Printed from https://ideas.repec.org/n/nep-rmg/2023-11-06.html
Report NEP-RMG-2023-11-06
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:
- Heidorn, Thomas & Pavicic, Tim & Sieber, Antje, 2022, "Corporate FX hedging: An introduction for the corporate treasury," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 233.
- Jakub Micha'nk'ow & {L}ukasz Kwiatkowski & Janusz Morajda, 2023, "Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting," Papers, arXiv.org, number 2310.01063, Oct.
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023, "Estimating systemic risk for non-listed euro-area banks," Working Paper Series, European Central Bank, number 2856, Oct.
- Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese, 2023, "Resolving a Clearing Member's Default, A Radner Equilibrium Approach," Papers, arXiv.org, number 2310.02608, Oct, revised Oct 2024.
- A. H. Nzokem, 2023, "Bitcoin versus S&P 500 Index: Return and Risk Analysis," Papers, arXiv.org, number 2310.02436, Oct.
- Roberto Blanco & Elena Fernández & Miguel García-Posada & Sergio Mayordomo, 2023, "An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies," Occasional Papers, Banco de España, number 2319, Sep, DOI: https://doi.org/10.53479/33512.
- Cimadomo, Jacopo & Giuliodori, Massimo & Lengyel, Andras & Mumtaz, Haroon, 2023, "Changing patterns of risk-sharing channels in the United States and the euro area," Working Paper Series, European Central Bank, number 2849, Oct.
- Fabio Maccheroni & Massimo Marinacci & Ruodu Wang & Qinyu Wu, 2023, "Risk Aversion and Insurance Propensity," Papers, arXiv.org, number 2310.09173, Oct, revised Feb 2025.
- Budnik, Katarzyna & Groß, Johannes & Vagliano, Gianluca & Dimitrov, Ivan & Lampe, Max & Panos, Jiri & Velasco, Sofia & Boucherie, Louis & Jančoková, Martina, 2023, "BEAST: A model for the assessment of system-wide risks and macroprudential policies," Working Paper Series, European Central Bank, number 2855, Oct.
- Pang, Raymond Ka-Kay & Veraart, Luitgard A. M., 2023, "Assessing and mitigating fire sales risk under partial information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120171, Oct.
- Ron S. Jarmin & John M. Abowd & Robert Ashmead & Ryan Cumings-Menon & Nathan Goldschlag & Michael B. Hawes & Sallie Ann Keller & Daniel Kifer & Philip Leclerc & Jerome P. Reiter & Rolando A. Rodríguez, 2023, "An In-Depth Examination of Requirements for Disclosure Risk Assessment," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 23-49, Oct.
- Purba Banerjee & Srikanth Iyer & Shashi Jain, 2023, "Multi-period static hedging of European options," Papers, arXiv.org, number 2310.01104, Oct, revised Aug 2025.
- Zexuan Wang & Ismaël Rafaï & Marc Willinger, 2023, "Does age affect the relation between risk and time preferences? Evidence from a representative sample," Post-Print, HAL, number hal-04217414, Oct, DOI: 10.1002/soej.12662.
- Sarit Maitra, 2023, "Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation," Papers, arXiv.org, number 2310.01123, Oct, revised Oct 2023.