Printed from https://ideas.repec.org/n/nep-rmg/2023-12-11.html
Report NEP-RMG-2023-12-11
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:
- Caio Almeida & Gustavo Freire & René Garcia & Rodrigo Hizmeri, 2023, "Tail Risk and Asset Prices in the Short-term," Working Papers, Princeton University. Economics Department., number 2023-06, Mar.
- James B. Bullard, 2021, "A Risk Management Approach to Monetary Policy," On the Economy, Federal Reserve Bank of St. Louis, number 94051, Dec.
- Item repec:rim:rimwps:23-16 is not listed on IDEAS anymore
- Siu Hin Tang & Mathieu Rosenbaum & Chao Zhou, 2023, "Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter," Papers, arXiv.org, number 2311.04727, Nov, revised Feb 2024.
- Ian Dew-Becker & Stefano Giglio, 2023, "Recent Developments in Financial Risk and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31878, Nov.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2023, "Listed Real Estate as an Inflation Hedge across Regimes," ERES, European Real Estate Society (ERES), number eres2023_56, Jan.
- Chen, Ying & Grith, Maria & Lai, Hannah L. H., 2023, "Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 119022, Oct.
- Alain Coen & Philippe Guardiola, 2023, "Common Risk Factors of REITs Returns Revisited," ERES, European Real Estate Society (ERES), number eres2023_249, Jan.
- Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino, 2023, "Law-Invariant Return and Star-Shaped Risk Measures," Papers, arXiv.org, number 2310.19552, Oct.
- Savchuk, Vladimir, 2023, "Bayesian Risk Assessment Technique for Economic Stress-Strength Models," MPRA Paper, University Library of Munich, Germany, number 119078, Feb, revised 15 Oct 2023.
- Aya Nasreddine & Yasmine Essafi Zouari, 2023, "Housing in the Greater Paris Area as an Inflation Hedge?," ERES, European Real Estate Society (ERES), number eres2023_11, Jan.
- Wenxin Du & Alessandro Fontana & Petr Jakubik & Ralph S J Koijen & Hyun Song Shin, 2023, "International portfolio frictions," BIS Working Papers, Bank for International Settlements, number 1137, Oct.
- Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2023, "A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Forthcoming in "Insurance: Mathematics and Economics")," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-576, Nov.
- Martín Fuentes, Natalia & Born, Alexandra & Bremus, Franziska & Kastelein, Wieger & Lambert, Claudia, 2023, "A deep dive into the capital channel of risk sharing in the euro area," Working Paper Series, European Central Bank, number 2864, Nov.
- Bing Zhu & Franz Fuerst, 2023, "Natural Hazard Exposure and REIT Equity Risk," ERES, European Real Estate Society (ERES), number eres2023_64, Jan.
- Marilyn Pease & Mark Whitmeyer, 2023, "Safety, in Numbers," Papers, arXiv.org, number 2310.17517, Oct, revised Feb 2024.
- Peter Reinhard Hansen & Yiyao Luo, 2023, "Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas," Papers, arXiv.org, number 2310.19992, Oct.
- Hansjoerg Albrecher & Pablo Azcue & Nora Muler, 2023, "Optimal dividend strategies for a catastrophe insurer," Papers, arXiv.org, number 2311.05781, Nov.
- Yalin Gündüz & Steven Ongena & Gunseli Tumer-Alkan & Yuejuan Yu, 2023, "CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-102, Nov.
- Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2023, "Getting the Right Tail Right: Modeling tails of health expenditure distributions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-045.
- Matteo Crosignani & Thomas M. Eisenbach & Fulvia Fringuellotti, 2023, "Banking System Vulnerability: 2023 Update," Liberty Street Economics, Federal Reserve Bank of New York, number 20231106, Nov.
- Allaire, Nolwenn & Breckenfelder, Johannes & Hoerova, Marie, 2023, "Fund fragility: the role of investor base," Working Paper Series, European Central Bank, number 2874, Nov.