Printed from https://ideas.repec.org/n/nep-rmg/2022-10-17.html
Report NEP-RMG-2022-10-17
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:
- Kan Chen & Tuoyuan Cheng, 2022, "Measuring Tail Risks," Papers, arXiv.org, number 2209.07092, Sep, revised Nov 2022.
- Gabriel Bruneau & Thibaut Duprey & Ruben Hipp, 2022, "Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model," Technical Reports, Bank of Canada, number 122, DOI: 10.34989/tr-122.
- Del Vecchio, Leonardo & Giglio, Carla & Shaw, Frances & Spanò, Guido & Cappelletti, Giuseppe, 2022, "A sensitivities based CoVaR approach to assets commonality and its application to SSM banks," Working Paper Series, European Central Bank, number 2725, Sep.
- Pablo Garcia Sanchez, 2022, "On climate tail risks," BCL working papers, Central Bank of Luxembourg, number 164, Aug.
- D Barrera & S Cr'epey & E Gobet & Hoang-Dung Nguyen & B Saadeddine, 2022, "Statistical Learning of Value-at-Risk and Expected Shortfall," Papers, arXiv.org, number 2209.06476, Sep, revised Sep 2024.
- Item repec:fip:fedgfn:2022-08-23 is not listed on IDEAS anymore
- Ian Dew-Becker, 2022, "Tail Risk in Production Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 30479, Sep.
- Aur'elien Alfonsi & Nerea Vadillo, 2022, "A stochastic volatility model for the valuation of temperature derivatives," Papers, arXiv.org, number 2209.05918, Sep, revised Aug 2023.
- Wenliang Hou, 2022, "How Well Do Retirees Assess the Risks They Face in Retirement?," Issues in Brief, Center for Retirement Research, number ib2022-10, Jul.
- Leigh Wolfrom, 2022, "Could insurance provide an alternative to fiscal support in crisis response?," OECD Working Papers on Fiscal Federalism, OECD Publishing, number 40, Sep, DOI: 10.1787/4b3dd441-en.
- Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022, "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series, European Central Bank, number 2737, Oct.
- Bagnara, Matteo & Jappelli, Ruggero, 2022, "Liquidity derivatives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 358.
- Walch, Florian & Breitenstein, Miriam & Ciummo, Stefania, 2022, "Disclosure of climate change risk in credit ratings," Occasional Paper Series, European Central Bank, number 303, Sep.
- Ruodu Wang & Qinyu Wu, 2022, "Probabilistic risk aversion for generalized rank-dependent functions," Papers, arXiv.org, number 2209.03425, Sep, revised Sep 2024.
- Aglasan, Serkan & Rejesus, Roderick M., 2022, "Do Cover Crops Reduce Production Risk?," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 324776, DOI: 10.22004/ag.econ.324776.
- Boucherie, Louis & Budnik, Katarzyna & Panos, Jiri, 2022, "Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model," Occasional Paper Series, European Central Bank, number 301, Sep.
- Ms. Burcu Hacibedel & Ritong Qu, 2022, "Understanding and Predicting Systemic Corporate Distress: A Machine-Learning Approach," IMF Working Papers, International Monetary Fund, number 2022/153, Jul.
- Francesco Caloia & David-Jan Jansen, 2021, "Flood risk and financial stability: Evidence from a stress test for the Netherlands," Working Papers, DNB, number 730, Nov.
- Karalos Arapakis, 2022, "How Much Do Retirees Spend on Uncertain Health Costs?," Issues in Brief, Center for Retirement Research, number ib2022-14, Aug.
- Minghao Pan, 2022, "Risk and Intertemporal Preferences over Time Lotteries," Papers, arXiv.org, number 2209.01790, Sep.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022, "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 114556, Sep.
- Antonio Penta & Larbi Alaoui, 2022, "Attitudes Towards Success and Failure," Working Papers, Barcelona School of Economics, number 1336, Mar.
- Mel Win Khaw & Ziang Li & Michael Woodford, 2022, "Cognitive Imprecision and Stake-Dependent Risk Attitudes," CESifo Working Paper Series, CESifo, number 9923.
- Nghia Chu & Binh Dao & Nga Pham & Huy Nguyen & Hien Tran, 2022, "Predicting Mutual Funds' Performance using Deep Learning and Ensemble Techniques," Papers, arXiv.org, number 2209.09649, Sep, revised Jul 2023.
- Peng Liu & Yanyan Zheng, 2022, "Precision measurement of the return distribution property of the Chinese stock market index," Papers, arXiv.org, number 2209.08521, Sep, revised Nov 2023.