Printed from https://ideas.repec.org/n/nep-rmg/2023-01-09.html
Report NEP-RMG-2023-01-09
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:
- Sarah Kaakai & Anis Matoussi & Achraf Tamtalini, 2024, "Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms," Working Papers, HAL, number hal-03871246, Feb.
- Shuo Gong & Yijun Hu & Linxiao Wei, 2022, "On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty," Papers, arXiv.org, number 2212.04848, Dec, revised Apr 2025.
- Huaming Du & Xingyan Chen & Yu Zhao & Qing Li & Fuzhen Zhuang & Fuji Ren & Gang Kou, 2022, "A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective," Papers, arXiv.org, number 2211.14997, Nov, revised Mar 2025.
- Raphael de Vittoris, 2022, "Event management - Beyond Risk Management, Crisis Management & Business Continuity," Working Papers, HAL, number hal-03881006, Dec.
- Andreas Marcus Gohs, 2022, "The Choice of GARCH Models to Forecast Value-at-Risk for Currencies (Euro Exchange Rates), Crypto Assets (Bitcoin and Ethereum), Gold, Silver and Crude Oil: Automated Processes, Statistical Distributi," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202246.
- Damiaan Chen & Roel Beetsma & Sweder van Wijnbergen, 2022, "Intergenerational Sharing of Unhedgeable Inflation Risk," Working Papers, DNB, number 758, Dec.
- Pierre-Charles Pradier & Guillaume Rideau & Sakina Rrguiti, 2022, "Measuring adequately the benefit of diversification in the extreme quantiles: An inquiry into covariation on the brink of catastrophe," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 22021, Nov.
- Item repec:rnp:wpaper:s21123 is not listed on IDEAS anymore
- Li, Xiaoming & Liu, Zheng & Peng, Yuchao & Xu, Zhiwei, 2021, "Bank risk-taking and monetary policy transmission: Evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2021.
- Altman, Edward I. & Balzano, Marco & Giannozzi, Alessandro & Srhoj, Stjepan, 2022, "Revisiting SME default predictors: The Omega Score," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1207.
- Laura Bonacorsi & Vittoria Cerasi & Paola Galfrascoli & Matteo Manera, 2022, "ESG Factors and Firms’ Credit Risk," Working Papers, Fondazione Eni Enrico Mattei, number 2022.36, Nov.
- Dragos Gorduza & Xiaowen Dong & Stefan Zohren, 2022, "Understanding stock market instability via graph auto-encoders," Papers, arXiv.org, number 2212.04974, Dec.
- Mäkinen, Mikko, 2021, "Does a financial crisis change a bank's exposure to risk? A difference-in-differences approach," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2021.
- Nützenadel, Alexander, 2022, "Risk management, expectations and global finance: The case of Deutsche Bank 1970-1990," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 36, DOI: 10.18452/25580.
- Michael Gurkov & Osnat Zohar, 2022, "Growth at Risk: Forecast Distribution of GDP Growth in Israel," Bank of Israel Working Papers, Bank of Israel, number 2022.08, Feb.
- L. Scaffidi Domianello & G.M. Gallo & E. Otranto, 2022, "Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202205.
- Item repec:hal:wpaper:hal-03880381 is not listed on IDEAS anymore
- Hui Zhou & Jun Nagayasu, 2022, "The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 134, Dec.
- Dohmen, Thomas & Quercia, Simone & Willrodt, Jana, 2022, "On the Psychology of the Relation between Optimism and Risk Taking," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15763, Nov.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2022, "A Multi-agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1206, Dec.
- Marc Wildi & Branka Hadji Misheva, 2022, "A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection," Papers, arXiv.org, number 2212.02906, Dec.
- Hervé Roche & Juan Sotes-Paladino, 2022, "Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 205, Dec.
- Peter K. Friz & William Salkeld & Thomas Wagenhofer, 2022, "Weak error estimates for rough volatility models," Papers, arXiv.org, number 2212.01591, Dec, revised Aug 2024.
- Dyck, Daniel & Lorenz, Johannes & Sureth, Caren, 2022, "How do tax technology and controversy expertise affect tax disputes?," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 274.
- Galizia, Federico & Perraudin, William & Powell, Andrew & Turner, Timothy, 2021, "Risk Transfer for Multilateral Development Banks: Obstacles and Potential," IDB Publications (Working Papers), Inter-American Development Bank, number 11733, Nov, DOI: http://dx.doi.org/10.18235/0003751.
- Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022, "Score-based calibration testing for multivariate forecast distributions," Papers, arXiv.org, number 2211.16362, Nov, revised Dec 2023.
- Kim Ristolainen, 2022, "Narrative Triggers of Information Sensitivity," Discussion Papers, Aboa Centre for Economics, number 156, Dec.