Report NEP-RMG-2021-05-17

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-RMG

The following items were announced in this report:

• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021. "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper 107613, University Library of Munich, Germany, revised 02 May 2021.
• Thilini Mahanama & Abootaleb Shirvani & Svetlozar Rachev, 2021. "Global Index on Financial Losses due to Crime in the United States," Papers 2105.03514, arXiv.org.
• Ströbel, Johannes & Giglio, Stefano & Kelly, Bryan, 2020. "Climate Finance," CEPR Discussion Papers 15557, C.E.P.R. Discussion Papers.
• Masaaki Fukasawa & Blanka Horvath & Peter Tankov, 2021. "Hedging under rough volatility," Papers 2105.04073, arXiv.org.
• Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," CEPR Discussion Papers 15473, C.E.P.R. Discussion Papers.
• Víctor González-Jiménez, 2021. "Incentive contracts when agents distort probabilities," Vienna Economics Papers 2101, University of Vienna, Department of Economics.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020. "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers 15610, C.E.P.R. Discussion Papers.
• Irma Alonso & Luis Molina, 2021. "A GPS navigator to monitor risks in emerging economies: the vulnerability dashboard," Occasional Papers 2111, Banco de España.
• Item repec:hok:dpaper:358 is not listed on IDEAS anymore

• Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.
• Axel Pruser & Imre Kondor & Andreas Engel, 2021. "Aspects of a phase transition in high-dimensional random geometry," Papers 2105.04395, arXiv.org, revised Jun 2021.
• Ekta Sikarwar, 2021. "Dynamics of Firm-level exchange rate risk around the world: Evidence from COVID-19," Working papers 408, Indian Institute of Management Kozhikode.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020. "Pricing Currency Risks," CEPR Discussion Papers 15571, C.E.P.R. Discussion Papers.
• Reis, Ricardo, 2021. "The People versus the Markets: A Parsimonious Model of Inflation Expectations," CEPR Discussion Papers 15624, C.E.P.R. Discussion Papers.
• Henrique Guerreiro & Jo~ao Guerra, 2021. "Least squares Monte Carlo methods in stochastic Volterra rough volatility models," Papers 2105.04511, arXiv.org.
• Lancia, Francesco & Russo, Alessia & Worrall, Tim S, 2020. "Optimal Sustainable Intergenerational Insurance," CEPR Discussion Papers 15540, C.E.P.R. Discussion Papers.
• Sarena Goodman & Geng Li & Alvaro Mezza & Lucas Nathe, 2021. "Developments in the Credit Score Distribution over 2020," FEDS Notes 2021-04-30, Board of Governors of the Federal Reserve System (U.S.).