Report NEP-RMG-2017-08-20

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:

• Kubitza, Christian & Regele, Fabian, 2017. "Persistence of insurance activities and financial stability," ICIR Working Paper Series 30/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• David E. Giles & Qinlu Chen, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
• Deli, Yota D. & Hasan, Iftekhar, 2017. "Real effects of bank capital regulations : Global evidence," Research Discussion Papers 23/2017, Bank of Finland.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017. "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers 012, Department of Economics, Chemnitz University of Technology, revised Jul 2017.
• Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US : Evidence from corporate loan data," Research Discussion Papers 18/2017, Bank of Finland.
• John Kandrac & Bernd Schlusche, 2017. "The Effect of Bank Supervision on Risk Taking : Evidence from a Natural Experiment," Finance and Economics Discussion Series 2017-079, Board of Governors of the Federal Reserve System (U.S.).
• Wright, Joshua, 2017. "To what extent does income predict an individual’s risk profile in the UK (2012- 2014)," MPRA Paper 80757, University Library of Munich, Germany.
• Jonathan W. Leland & Mark Schneider, 2017. "Risk Preference, Time Preference, and Salience Perception," Working Papers 17-16, Chapman University, Economic Science Institute.
• Berdin, Elia & Gründl, Helmut & Kubitza, Christian, 2017. "Rising interest rates, lapse risk, and the stability of life insurers," ICIR Working Paper Series 29/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Benjamin Davies & Richard Watt, 2017. "Bundling and Insurance of Independent Risks," Working Papers in Economics 17/05, University of Canterbury, Department of Economics and Finance.
• Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017. "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia 1009, Banco de la Republica de Colombia.
• Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2017. "Systemic Risk in Financial Systems: a feedback approach," Working Papers Series 461, Central Bank of Brazil, Research Department.
• Xiaobai Zhu & Mary Hardy & David Saunders, 2017. "Valuation of a Bermudan DB underpin hybrid pension benefit," Papers 1708.04281, arXiv.org.