Report NEP-RMG-2018-09-17

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:

• Doms, Juliane & Gerstmann, Henning & Möller, Markus, 2017. "Modeling Of Dynamic Weather Indexes By Coupling Spatial Phenological And Precipitation Data - A Practical Application In The Context Of Weather Index-based Insurances," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260821, European Association of Agricultural Economists.
• Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," 2018 Meeting Papers 79, Society for Economic Dynamics.
• Cay Oertel & Sven Bienert, 2018. "Quantitative Risk Management in Real Estate – Previous developments, comparative comparision of practices and derivation of an evoluation matrix "," ERES eres2018_197, European Real Estate Society (ERES).
• Charles W. Calomiris & Sophia Chen, 2018. "The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s," NBER Working Papers 24936, National Bureau of Economic Research, Inc.
• HAFNER Christian, & HERWARTZ Helmut, & MAXAND Simone,, 2018. "Identification of structural multivariate GARCH models," LIDAM Discussion Papers CORE 2018020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Mark Paddrik & Peyton Young, 2018. "How Safe are Central Counterparties in Derivatives Markets?," 2018 Meeting Papers 934, Society for Economic Dynamics.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018. "A Residual Bootstrap for Conditional Value-at-Risk," Papers 1808.09125, arXiv.org, revised Aug 2023.
• Faia, Ester & Ottaviano, Gianmarco & Laffitte, Sébastien, 2018. "Foreign Expansion, Competition and Bank Risk," CEPR Discussion Papers 13150, C.E.P.R. Discussion Papers.
• ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2018. "Choice of Invoice Currency and Exchange Rate Risk Management: 2017 Questionnaire Survey with Japanese headquarters (Japanese)," Discussion Papers (Japanese) 18025, Research Institute of Economy, Trade and Industry (RIETI).
• Tobias Adrian & Federico Grinberg & Nellie Liang & Sheheryar Malik, 2018. "The Term Structure of Growth-at-Risk," IMF Working Papers 18/180, International Monetary Fund.
• Huyên Pham & Xiaoli Wei & Chao Zhou, 2021. "Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach," Working Papers hal-01867133, HAL.
• LILI DING & Zhao Xin, 2018. "How to manage risk for the online one-way trading problems?," Proceedings of International Academic Conferences 7708663, International Institute of Social and Economic Sciences.
• Roussy, Caroline & Rider, Aude & Chaib, Karim & Boyet, Marie, 2017. "Marketing Contracts and Risk Management for Cereal Producers," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261106, European Association of Agricultural Economists.
• Deufel, Joe, 2017. "Assessing and Addressing Portfolio Risk," Agricultural Outlook Forum 2017 260526, United States Department of Agriculture, Agricultural Outlook Forum.
• Chatzopoulos, T. & Perez Dominguez, I. & Zampieri, M. & Toreti, A., 2018. "Agricultural commodity market responses to extreme agroclimatic events," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276039, International Association of Agricultural Economists.
• Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 88531, University Library of Munich, Germany, revised 19 Aug 2018.