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Report NEP-RMG-2021-06-14
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:
- Kumamoto, Masao & 熊本, 方雄 & Zhuo, Juanjuan, 2021, "Global Risk and Safe Haven Currency: Copula-DCC Approach," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-26, Jun.
- Giovanni Ferri & Raffaele Lagravinese & Giuliano Resce, 2021, "Did the COVID-19 Shock Impair the Stock Performance of Companies with Older CEOs?," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 02-2021, Jun, revised Jun 2021.
- Austen Sanders & Matthew Willison, 2021, "Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks," Bank of England working papers, Bank of England, number 922, May.
- O'Brien, Martin & Wosser, Michael, 2021, "Growth at Risk and Financial Stability," Financial Stability Notes, Central Bank of Ireland, number 2/FS/21, Apr.
- Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2021, "Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 488, May.
- Armando N. Meier, 2021, "Emotions and Risk Attitudes," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1118.
- Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe, 2021, "Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-5, May.
- Ongena, Steven & Conlon, Thomas & Huan, Xing, 2020, "Operational Risk Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15096, Jul.
- Michał Woźniak & Marcin Chlebus, 2021, "HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-10.
- Jung, Seungho & Lee, Jongmin & Lee, Seohyun, 2021, "The impact of geopolitical risk on stock returns: Evidence from inter-Korea geopolitics," MPRA Paper, University Library of Munich, Germany, number 108006, May.
- Taylor, Mark & Wang, Zigan & Xu, Qi, 2020, "The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15053, Jul.
- Acharya, Viral & Steffen, Sascha, 2020, "The risk of being a fallen angel and the corporate dash for cash in the midst of COVID," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15073, Jul.
- Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021, "The risk management approach to macro-prudential policy," Working Paper Series, European Central Bank, number 2565, Jun.
- Christophe BOUCHER & Wassim LE LANN & Stéphane MATTON & Sessi TOKPAVI, 2021, "Backtesting ESG Ratings," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2883.
- Dal Borgo Mariela, 2021, "Do Bankruptcy Protection Levels Affect Households' Demand for Stocks?," Working Papers, Banco de México, number 2021-03, May.
- Faria-e-Castro, Miguel, 2021, "A quantitative analysis of the countercyclical capital buffer," ESRB Working Paper Series, European Systemic Risk Board, number 120, Jun.
- Item repec:bof:bofitp:2021_008 is not listed on IDEAS anymore
- Hussain, Shahzad & Akbar, Muhammad & Malik, Qaisar & Ahmad, Tanveer & Abbas, Nasir, 2021, "Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment," CAFE Working Papers, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University, number 14, May.
- Rho Caterina & Fernández Raúl & Palma Brenda, 2021, "A Sentiment-based Risk Indicator for the Mexican Financial Sector," Working Papers, Banco de México, number 2021-04, May.
- Mateusz Buczyński & Marcin Chlebus, 2021, "GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-08.