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Measuring financial risk using extreme value theory: evidence from pakistan
Qayyum, Abdul; Nawaz, Faisal - In: Economics Bulletin 31 (2011) 1, pp. 2-2
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani financial data. It also introduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing financial models for tail related risk measures.
Persistent link: https://www.econbiz.de/10010630276
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Nonlinear Taylor rule for the European Central Bank
Kulikauskas, Darius - In: Economics Bulletin 34 (2014) 3, pp. 1798-1804
a nonlinear Taylor rule (threshold regression) was estimated and compared to a linear benchmark model. The estimation …
Persistent link: https://www.econbiz.de/10010889800
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The relationships between corruption and pollution on corruption regimes
Chang, Shu-Chen; Chang, Teng-yu - In: Economics Bulletin 30 (2010) 3, pp. 1942-1949
-run relationship between pollution and corruption. The goal of the study is to investigate the threshold cointegration effect of …
Persistent link: https://www.econbiz.de/10008539668