Report NEP-RMG-2014-11-28

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Žikeš, Filip & Baruník, Jozef, 2014. "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," FinMaP-Working Papers 20, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Banterle, Alessandro & Vandone, Daniela, 2013. "Price Volatility and Risk Management: The Case of Rice," 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria 164766, International European Forum on System Dynamics and Innovation in Food Networks.
• Bayer, Frank & Bioly, Sascha, 2014. "Supply Chain Risk Management in der Industrie - am Beispiel der Metall- und Elektroindustrie," ild Schriftenreihe 41, FOM Hochschule für Oekonomie & Management, Institut für Logistik- & Dienstleistungsmanagement (ild).
• FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013. "Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model," MPRA Paper 59852, University Library of Munich, Germany.
• Shawn J. McCoy & Randall P. Walsh, 2014. "W.U.I. on Fire: Risk, Salience & Housing Demand," NBER Working Papers 20644, National Bureau of Economic Research, Inc.
• Capitani, Daniel Henrique Dario & Mattos, Fabio & Xavier, Carlos E. O., 2014. "Effectiveness marketing strategies and risk measurement in the sugarcane industry," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170270, Agricultural and Applied Economics Association.
• TALARICO, Luca & SÖRENSEN, Kenneth & SPRINGAEL, Johan, 2014. "A large neighbourhood metaheuristic for the risk-constrained cash-in-transit vehicle routing problem," Working Papers 2014024, University of Antwerp, Faculty of Business and Economics.
• Petra Andrlíková, 2014. "Is Barrier version of Merton model more realistic? Evidence from Europe," Working Papers IES 2014/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2014.
• Baumeister, Christiane & Kilian, Lutz, 2014. "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series 466, Center for Financial Studies (CFS).
• Baruník, Jozef & Vácha, Lukáš, 2014. "Realized wavelet-based estimation of integrated variance and jumps in the presence of noise," FinMaP-Working Papers 16, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014. "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers 2014-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kyunghun Kim & Srobona Mitra, 2014. "Real and Financial Vulnerabilities from Crossborder Banking Linkages," IMF Working Papers 14/136, International Monetary Fund.
• Hanming Fang, 2014. "Insurance Markets for the Elderly," NBER Working Papers 20549, National Bureau of Economic Research, Inc.
• Fan, Qin & Davlasheridze, Meri, 2014. "Evaluating the Effectiveness of Flood Mitigation Policies in the U.S," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169399, Agricultural and Applied Economics Association.
• Gabriel Desgranges & Celine Rochon, 2014. "Optimal Maturity Structure of Sovereign Debt in Situation of Near Default," IMF Working Papers 14/168, International Monetary Fund.
• Jiang, Jingze & Marsh, Thomas L. & Tozer, Peter R., 2014. "Price Volatility Transmission: Linking the U.S. Crude Oil, Corn and Plastics Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 168901, Agricultural and Applied Economics Association.