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Report NEP-RMG-2023-10-30
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:
- Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023, "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119289, Sep.
- Dietmar Pfeifer, 2023, "Ein neuer Ansatz zur Frequenzmodellierung im Versicherungswesen (A new Approach to frequency modeling in risk theory)," Papers, arXiv.org, number 2309.04483, Aug.
- S. M. Masrur Ahmed, 2023, "Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis," Papers, arXiv.org, number 2309.09094, Sep, revised Sep 2023.
- Valérie Mignon & Jamel Saadaoui, 2023, "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-28.
- Lee, David, 2023, "Modeling Collateralization and Its Economic Significance," MPRA Paper, University Library of Munich, Germany, number 118678, Sep.
- Flavin, Thomas & Sheenan, Lisa, 2023, "Can Green Bonds be a Safe Haven for Equity Investors?," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/06.
- Sheenan, Lisa, 2023, "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/05.
- Cavallo, Eduardo A. & Fernández-Arias, Eduardo, 2022, "The Risk of External Financial Crisis," IDB Publications (Working Papers), Inter-American Development Bank, number 12539, Nov, DOI: http://dx.doi.org/10.18235/0004579.
- Sujan Lamichhane, 2023, "Default Risk and Transition Dynamics with Carbon Shocks," IMF Working Papers, International Monetary Fund, number 2023/174, Aug.
- Valencia, Oscar & Parra, Diego A. & Díaz, Juan Camilo, 2022, "Assessing Macro-Fiscal Risk for Latin American and Caribbean Countries," IDB Publications (Working Papers), Inter-American Development Bank, number 12482, Oct, DOI: http://dx.doi.org/10.18235/0004530.
- Zhaobo Zhu & Wenjie Ding & Yi Jin & Dehua Shen, 2023, "Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach," Post-Print, HAL, number hal-04194180, Oct.
- Benjamin Enke & Cassidy Shubatt, 2023, "Quantifying Lottery Choice Complexity," NBER Working Papers, National Bureau of Economic Research, Inc, number 31677, Sep.
- Liu, Yan, 2023, "Essays on credit rating agencies in China," Other publications TiSEM, Tilburg University, School of Economics and Management, number b54b3315-1185-48b8-aaf8-8.
- Stark, Oded, , "Can altruism lead to a willingness to take risks?," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 338674, DOI: 10.22004/ag.econ.338674.