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Report NEP-RMG-2020-09-28
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:
- Sojung Kim & Stefan Weber, 2020, "Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach," Papers, arXiv.org, number 2009.03653, Sep, revised Jan 2022.
- Dao, Kieu Oanh & Nguyen, Thi Yen & Hussain, Sarfraz & Nguyen, V.C., 2020, "Factors affecting non-performing loans of commercial banks: The role of bank performance and credit growth," OSF Preprints, Center for Open Science, number 6ykd8, Aug, DOI: 10.31219/osf.io/6ykd8.
- Bernardo Morais & Gaizka Ormazabal & José-Luis Peydró & Mónica Roa & Miguel Sarmiento, 2020, "Forward looking loan provisions: Credit supply and risk-taking," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1737, Aug.
- Andrea Calef, 2020, "Systemic Banking Crises: The Relationship Between Concentration and Interbank Connections," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2020-02, Jan.
- Hua Cheng & Kishore Gawande & Steven Ongena & Shusen Qi, 2020, "Get beyond policy uncertainty: Evidence from political connections," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-77, May.
- Elias Cavalcante Junior & Fernando Moraes & Rodrigo De Losso, 2020, "Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_14, Aug, revised 15 Sep 2020.
- fernos, jhon & Satifa, Oriza, 2020, "Analisis Manajemen Risiko Kredit Sebgai Alat Untuk Meminimalisir Risko Kredit Pada Bank Nagari Cabang Pembantu Simpang Haru," OSF Preprints, Center for Open Science, number 7xc5d, Jul, DOI: 10.31219/osf.io/7xc5d.
- Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020, "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202085, Sep.
- Dorothea Schäfer & Michael Stöckel & Henriette Weser, 2020, "Crisis Impact on the Diversity of Financial Portfolios: Evidence from European Citizens," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1899.
- George Hong, 2020, "Skewing Quanto with Simplicity," Papers, arXiv.org, number 2009.02566, Sep.
- Paymon Khorrami & Alexander K. Zentefis, 2020, "Arbitrage and Beliefs," CESifo Working Paper Series, CESifo, number 8490.
- Ding, Haina & Guembel, Alexander & Ozanne, Alessio, 2020, "Market Information in Banking Supervision: The Role of Stress Test Design," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1144, Sep.
- Youngki Shin & Zvezdomir Todorov, 2020, "Exact Computation of Maximum Rank Correlation Estimator," Papers, arXiv.org, number 2009.03844, Sep, revised Jan 2021.
- Adhikari, Sudip & Khanal, Aditya R., 2020, "Does higher business risk influence financial risk and induce savings among small agricultural operations? Findings from Tennessee," 2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association, number 304509, Jul, DOI: 10.22004/ag.econ.304509.
- Olkhov, Victor, 2020, "Price, Volatility and the Second-Order Economic Theory," MPRA Paper, University Library of Munich, Germany, number 102767, Sep.
- Steven Ongena & Tanseli Savaser & Elif Sisli Ciamarra, 2020, "CEO Incentives and Bank Risk over the Business Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-75, Sep.
- Permani, Risti & Xu, Xing, 2020, "The Nexus between Natural disasters, Supply Chains and Trade – Revisiting the Role of FTAs in Disaster Risk Reduction," 2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association, number 304269, Jul, DOI: 10.22004/ag.econ.304269.
- Ana B. Galvão & Michael T. Owyang, 2020, "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers, Federal Reserve Bank of St. Louis, number 2020-028, Sep, revised Apr 2022, DOI: 10.20955/wp.2020.028.
- Tengfei Zhang, 2020, "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers, Job Market Papers, number pzh934, Sep.
- Saito, Yuta, 2020, "Bequeathing in ambiguous times," MPRA Paper, University Library of Munich, Germany, number 102718, Apr.
- Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
- Urban Ulrych & Nikola Vasiljevic, 2020, "Ambiguity and the Home Currency Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-73, Aug.