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Report NEP-RMG-2020-11-30
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:
- Robert F. Engle & Susana Campos-Martins, 2020, "Measuring and Hedging Geopolitical Risk," NIPE Working Papers, NIPE - Universidade do Minho, number 08/2020.
- Hamidreza Arian & Seyed Mohammad Sina Seyfi & Azin Sharifi, 2020, "Forecasting Probability of Default for Consumer Loan Management with Gaussian Mixture Models," Papers, arXiv.org, number 2011.07906, Nov.
- Dietmar Pfeifer & Olena Ragulina, 2020, "Generating unfavourable VaR scenarios with patchwork copulas," Papers, arXiv.org, number 2011.06281, Nov, revised May 2021.
- Matthias Fleckenstein & Francis A. Longstaff, 2020, "The Market Risk Premium for Unsecured Consumer Credit Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 28029, Oct.
- Item repec:spo:wpmain:info:hdl:2441/4nn4ojjkth8qe9ci5b0hpu7ala is not listed on IDEAS anymore
- Guillaume Arnould & Benjamin Guin & Steven Ongena & Paolo Siciliani, 2020, "(When) do banks react to anticipated capital reliefs?," Bank of England working papers, Bank of England, number 889, Nov.
- Akbar, Muhammad & Tahir, Aima, 2020, "Stand Still and Do Nothing: COVID-19, Stock Returns and Volatility," CAFE Working Papers, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University, number 7, Nov.
- Moshe Babaioff & Yoav Kolumbus & Eyal Winter, 2020, "Optimal Collaterals in Multi-Enterprise Investment Networks," Papers, arXiv.org, number 2011.06247, Nov, revised Mar 2022.
- Yuta Yamauchi & Yasuhiro Omori, 2020, "Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1158, Nov.
- Yadav, Jayant, 2020, "Flight to Safety in Business cycles," MPRA Paper, University Library of Munich, Germany, number 104093, Oct.
- Edward J. Kane, 2020, "Masters of Illusion: Bank and Regulatory Accounting for Losses in Distressed Banks," Working Papers Series, Institute for New Economic Thinking, number inetwp136, Aug, DOI: 10.36687/inetwp136.
- Kurt Schuler, 2020, "The Financial Firefighter’s Manual," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 169, Nov.
- Item repec:ags:cantrf:305964 is not listed on IDEAS anymore