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pt. 1. Migrant labour and 'quality' food products -- pt. 2. Social (un)sustainability of intensive agriculture : migrant labour in supply chains 'under pressure' in Southern Europe -- pt. 3. Restructuring of agri-food systems in Maghreb and Middle-East -- pt. 4. Restructuring of agricultural...
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Purpose – Commodity price volatility and small variations in climate conditions may have an important impact on the creditworthiness of any agricultural project. The evolution of such risk factors is vital for the credit risk analysis of a rural bank. The purpose of this paper is to determine...
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This article extends the parametric portfolio policy approach to optimizing portfolios with a large numbers of assets (Brandt et al. <CitationRef CitationID="CR10">2009</CitationRef>). The proposed approach incorporates unobserved effects into the portfolio policy function. These effects measure the importance of unobserved heterogeneity...</citationref>
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This paper analyzes ΔCoVaR proposed by Adrian and Brunnermeier (2011) as a tool for identifying/ranking systemically important institutions. We develop a test of significance of ΔCoVaR that allows determining whether or not a financial institution can be classified as being systemically...
Persistent link: https://www.econbiz.de/10011042127
Purpose – Commodity price volatility and small variations in climate conditions may have an important impact on the creditworthiness of any agricultural project. The evolution of such risk factors is vital for the credit risk analysis of a rural bank. The purpose of this paper is to determine...
Persistent link: https://www.econbiz.de/10014667639