Report NEP-RMG-2016-04-30

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:

• Regmund, Wesley S. & Martinez, Charles C. & Benavides, Justin R. & Anderson, David P., 2016. "Hedge Effectiveness of Texas Live Cattle," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229781, Southern Agricultural Economics Association.
• Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
• Laeven, Luc & Levine, Ross & Götz, Martin, 2016. "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers 11231, C.E.P.R. Discussion Papers.
• Péter Bauer & Marianna Endrész, 2016. "Modelling Bankruptcy Using Hungarian Firm-Level Data," MNB Occasional Papers 2016/122, Magyar Nemzeti Bank (Central Bank of Hungary).
• Pedersen, Michael, 2015. "Reallocation of Price Risk among Cooperative Members," 2015 Conference, August 9-14, 2015, Milan, Italy 212616, International Association of Agricultural Economists.
• Fuchun Li & Hongyu Xiao, 2016. "Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach," Staff Working Papers 16-21, Bank of Canada.
• Zheng Sun & Ashley W. Wang & Lu Zheng, 2016. "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series 2016-030, Board of Governors of the Federal Reserve System (U.S.).
• Thai Nguyen, 2016. "Optimal investment and consumption with downside risk constraint in jump-diffusion models," Papers 1604.05584, arXiv.org.
• Bahaj, Saleem & Bridges, Jonathan & Malherbe, Frederic & O’Neill, Cian, 2016. "What determines how banks respond to changes in capital requirements?," Bank of England working papers 593, Bank of England.
• Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini, 2016. "Median Response to Shocks: A Model for VaR Spillovers in East Asia," Econometrics Working Papers Archive 2016_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Pelka, Niels & Weber, Ron & Musshoff, Oliver, 2015. "Does weather matter? How rainfall shocks affect credit risk in agricultural micro-finance," 2015 Conference, August 9-14, 2015, Milan, Italy 212617, International Association of Agricultural Economists.
• Mane, Ranjitsinh & Watkins, Bradley, 2016. "Stochastic Analysis of Margin Protection (MP) Crop Insurance in Arkansas Rice Production," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229877, Southern Agricultural Economics Association.
• McDermott,Thomas K.J., 2016. "Investing in disaster risk management in an uncertain climate," Policy Research Working Paper Series 7631, The World Bank.