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Report NEP-RMG-2021-05-31
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:
- Patrick Cheridito & John Ery & Mario V. Wuthrich, 2021, "Assessing asset-liability risk with neural networks," Papers, arXiv.org, number 2105.12432, May.
- Glossner, Simon & Matos, Pedro Pinto & Ramelli, Stefano & Wagner, Alexander F., 2022, "Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15070, May.
- Broll, Udo & Pelster, Matthias & Kit, Pong Wong, 2021, "Export under risk and expectation dependence," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 02/21.
- Bobtcheff, Catherine & Alary, David & Haritchabalet, Carole, 2020, "Organizing insurance supply for new and undiversifiable risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15234, Aug.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022, "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15109, Feb.
- De Nova, Carolina Carbajal, 2021, "Synthetic data. A novel proposed method for applied risk management," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid), Agricultural Economics Society - AES, number 311085, Mar, DOI: 10.22004/ag.econ.311085.
- Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Rowland, Racquel, 2020, "Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns," MPRA Paper, University Library of Munich, Germany, number 107988.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
- Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan, 2020, "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15239, Aug.
- Alexandros Skouralis, 2021, "Systemic Risk Spillovers Across the EURO Area," Working Papers, Lancaster University Management School, Economics Department, number 326919507.
- Peydró, José-Luis & Maddaloni, Angela, 2020, "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14988, Jul.
- Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
- Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz, 2021, "On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications," Papers, arXiv.org, number 2105.12334, May.
- Parise, Gianpaolo & Cutura, Jannic & Schrimpf, Paul, 2020, "Debt De-risking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14817, May.
- Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020, "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15054, Jul.
- Item repec:fpr:agrotn:19 is not listed on IDEAS anymore
- Longden, Elaine, 2021, "Predicting Nature of Default using Machine Learning Techniques," Other publications TiSEM, Tilburg University, School of Economics and Management, number e1d97882-8cf3-40a4-a82e-8.
- Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz, 2021, "Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market," Papers, arXiv.org, number 2105.12336, May.
- Andreas Krause, 2021, "A note on the CAPM with endogenously consistent market returns," Papers, arXiv.org, number 2105.10252, May.