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Report NEP-RMG-2021-11-22
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:
- Siyi Wang & Xing Yan & Bangqi Zheng & Hu Wang & Wangli Xu & Nanbo Peng & Qi Wu, 2021, "Risk and return prediction for pricing portfolios of non-performing consumer credit," Papers, arXiv.org, number 2110.15102, Oct.
- Remzi Uctum & Georges Prat, 2021, "Modeling ex-ante risk premia in the oil market," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-31.
- Jeremy Turiel & Tomaso Aste, 2021, "Heterogenous criticality in high frequency finance: a phase transition in flash crashes," Papers, arXiv.org, number 2110.13701, Oct, revised Jan 2022.
- Fantazzini, Dean & Calabrese, Raffaella, 2021, "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper, University Library of Munich, Germany, number 110391.
- Neil M Davies & Jackie Grant & Chin Yang Shapland, 2021, "The USS Trustee's risky strategy," Papers, arXiv.org, number 2110.14290, Oct, revised Oct 2021.
- Mr. Tamim Bayoumi & Mr. Saad N Quayyum & Sibabrata Das, 2021, "Growth at Risk from Natural Disasters," IMF Working Papers, International Monetary Fund, number 2021/234, Sep.
- Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
- Malik Shukayev & Alexander Ueberfeldt, 2021, "Are Bank Bailouts Welfare Improving?," Working Papers, University of Alberta, Department of Economics, number 2021-10, Nov.
- Allan Dizioli & Daniel Rivera Greenwood & Aneta Radzikowski, 2021, "A Pandemic Forecasting Framework: An Application of Risk Analysis," IMF Working Papers, International Monetary Fund, number 2021/226, Aug.
- Adeabah, David & Andoh, Charles & Asongu, Simplice & Gemegah, Albert, 2021, "Reputational risks in banks: A review of research themes, frameworks, methods, and future research directions," MPRA Paper, University Library of Munich, Germany, number 110598, Jan.
- Karim McDaniels & Nico Palesch & Sanjam Suri & Zacharie Quiviger & John Walsh, 2021, "Updated Methodology for Assigning Credit Ratings to Sovereigns," Discussion Papers, Bank of Canada, number 2021-16, Nov, DOI: 10.34989/sdp-2021-16.
- M. Eren Akbiyik & Mert Erkul & Killian Kaempf & Vaiva Vasiliauskaite & Nino Antulov-Fantulin, 2021, "Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data," Papers, arXiv.org, number 2110.14317, Oct, revised Dec 2022.