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Report NEP-RMG-2020-04-13
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:
- Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020, "Predicting tail events in a RIA-EVT-Copula framework," Papers, arXiv.org, number 2004.03190, Apr, revised Apr 2020.
- Fei Sun & Yichuan Dong, 2020, "Complex risk statistics with scenario analysis," Papers, arXiv.org, number 2003.09255, Mar, revised Nov 2020.
- Gündüz, Yalin, 2020, "The market impact of systemic risk capital surcharges," Discussion Papers, Deutsche Bundesbank, number 09/2020.
- Craig, Ben & Giuzio, Margherita & Paterlini, Sandra, 2020, "The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios," Working Paper Series, European Central Bank, number 2384, Mar.
- Yulong Wang & Zhijie Xiao, 2020, "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 994, Mar.
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2020, "Long-term bank lending and the transfer of aggregate risk," IHS Working Paper Series, Institute for Advanced Studies, number 13, Apr.
- Benjamin Avanzi & Greg Taylor & Bernard Wong & Alan Xian, 2020, "Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework," Papers, arXiv.org, number 2003.13888, Mar, revised May 2020.
- Item repec:hal:journl:hal-02481080 is not listed on IDEAS anymore
- Salamanca, Nicolás & de Grip, Andries & Sleijpen, Olaf, 2020, "How People React to Pension Risk," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13077, Mar.
- Samuel Rufat & Alexander Fekete, 2019, "Conclusions of the first European Conference on Risk Perception, Behaviour, Management and Response," Post-Print, HAL, number halshs-02486584.
- Chaigneau, Pierre & Edmans, Alex & Gottlieb, Daniel, 2018, "Does improved information improve incentives?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102227, Nov.
- Cardozo, Pamela & Morales-Acevedo, Paola & Murcia, Andrés & Pacheco, Beatriz, 2020, "Does Geographical Complexity of Colombian Financial Conglomerates Increase Banks’ Risk? The Role of Diversification, Regulatory Arbitrage and Funding Costs," Working papers, Red Investigadores de Economía, number 37, Apr.
- Christopher Busch & Alexander Ludwig, 2020, "Higher-Order Income Risk over the Business Cycle," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-019, Mar.
- Beine, Michel & Charness, Gary & Dupuy, Arnaud & Joxhe, Majlinda, 2020, "Shaking Things Up: On the Stability of Risk and Time Preferences," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13084, Mar.
- Ladislav Kristoufek, 2020, "Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics," Papers, arXiv.org, number 2004.00047, Mar.
- Thierno Barry & Alassane Diabaté & Amine Tarazi, 2020, "Unexpected deposit flows, off-balance sheet funding liquidity risk and bank loan production," Working Papers, HAL, number hal-02516724, Mar.
- Matthes, Jürgen & Demary, Markus, 2020, "European instruments against the Corona crisis in comparison," IW-Kurzberichte, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 33/2020e.