Catastrophic Risk and Institutional Investors: Evidence from Institutional Trading around 9/11

by Jingran Zhao | Dec 26, 2018 | Catastrophe, Institutional Investors, Investment

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Catastrophic Risk and Institutional Investors: Evidence from Institutional Trading around 9/11 Tags: Catastrophic Risk, Market Crisis and Stability,...

Endogenous Risk-Exposure and Systemic Instability

by Chong Shu | Dec 25, 2018 | Financial Stability, Systemic Risk

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Endogenous Risk-Exposure and Systemic Instability Tags: systemic risks, financial networks, capital regulation, shadow...

Macro Factors in Corporate Bond Credit and Liquidity Spreads

by Biao Guo | Dec 24, 2018 | Asset Pricing, Disclosure, Market Risk

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Macro Factors in Corporate Bond Credit and Liquidity Spreads Tags: Affine Models, Credit Default Swaps, Macroeconomic Variables, Credit Risk,...

Market Risk Disclosure and Crash Risk: Evidence from Textual Analysis

by Zhao Wang | Dec 24, 2018 | Asset Pricing, Disclosure, Market Risk

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Market Risk Disclosure and Crash Risk: Evidence from Textual Analysis Tags: Disclosure, Market Risk, Crash Risk, Latent Dirichlet...

The Time Variation in Risk Appetite and Uncertainty

by Nancy Xu | Dec 22, 2018 | Asset Pricing, Risk Aversion, Statistics

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links The Time Variation in Risk Appetite and Uncertainty Tags: Risk Appetite, Economic Uncertainty, Asset Pricing, Non-Gaussianity, Predictability, High...