Report NEP-RMG-2023-10-30

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:

• Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023. "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics 119289, London School of Economics and Political Science, LSE Library.
• Dietmar Pfeifer, 2023. "Ein neuer Ansatz zur Frequenzmodellierung im Versicherungswesen (A new Approach to frequency modeling in risk theory)," Papers 2309.04483, arXiv.org.
• S. M. Masrur Ahmed, 2023. "Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis," Papers 2309.09094, arXiv.org, revised Sep 2023.
• Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," EconomiX Working Papers 2023-28, University of Paris Nanterre, EconomiX.
• Lee, David, 2023. "Modeling Collateralization and Its Economic Significance," MPRA Paper 118678, University Library of Munich, Germany.
• Flavin, Thomas & Sheenan, Lisa, 2023. "Can Green Bonds be a Safe Haven for Equity Investors?," QBS Working Paper Series 2023/06, Queen's University Belfast, Queen's Business School.
• Sheenan, Lisa, 2023. "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series 2023/05, Queen's University Belfast, Queen's Business School.
• Cavallo, Eduardo A. & Fernández-Arias, Eduardo, 2022. "The Risk of External Financial Crisis," IDB Publications (Working Papers) 12539, Inter-American Development Bank.
• Sujan Lamichhane, 2023. "Default Risk and Transition Dynamics with Carbon Shocks," IMF Working Papers 2023/174, International Monetary Fund.
• Valencia, Oscar & Parra, Diego A. & Díaz, Juan Camilo, 2022. "Assessing Macro-Fiscal Risk for Latin American and Caribbean Countries," IDB Publications (Working Papers) 12482, Inter-American Development Bank.
• Zhaobo Zhu & Wenjie Ding & Yi Jin & Dehua Shen, 2023. "Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach," Post-Print hal-04194180, HAL.
• Benjamin Enke & Cassidy Shubatt, 2023. "Quantifying Lottery Choice Complexity," NBER Working Papers 31677, National Bureau of Economic Research, Inc.
• Liu, Yan, 2023. "Essays on credit rating agencies in China," Other publications TiSEM b54b3315-1185-48b8-aaf8-8, Tilburg University, School of Economics and Management.
• Stark, Oded, 2023. "Can altruism lead to a willingness to take risks?," Discussion Papers 338674, University of Bonn, Center for Development Research (ZEF).