The paper considers gains from international economic policy coordination when there is uncertainty concerning the … functioning of the world economy, but also learning about the “true” model on the part of policymakers. The paper reports …

time-varying risk. Some work by Abel provided us with the insights needed to produce such formulas. This paper gives a …

assess the interest rate risk carried by a sample of Indian banks in March 2002. We find evidence of substantial exposure to …

of credit risk. ROC analysis is widely used in many fields, but in finance CAP analysis is more common. We compare the … two methods, using as an illustration the ability of the OECD’s country risk ratings to predict whether a country will … generating measures of accuracy that are independent of the choice of diagnostic threshold, such as risk rating. ROC analysis has …