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Report NEP-RMG-2021-05-10
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:
- Acharya, Viral & Almeida, Heitor & Amihud, Yakov & Liu, Ping, 2021, "Efficiency or resiliency? Corporate choice between financial and operational hedging," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15885, Mar.
- Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021, "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15864, Mar.
- Ranjan Pal & Ziyuan Huang & Xinlong Yin & Sergey Lototsky & Swades De & Sasu Tarkoma & Mingyan Liu & Jon Crowcroft & Nishanth Sastry, 2021, "Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes," Papers, arXiv.org, number 2105.01792, May.
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021, "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series, European Central Bank, number 2538, Apr.
- Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021, "Why did bank stocks crash during COVID-19?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15901, Mar.
- Agnese, Pablo & Thoss, Jonathan, 2021, "New Moneys under the New Normal? Bitcoin and Gold Interdependence during COVID Times," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14323, Apr.
- Gehrig, Thomas & Unger, Stephan, 2021, "Social Responsibility and Bank Resiliency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15816, Feb.
- Loic Berger & Louis Eeckhoudt, 2021, "Risk, ambiguity, and the value of diversification," Working Papers, IESEG School of Management, number 2021-iRisk-02, Apr.
- Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2021, "Capital Flows at Risk: Taming the Ebbs and Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15842, Feb.
- Ongena, Steven & Gropp, Reint & Mosk, Thomas & Simac, Ines & Wix, Carlo, 2021, "Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15764, Feb.
- Gersbach, Hans, 2021, "Contingent Contracts in Banking: Insurance or Risk Magnification?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15884, Mar.
- Nicholas Salmon & Indranil SenGupta, 2021, "Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging," Papers, arXiv.org, number 2105.02325, May.
- M. Kate Bundorf & Jill DeMatteis & Grant Miller & Maria Polyakova & Jialu L. Streeter & Jonathan Wivagg, 2021, "Risk Perceptions and Protective Behaviors: Evidence from COVID-19 Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 28741, Apr.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Maria Malmierca, 2021, "Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/05.
- Jaccard, Ivan, 2021, "Leveraged property cycles," Working Paper Series, European Central Bank, number 2539, Apr.
- Louis R. Eeckhoudt & Roger J. A. Laeven, 2021, "Probability Premium and Attitude Towards Probability," Papers, arXiv.org, number 2105.00054, Apr.
- Forni, Mario & Gambetti, Luca & Sala, Luca, 2021, "Downside and Upside Uncertainty Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15881, Mar.