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Report NEP-RMG-2023-09-04
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:
- Behn, Markus & Couaillier, Cyril, 2023, "Same same but different: credit risk provisioning under IFRS 9," Working Paper Series, European Central Bank, number 2841, Aug.
- Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Paper, Norges Bank, number 2023/9, Jun.
- Lillo, Fabrizio & Livieri, Giulia & Marmi, Stefano & Solomko, Anton & Vaienti, Sandro, 2023, "Analysis of bank leverage via dynamical systems and deep neural networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119917, May.
- Kris J. Mitchener & Angela Vossmeyer & Kris James Mitchener, 2023, "How Do Financial Crises Redistribute Risk?," CESifo Working Paper Series, CESifo, number 10597.
- Darsh Kachhara & John K. E Markin & Astha Singh, 2023, "Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves," Papers, arXiv.org, number 2307.15718, Jul, revised Nov 2023.
- Höck, André & Bauckloh, Michael Tobias & Dumrose, Maurice & Klein, Christian, 2023, "ESG criteria and the credit risk of corporate bond portfolios," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-03.
- Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers, University of Pretoria, Department of Economics, number 202325, Aug.
- Arnold, Rob, 2023, "Uniform Confidence/Certainty Estimation," MPRA Paper, University Library of Munich, Germany, number 118234, Aug.
- Nesrine Dardouri & Abdelkader Aguir & Mounir Smida, 2023, "The Effect of COVID-19 Transmission on Cryptocurrencies," Post-Print, HAL, number hal-04173029, Jul, DOI: 10.3390/risks11080139.
- Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023, "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-40, Aug.
- Lang, Jan Hannes & Menno, Dominik, 2023, "The state-dependent impact of changes in bank capital requirements," Discussion Papers, Deutsche Bundesbank, number 19/2023.
- Yuwei Yin & Yazheng Yang & Jian Yang & Qi Liu, 2023, "FinPT: Financial Risk Prediction with Profile Tuning on Pretrained Foundation Models," Papers, arXiv.org, number 2308.00065, Jul.
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2023, "How to measure inFLAtion volatility. A note," Working Papers, Banco de España, number 2314, Jun, DOI: https://doi.org/10.53479/30092.
- Bührle, Anna Theresa & Yen, Chia-Yi, 2023, "Too much "skin in the game" ruins the game: Evidence from managerial capital gains taxes," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-028, revised 2023.
- Jacob K Goeree & Bernardo Garcia-Pola, 2023, "A Non-Parametric Test of Risk Aversion," Papers, arXiv.org, number 2308.02083, Aug.
- Islam, Ayub & Chowdhury, Emon Kalyan, 2023, "Investors’ Attitude toward Stock Market Risk-A Chittagong Perspective," MPRA Paper, University Library of Munich, Germany, number 118140, Mar, revised 09 May 2023.
- Takao Asano & Xiaojing Cai & Ryuta Sakemoto, 2023, "Time-varying ambiguity shocks and business cycles," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1094, Aug.
- Jessica Martin & Stéphane Villeneuve, 2023, "Risk-sharing and optimal contracts with large exogenous risks," Post-Print, HAL, number hal-04164688, DOI: 10.1007/s10203-023-00386-1.
- Luis Fernández Lafuerza & Matías Lamas & Javier Mencía & Irene Pablos & Raquel Vegas, 2023, "Analysis of the usability of capital buffers during the crisis precipitated by COVID-19," Occasional Papers, Banco de España, number 2223, Mar, DOI: https://doi.org/10.53479/29750.