Printed from https://ideas.repec.org/n/nep-rmg/2021-10-18.html
Report NEP-RMG-2021-10-18
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:
- Martin Iseringhausen, 2021, "A time-varying skewness model for Growth-at-Risk," Working Papers, European Stability Mechanism, number 49, Jun.
- Giorgio Costa & Roy H. Kwon, 2021, "Data-driven distributionally robust risk parity portfolio optimization," Papers, arXiv.org, number 2110.06464, Oct.
- Zura Kakushadze & Willie Yu, 2021, "ETF Risk Models," Papers, arXiv.org, number 2110.07138, Oct.
- Jaroslav Baran & Jan Voříšek, 2020, "Volatility indices and implied uncertainty measures of European government bond futures," Working Papers, European Stability Mechanism, number 43, May.
- Senay Agca & John Birge & Zi'ang Wang & Jing Wu, 2021, "The Impact of COVID-19 on Supply Chain Credit Risk," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-19.
- Danielsson, Jon & Macrae, Robert & Uthemann, Andreas, 2022, "Artificial intelligence and systemic risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111601, Jul.
- Brice Corgnet & Camille Cornand & Nobuyuki Hanaki, 2021, "Risk-Taking and Tail Events Across Trading Institutions," Working Papers, HAL, number halshs-03357898, Sep.
- David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2020, "Intensity of preferences for bivariate risk apportionment," Post-Print, HAL, number hal-03133126, May, DOI: 10.1016/j.jmateco.2020.03.007.
- Surathkal, Prasanna & Omana Sudhakaran, Pratheesh & Dey, Madan M., 2021, "Dynamics of Price Volatility Spillover in the U.S. Cat_x001C_fish Market," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 314069, Aug, DOI: 10.22004/ag.econ.314069.
- Carmine Gabriele, 2019, "Learning from trees: A mixed approach to building early warning systems for systemic banking crises," Working Papers, European Stability Mechanism, number 40, Oct.
- Joop Age Harm Adema & Till Nikolka & Panu Poutvaara & Uwe Sunde, 2021, "On the Stability of Risk Preferences: Measurement Matters," CESifo Working Paper Series, CESifo, number 9332.
- Daragh Clancy & Peter G. Dunne & Pasquale Filiani, 2019, "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Working Papers, European Stability Mechanism, number 41, Nov.
- Molintas, Dominique Trual, 2021, "Black Scholes Model," MPRA Paper, University Library of Munich, Germany, number 110124, Apr.
- Traoré, Fousseini & Diop, Insa, 2021, "Measuring food price volatility," AGRODEP technical notes, International Food Policy Research Institute (IFPRI), number TN-19.
- Chu, Meifen, 2021, "Bitcoin and traditional currencies during the Covid-19 pandemic period," MPRA Paper, University Library of Munich, Germany, number 110117, Apr.
- Aglasan, Serkan & Wu, Shenan & Goodwin, Barry K., 2021, "Cross-hedging with Agricultural Commodities: A Copula-GARCH Approach," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 313960, Aug, DOI: 10.22004/ag.econ.313960.
- Heller, Yuval & NEHAMA, Ilan, 2021, "Evolutionary Foundation for Heterogeneity in Risk Aversion," MPRA Paper, University Library of Munich, Germany, number 110194, Oct.
- Holden, Stein T. & Tilahun, Mesfin, 2021, "Shocks and Stability of Risk Preferences," CLTS Working Papers, Norwegian University of Life Sciences, Centre for Land Tenure Studies, number 5/21, Oct.
- Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021, "The time-varying evolution of inflation risks," Working Paper Series, European Central Bank, number 2600, Oct.