Report NEP-RMG-2016-03-23

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:

• Robert S. Kaplan & Anette Mikes, 2016. "Risk Management—the Revealing Hand," Harvard Business School Working Papers 16-102, Harvard Business School.
• Marcin Chlebus, 2016. "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers 2016-06, Faculty of Economic Sciences, University of Warsaw.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016. "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Wahyoe Soedarmono & Romora Edward Sitorus & Amine Tarazi, 2016. "Bank Charter Value, Systemic Risk and Credit Reporting Systems: Evidence from the Asia-Pacific Region," Working Papers hal-01284976, HAL.
• Dominique Guegan & Bertrand Hassani, 2016. "More Accurate Measurement for Enhanced Controls: VaR vs ES?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281940, HAL.
• Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016. "A Credibility Approach of the Makeham Mortality Law," Post-Print hal-01232683, HAL.
• Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2017. "Impact of dependence on some multivariate risk indicators," Post-Print hal-01171395, HAL.
• Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
• Carlos Castro & Juan S. Ordoñez & Sergio Preciado, 2016. "Network externalities across financial institutions," Documentos de Trabajo 14287, Universidad del Rosario.
• Item repec:bof:bofitp:urn:nbn:fi:bof-201511231444 is not listed on IDEAS anymore

• Robert J. Barro & Gordon Y. Liao, 2016. "Options-Pricing Formula with Disaster Risk," NBER Working Papers 21888, National Bureau of Economic Research, Inc.
• Panteghini, Paolo M. & Vergalli, Sergio, 2016. "Accelerated Depreciation, Default Risk and Investment Decisions," ET: Economic Theory 232220, Fondazione Eni Enrico Mattei (FEEM).
• Beatriz Martínez & Hipòlit Torró, 2016. "Anatomy of Risk Premium in UK Natural Gas Futures," Working Papers 2016.06, Fondazione Eni Enrico Mattei.
• Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281948, HAL.
• Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015. "Financial Soundness Indicators for Financial Sector Stability in Viet Nam," ADB Reports RPT157601-2, Asian Development Bank (ADB).