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Report NEP-RMG-2022-06-13
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:
- Carole Bernard & Silvana M. Pesenti & Steven Vanduffel, 2022, "Robust Distortion Risk Measures," Papers, arXiv.org, number 2205.08850, May, revised Mar 2023.
- Marita Kuhlmann, 2022, "Eine empirische Analyse der Skalierung von Value-at-Risk Schaetzungen," Papers, arXiv.org, number 2205.02123, May.
- Item repec:hal:wpaper:hal-03617040 is not listed on IDEAS anymore
- Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022, "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 202224, May.
- Stefan Nagel & Zhengyang Xu, 2022, "Dynamics of Subjective Risk Premia," CESifo Working Paper Series, CESifo, number 9693.
- Charles Shaw, 2022, "Portfolio Diversification Revisited," Papers, arXiv.org, number 2204.13398, Apr.
- Danny Brando & Antonis Kotidis & Anna Kovner & Michael Junho Lee & Stacey L. Schreft, 2022, "Implications of Cyber Risk for Financial Stability," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2022-05-12, May, DOI: 10.17016/2380-7172.3077.
- Kogler, Michael, 2022, "Taxes, Risk Taking, and Financial Stability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2202, May.
- Dim, Chukwuma & Koerner, Kevin & Wolski, Marcin & Zwart, Sanne, 2022, "Hot off the press: News-implied sovereign default risk," EIB Working Papers, European Investment Bank (EIB), number 2022/06, DOI: 10.2867/661002.
- Savvakis C. Savvides, 2022, "Risk Through the Looking-Glass," Development Discussion Papers, JDI Executive Programs, number 2022-06, Oct.
- v{S}tefan Ly'ocsa & Tom'av{s} Pl'ihal, 2022, "Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention," Papers, arXiv.org, number 2205.09179, May.
- Nikola Fabris & Nina Vujanović, 2022, "What Drives Credit Risk? Empirical Evidence from Southeast Europe," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 214, May.
- Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022, "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review, Bank of Finland, number 2/2022.
- Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022, "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-017, May.