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Model risk
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#	Item
201	Risk Price Dynamics∗ Jaroslav Boroviˇcka Lars Peter Hansen† Mark Hendricks Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:50:54 Mathematical finance Stochastic processes Stochastic calculus Financial economics Markov chain Girsanov theorem Stochastic discount factor Economic model Price elasticity of demand
202	Journal of Banking and Finance. © North-Holland Publishing Company A MODEL OF RESERVES, BANK RUNS, AND DEPOSIT INSURANCE* John BRYANT Federal Reserve Bank of Minneapolis, Minneapolis, MN 55480, USA Add to Reading List Source URL: butterscotchbeausake.com Language: English - Date: 2016-04-09 15:09:33 Economy Money Banking Monetary policy Systemic risk Financial crises Financial markets Deposit insurance Bank run Bank Market liquidity Money creation
203	A Dynamic Quantitative Macroeconomic Model of Bank Runs∗ Elena Mattana† Ettore Panetti‡ First draft: May 2013 Add to Reading List Source URL: www.suerf.org Language: English - Date: 2015-05-02 17:46:21 Economy Money Finance Systemic risk Banking Financial crises Economic bubbles Financial markets DiamondDybvig model General equilibrium theory Bank run Economic equilibrium
204	American Economic Review 2016, 106(2): 436–474 http://dx.doi.orgaerExchange Rates, Interest Rates, and the Risk Premium† By Charles Engel* The uncovered interest parity puzzle concerns the empirica Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2016-02-16 15:37:18 Economy Money Finance International finance Mathematical finance Financial markets Fixed income market Economic puzzles Overshooting model Monetary policy Interest rate Forward premium anomaly
205	HONG KONG INSTITUTE FOR MONETARY RESEARCH ELASTIC ATTENTION, RISK SHARING, AND INTERNATIONAL COMOVEMENTS Wei Li, Yulei Luo and Jun Nie Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2015-12-17 21:46:11 Economics Economy Consumer theory Microeconomics New classical macroeconomics Real business-cycle theory Consumption smoothing Random walk model of consumption Permanent income hypothesis Economic model Labour economics Macroeconomics
206	Asset Pricing in Continuous Time Paul Schneider October 4, 2013 1 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2013-10-07 03:07:57 Economy Mathematical finance Academia Finance Financial economics Financial econometrics Economic model Risk Fabio Mercurio Damiano Brigo
207	Estimating the Tradeoff Between Risk Protection and Moral Hazard - with a Nonlinear Budget Set Model of Health Insurance Add to Reading List Source URL: www.econ.yale.edu Language: English - Date: 2012-10-25 15:03:26
208	RISK MANAGEMENT LEVEL: GradesThis lesson builds conceptual understanding, scientific investigation and practical reasoning while developing and using reading, writing, and mathematics. Add to Reading List Source URL: www.niehs.nih.gov Language: English - Date: 2016-06-16 19:47:18 Actuarial science Risk Academia Prevention Financial risk Risk analysis Security Systems engineering Risk management Finance Economic model Value at risk
209	Preprint manuscript No. (will be inserted by the editor) Aggregation-Robustness and Model Uncertainty of Regulatory Risk Measures Paul Embrechts · Bin Wang · Ruodu Wang Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-09-24 23:39:51 Financial risk Actuarial science Mathematical finance Economy Applied mathematics Finance Expected shortfall Value at risk Coherent risk measure Comonotonicity Risk Diversification
210	When Benchmark Indexes Have Alpha: Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:27 Investment Financial markets Financial services Funds Financial risk FamaFrench three-factor model Investment management Carhart four-factor model Wilshire Index fund Beta Active management

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