Report NEP-RMG-2021-11-29

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:

• Julio A. Crego & Julio Gálvez, 2021, "Brexit: Cyclical dependence in market neutral hedge funds," Working Papers, Banco de España, number 2141, Nov.
• Item repec:aei:rpaper:1008587533 is not listed on IDEAS anymore

• Dong Hwan Oh & Andrew J. Patton, 2021, "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-071, Nov, DOI: 10.17016/FEDS.2021.071.
• Guo, Dong & Zhou, Peng, 2021, "Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/28, Nov.
• Černý, Aleš & Czichowsky, Christoph & Kallsen, Jan, 2021, "Numeraire-invariant quadratic hedging and mean–variance portfolio allocation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112612.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
• Mr. Fabio Comelli & Ms. Sumiko Ogawa, 2021, "What Can We Learn from Financial Stability Reports?," IMF Working Papers, International Monetary Fund, number 2021/200, Jul.
• Paraskevi Tzika & Theologos Pantelidis, 2021, "The contribution of Economic Policy Uncertainty to the persistence of shocks to stock market volatility," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_11, Sep, revised Sep 2021.
• Tom Gillespie & Ronan C. Lyons & Thomas K. J. McDermott, 2020, "Information Matters: Evidence from flood risk in the Irish housing market," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1620, Jul.
• Christa Cuchiero & Christoph Reisinger & Stefan Rigger, 2021, "Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem," Papers, arXiv.org, number 2111.01783, Nov, revised Oct 2022.
• Chen, Huang & Liu, Kexin & Hou, Lingling, 2021, "How Does Agricultural Insurance Alter Income Distribution?," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315880, Aug, DOI: 10.22004/ag.econ.315880.
• Sumit Agarwal & Slava Mikhed & Barry Scholnick & Man Zhang, 2022, "Reducing Strategic Default in a Financial Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 21-36, Aug, DOI: 10.21799/frbp.wp.2021.36.
• Sebastian Edwards, 2021, "Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29441, Oct.
• Sandrine Brèteau-Amores & Marielle Brunette & Christophe François & Antoine Leblois & Nicolas Martin-StPaul, 2021, "Index insurance for coping with drought-induced risk of production losses in French forests," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-44.
• Arora, Gaurav & Agarwal, Sandip, 2021, "Agricultural Input Use and Index Insurance Adoption: Concept and Evidence," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315884, Aug, DOI: 10.22004/ag.econ.315884.
• Ariana Paola Cortés à ngel & Mustafa Hakan Eratalay, 2021, "Deedp Diving Into The S&P 350 Europe Index Network Ans Its Reaction To Covid-19," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 134.
• Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021, "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers, University of California at Riverside, Department of Economics, number 202115, Nov.
• Hamed Amini & Zhongyuan Cao & Agnes Sulem, 2021, "Fire Sales, Default Cascades and Complex Financial Networks," Working Papers, HAL, number hal-03425599, Nov, DOI: 10.2139/ssrn.3935450.
• Asif Lakhany & Amber Zhang, 2021, "Efficient ISDA Initial Margin Calculations Using Least Squares Monte-Carlo," Papers, arXiv.org, number 2110.13296, Oct.
• Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2021, "Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1267, Nov, revised Jul 2022.
• Vito Polito & Yunyi Zhang, 2021, "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series, CESifo, number 9395.
• Perry Singleton, 2021, "Behavioral Bias in Occupational Fatality Risk: Theory, Evidence, and Implications," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 242, Nov.
• Mr. Alejandro D Guerson, 2021, "Pooling Fiscal Risk in the ECCU: Quantifying Savings of a Regional Fund for Stabilization and Investment," IMF Working Papers, International Monetary Fund, number 2021/191, Jul.
• Thomas Dohmen & Arjan Non & Tom Stolp, 2021, "Reference Points and the Tradeoff Between Risk and Incentives," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_322, Oct.
• Carlo Altavilla & Andrew Ellul & Marco Pagano & Andrea Polo & Thomas Vlassopoulos, 2021, "Loan Guarantees, Bank Lending and Credit Risk Reallocation," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 629, Nov, revised 30 Jul 2022.
• William Barcelona & Nathan Converse & Anna Wong, 2021, "U.S. Housing as a Global Safe Asset: Evidence from China Shocks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1332, Nov, DOI: 10.17016/IFDP.2021.1332.
• Jeremy D. Turiel & Tomaso Aste, 2021, "Self-organised criticality in high frequency finance: the case of flash crashes," Papers, arXiv.org, number 2110.13718, Oct.

Report NEP-RMG-2021-11-29

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: