Report NEP-RMG-2019-11-11

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:

• Jakob de Haan & Zhenghao Jin & Chen Zhou, 2019. "Micro-prudential regulation and banks' systemic risk," DNB Working Papers 656, Netherlands Central Bank, Research Department.
• Maqui, Eduardo & Sydow, Matthias & Gourdel, Régis, 2019. "Investment funds under stress," Working Paper Series 2323, European Central Bank.
• Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
• Joshua V. Rosenberg, 2019. "Thrive in Any Environment: Strengthening Resilience Through Risk Management," Speech 334, Federal Reserve Bank of New York.
• Abootaleb Shirvani & Dimitri Volchenkov, 2019. "A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index," Papers 1911.01826, arXiv.org.
• Yinghui Chen & Lunan Jiang, 2019. "Liquidity Risk and Corporate Bond Yield Spread: Evidence from China," CFDS Discussion Paper Series 2019/9, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• Cristina Arellano & Xavier Mateos-Planas & José-Víctor Ríos-Rull, 2019. "Partial Default," Staff Report 589, Federal Reserve Bank of Minneapolis.
• Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019. "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers 440, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• James B. Bullard, 2019. "Insurance against Downside Risk for the U.S. Economy," Speech 350, Federal Reserve Bank of St. Louis.
• Daniel J. Diroff, 2019. "Bitcoin Coin Selection with Leverage," Papers 1911.01330, arXiv.org, revised Nov 2019.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2019. "Endogenous Leverage and Default in the Laboratory," Staff Reports 900, Federal Reserve Bank of New York.
• Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern, 2019. "Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices," Papers 1911.02067, arXiv.org, revised Nov 2019.
• Kevin J. Stiroh, 2019. "Emerging Issues for Risk Managers," Speech 336, Federal Reserve Bank of New York.
• Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2019. "Risk Management for Sovereign Debt Financing with Sustainability Conditions," Globalization Institute Working Papers 367, Federal Reserve Bank of Dallas.