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Report NEP-RMG-2025-04-28
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:
- Osadchiy, Maksim, 2025, "Granularity Shock: A Small Perturbation Two-Factor Model," MPRA Paper, University Library of Munich, Germany, number 124190, Mar.
- D’Innocenzo, Enzo & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2025, "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 446, Feb.
- Pratik Thakkar, 2025, "Can effects of weather variation predict future economic downturn? Evidence from systemic risk in Indian financial markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2025-006, Mar.
- Barinov, Alexander & Chabakauri, Georgy, 2023, "Idiosyncratic volatility, growth options, and the cross-section of returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120814, Dec.
- Gopinath, Gita & Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2025, "Sovereign vs. corporate debt and default: More similar than you think," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2285.
- Jinno, Masatoshi, 2025, "An Elementary Approach to GPIF Investment Allocation Optimization: A Basic Risk-Return Evaluation Perspective," MPRA Paper, University Library of Munich, Germany, number 124093, Mar.
- Dror, David Mark, 2025, "Mathematical Taxonomy of Health Insurance Models: Conventional Approaches and the Emergent C&C Paradigm," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 315551.
- Mr. Divya Kirti & Akshat V. Singh, 2025, "The Insurer Channel of Monetary Policy," IMF Working Papers, International Monetary Fund, number 2025/054, Mar.
- Huu Nhan DUONG & Jota ISHIKAWA & Katsumasa NISHIDE & S. Ghon RHEE, 2025, "Geopolitical Risk and Corporate Behaviors: Propagation of shocks through global operations," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 25029, Mar.
- Thomas Lejeune & Jolan Mohimont, 2025, "Long-Term Loans and Capital Requirements in Universal Banking: Sectoral Spillovers and Crowding Out Effects," Working Paper Research, National Bank of Belgium, number 474, Apr.
- Marir, Imene & Asma, Salhi, 2024, "Determinants of financial solvency in Algerian insurance companies: an econometric analysis using ardl," MPRA Paper, University Library of Munich, Germany, number 124126, Dec, revised 21 Feb 2025.
- Yuanchen Cai & Pablo Guerron-Quintana, 2025, "Lopsided Interest Rates in International Borrowing Markets," Boston College Working Papers in Economics, Boston College Department of Economics, number 1088, Apr.
- Audi, Marc & Poulin, Marc & Ahmad, Khalil & Ali, Amjad, 2025, "Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective," MPRA Paper, University Library of Munich, Germany, number 124295.
- Ferri, Valentina & Gallo, Giovanni & Scicchitano, Sergio, 2025, "Bankruptcies during Covid-19 in Italy: An interrupted time-series analysis," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1601.