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Report NEP-RMG-2021-05-17
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:
- Imran, Zulfiqar Ali & Ahad, Muhammad, 2021, "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper, University Library of Munich, Germany, number 107613, Apr, revised 02 May 2021.
- Thilini Mahanama & Abootaleb Shirvani & Svetlozar Rachev, 2021, "Global Index on Financial Losses due to Crime in the United States," Papers, arXiv.org, number 2105.03514, May.
- Ströbel, Johannes & Giglio, Stefano & Kelly, Bryan, 2020, "Climate Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15557, Dec.
- Masaaki Fukasawa & Blanka Horvath & Peter Tankov, 2021, "Hedging under rough volatility," Papers, arXiv.org, number 2105.04073, May.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020, "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15473, Nov.
- Item repec:vie:viennp:2101 is not listed on IDEAS anymore
- Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15610, Dec.
- Irma Alonso & Luis Molina, 2021, "A GPS navigator to monitor risks in emerging economies: the vulnerability dashboard," Occasional Papers, Banco de España, number 2111, Apr.
- Rasolomanana, Onjaniaina Mianin'Harizo, 2021, "Bankruptcy Prediction Model Based on Business Risk Reports : Use of Natural Language Processing Techniques," Discussion paper series. A, Graduate School of Economics and Business Administration, Hokkaido University, number 358, Apr.
- Quynh-Anh Vo, 2021, "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers, Bank of England, number 916, Apr.
- Axel Pruser & Imre Kondor & Andreas Engel, 2021, "Aspects of a phase transition in high-dimensional random geometry," Papers, arXiv.org, number 2105.04395, May, revised Jun 2021.
- Ekta Sikarwar, 2021, "Dynamics of Firm-level exchange rate risk around the world: Evidence from COVID-19," Working papers, Indian Institute of Management Kozhikode, number 408, Feb.
- Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15571, Dec.
- Item repec:cpr:ceprdp:15624 is not listed on IDEAS anymore
- Henrique Guerreiro & Jo~ao Guerra, 2021, "Least squares Monte Carlo methods in stochastic Volterra rough volatility models," Papers, arXiv.org, number 2105.04511, May.
- Lancia, Francesco & Russo, Alessia & Worrall, Tim S, 2020, "Optimal Sustainable Intergenerational Insurance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15540, Dec.
- Sarena Goodman & Geng Li & Alvaro Mezza & Lucas Nathe, 2021, "Developments in the Credit Score Distribution over 2020," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-04-30, Apr, DOI: 10.17016/2380-7172.2902.