Report NEP-RMG-2023-03-20

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:

• Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers 2023-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Giovanna Apicella & Enrico G. De Giorgi, 2023. "A Leveraged Gender Gap: The Combined Effect of Longevity Risk (Mis)-Perception and Financial Risk-Taking," Swiss Finance Institute Research Paper Series 23-09, Swiss Finance Institute.
• Stephen Lee, 2022. "Private Real Estate a Diversifier or More?," ERES 2022_20, European Real Estate Society (ERES).
• Martin Hoesli & Louis Johner & Jon Lekander, 2023. "The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence," Swiss Finance Institute Research Paper Series 23-08, Swiss Finance Institute.
• Jonathan Yu-Meng Li, 2023. "Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth," Papers 2302.13979, arXiv.org.
• Chen, Zhenzhu & Li, Li & Tang, Yao, 2023. "Weather, Credit, and Economic Fluctuations: Evidence from China," MPRA Paper 116472, University Library of Munich, Germany.
• Zheng, Jiakun & Couprie, Helene & Hopfensitz, Astrid, 2022. "Collective risk taking by couples: individual vs household risk," MPRA Paper 116537, University Library of Munich, Germany.
• Abu S. Shonchoy & Moogdho M. Mahzab & Towhid I. Mahmood & Manhal Ali, 2023. "Data Driven Contagion Risk Management in Low-Income Countries using Machine Learning Applications with COVID-19 in South Asia," Working Papers 2302, Florida International University, Department of Economics.
• Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2023. "Loan guarantees, bank underwriting policies and financial fragility," Working Paper Series 2782, European Central Bank.
• Garcia-Gomez, Pilar & Koning, Pierre & O'Donnell, Owen & Herl, Carlos Riumallo, 2023. "Selective Exercise of Discretion in Disability Insurance Awards," IZA Discussion Papers 15928, Institute of Labor Economics (IZA).
• Bert Van Roosebeke & Ryan Defina, 2023. "Deposit Insurance in 2023: Global Trends and Key Issues," IADI Research Papers 23-02, International Association of Deposit Insurers.
• Mayer, J. H. & Meinecke, Milena & Fehr, Armin, 2022. "Rethink Forecasting," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 136253, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Alain Coen & Patrick Lecomte & Saadallah Zaiter, 2022. "Macroeconomic risk factors and Chinese FDIs in real estate: Evidence from the Asia-Pacific public real estate markets," ERES 2022_56, European Real Estate Society (ERES).
• Lily Davies & Mark Kattenberg & Benedikt Vogt, 2023. "Predicting Firm Exits with Machine Learning: Implications for Selection into COVID-19 Support and Productivity Growth," CPB Discussion Paper 444, CPB Netherlands Bureau for Economic Policy Analysis.