Pricing of Rainfall Insurance in India using Gaussian and t Copulas,
Anand Shah,
from Agricultural Economics Society
(2016)
Keywords: Environmental Economics and Policy
Risk-sharing deposits in islamic banks: do interest rates have any influence on them?,
Anam Tariq and Abul Masih,
from University Library of Munich, Germany
(2016)
Keywords: risk-based deposits, Islamic banks, interest rates, dynamic GMM
Credit risk spillover between financials and sovereigns in the euro area during 2007-2015,
Olivier Vergote,
from European Central Bank
(2016)
Keywords: bank-sovereign nexus, contagion, credit risk, feedback loops, Granger causality, spillover
Risk Management of Demand Deposits in a Low Interest Rate Environment,
Hana Dzmuranova,
from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
(2016)
Keywords: asset and liability management, demand deposits, term deposits, liquidity risk, interest rate sensitivity
Revisiting modern portfolio theory,
Paulo Sérgio Tenani,
from FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
(2016)
Systemic Risk in Clearing Houses: Evidence from the European Repo Market,
David Thesmar, Evren Ors, Francois Derrien and Charles Boissel,
from HEC Paris
(2015)
Keywords: repurchase agreement; sovereign debt crisis; LTRO; secured money market lending
Asset encumbrance, bank funding and financial fragility,
Toni Ahnert, Kartik Anand, Prasanna Gai and James Chapman,
from Deutsche Bundesbank
(2016)
Keywords: asset encumbrance, covered bonds, financial fragility, guarantees, rollover risk, wholesale funding
Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants*,
Mehmet Gurdal, Tolga U. Kuzubaþ and Burak Saltoðlu,
from Bogazici University, Department of Economics
(2016)
Bail in or Bail out? The Atlante example from a systemic risk perspective,
Paolo Giudici and Laura Parisi,
from University of Pavia, Department of Economics and Management
(2016)
Risk management of the Vietnamese banking system: A market research survey,
Roman Matousek, Thao Ngoc Nguyen and Chris Stewart,
from School of Economics, Kingston University London
(2016)
Keywords: Banking; Risk Management; Efficiency; Vietnam