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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2016
Persistent link: https://www.econbiz.de/10011618479
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Untangling real gravity
Klaassen, Franc; Teulings, Rutger - 2017
all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …
Persistent link: https://www.econbiz.de/10011791519
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
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The value of MFN treatment
Ghosh, Madanmohan; Perroni, Carlo; Whalley, John - 1998
Persistent link: https://www.econbiz.de/10000662511
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The 2008 financial crisis and the lack of retaliatory trade intervention
Li, Chunding; Whalley, John - 2016
Persistent link: https://www.econbiz.de/10011431056
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...
Persistent link: https://www.econbiz.de/10010533206
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How do the "GATS-Plus" and "GATS-Minus" characteristics of regional service agreements affect trade in services?
Zhou, Nianli; Whalley, John - 2014
Persistent link: https://www.econbiz.de/10010430663
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Carbon motivated regional trade arrangements : analytics and simulations
Dong, Yan; Whalley, John - 2009
Persistent link: https://www.econbiz.de/10003835473
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Cross country fairness considerations and country implications of alternative approaches to a global emission reduction regime
Tian, Huifang; Shi, Xiaojun; Whalley, John - 2012
Persistent link: https://www.econbiz.de/10009666744