Report NEP-RMG-2018-09-24

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:

• Brian P. Hanley, 2018. "The Impact of LIBOR Linked Borrowing to Cover Venture Bank Investment Loans Creates a New Systemic Risk," Papers 1809.01987, arXiv.org, revised Dec 2019.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018. "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series 2018-063, Board of Governors of the Federal Reserve System (U.S.).
• Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018. "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series 224, Leibniz Institute for Financial Research SAFE.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018. "Tail expectile process and risk assessment," TSE Working Papers 18-944, Toulouse School of Economics (TSE).
• Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Market Timing with Moving Averages," Econometric Institute Research Papers EI 2018-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Prehn, Sören & Feil, Jan-Henning, 2017. "Why millers prefer to hedge at the KCBoT and grain elevator operators at the CBoT," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261262, European Association of Agricultural Economists.
• Veeraruna Kavitha & Indrajit Saha & Sandeep Juneja, 2018. "Random Fixed Points, Limits and Systemic risk," Papers 1809.05243, arXiv.org, revised Dec 2021.
• Carrer, Marcelo José & Silveira, Rodrigo Lanna F. & Meirelles De Souza Filho, Hildo, 2017. "Citrus Producers' Choice of Price Risk Management Tools," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258352, Agricultural and Applied Economics Association.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018. "Asset Insulators," NBER Working Papers 24973, National Bureau of Economic Research, Inc.
• Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018. "The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach," CAMA Working Papers 2018-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Luitel, Kishor P. & Adhikari, Shyam & Wright, Andrew P. & Hudson, Michael D. & Knight, Thomas O., 2017. "Believing Yourself: Perceived Risk Taking Behavior and Risk Management Decision of Texas Cotton Farmers," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258242, Agricultural and Applied Economics Association.
• Hiona Balfoussia & Harris Dellas & Dimitris Papageorgiou, 2018. "Loan-to-value ratio limits: an exploration for Greece," Working Papers 248, Bank of Greece.
• Fuller, Kate B. & McIntosh, Christopher S. & Zidack, Nina, 2017. "Preferences and Prevention: Risk Management in Seed Potato Production," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258576, Agricultural and Applied Economics Association.
• Chavas, J.-P. & Li, J., 2018. "The Effects of Private Stocks versus Public Stocks on Food Price Volatility," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 275976, International Association of Agricultural Economists.
• Saha, Kunal, 2018. "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints 181878, ZBW - Leibniz Information Centre for Economics.
• Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers 201858, University of Pretoria, Department of Economics.