowska & Stanis{l}aw Wanat, 2019, "A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector," Papers, arXiv.org, number 1912.05641, Nov.
• Toni Ahnert & Martin Kuncl, 2019, "Loan Insurance, Market Liquidity, and Lending Standards," Staff Working Papers, Bank of Canada, number 19-47, Dec, DOI: 10.34989/swp-2019-47.
• Sebastien Valeyre & Denis S Grebenkov & Sofiane Aboura, 2019, "Emergence of correlations between securities at short time scales," Post-Print, HAL, number hal-02343888, DOI: 10.1016/j.physa.2019.04.262.
• Michael B. Giles & Abdul-Lateef Haji-Ali, 2019, "Sub-sampling and other considerations for efficient risk estimation in large portfolios," Papers, arXiv.org, number 1912.05484, Dec, revised Apr 2022.
• Petteri Piiroinen & Lassi Roininen & Martin Simon, 2019, "Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile," Papers, arXiv.org, number 1912.05773, Dec, revised Mar 2020.
• David Alary & Franck Bien, 2019, "Optimal insurance with adverse selection and comonotonic background risk," Working Papers, HAL, number hal-02390017, Dec.
• Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin, 2019, "Center-Outward Quantiles And The Measurement Of Multivariate Risk," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-30, Dec.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2019, "Measuring “Dark Matter” in Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26418, Nov.
• Burns, Christopher, 2019, "Growth of Large Farms and Financial Risk in U.S. Agriculture," Agricultural Outlook Forum 2019, United States Department of Agriculture, Agricultural Outlook Forum, USDA Office of the Chief Economist, number 296833, Feb, DOI: 10.22004/ag.econ.296833.
• Item repec:imf:imfscr:19/350 is not listed on IDEAS anymore

• Item repec:imf:imfscr:19/348 is not listed on IDEAS anymore

• Razak, Nurlaely & Sjahruddin, Herman & Astuti, Niken Probondani & Syakhrun, A. Muh., 2017, "Pengaruh Kecukupan Modal dan Penyaluran Kredit Terhadap Profitabilitas Perbankan," INA-Rxiv, Center for Open Science, number pcr95, Nov, DOI: 10.31219/osf.io/pcr95.
• Johannes G. Jaspersen & Marc A. Ragin & Justin R. Sydnor, 2019, "Predicting Insurance Demand from Risk Attitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 26508, Nov.
• Barbe, Martin, 2019, "The Role of Crop Insurance in Agricultural Risk Mitigation," Agricultural Outlook Forum 2019, United States Department of Agriculture, Agricultural Outlook Forum, USDA Office of the Chief Economist, number 296834, Feb, DOI: 10.22004/ag.econ.296834.
• Item repec:imf:imfscr:19/351 is not listed on IDEAS anymore

• Alam, Md. Mahmudul & Uddin, Gazi Salah, 2019, "The Impacts of Interest Rate on Stock Market: Empirical Evidence from Dhaka Stock Exchange," OSF Preprints, Center for Open Science, number r3jpx, Feb, DOI: 10.31219/osf.io/r3jpx.
• Item repec:imf:imfscr:19/342 is not listed on IDEAS anymore

• Burrell, Hamish & Vespignani, Joaquin, 2019, "The industrial impact of economic uncertainty shocks in Australia," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2019-08.
• Setyawati, Irma, 2017, "Dampak Penerbitan Dan Penjualan Surat Utang Negara Bagi Perekonomian Indonesia," INA-Rxiv, Center for Open Science, number s2r8f, Nov, DOI: 10.31219/osf.io/s2r8f.
• Setyawati, Irma & Alamsyah, Doni Purnama, 2017, "Analysis Of The Effect Of Capital Adequacy Ratio, Loan To Deposit Ratio, And Statutory Reserves To Net Profit Before Taxes, In Pt Bank Mandiri, Tbk," INA-Rxiv, Center for Open Science, number c6478, Nov, DOI: 10.31219/osf.io/c6478.