, suggesting a heightened role for precautionary savings. This paper uses a parameterized small open economy model to quantify the … role of precautionary savings in economies with exhaustible resources, when the only source of uncertainty is the price of … the exhaustible resource. Results show that the precautionary motive can generate sizable external sector savings. When …

We propose a new machine-learning-based approach for forecasting Value-at-Risk (VaR) named CoFiE-NN where a neural … exchange markets. We report that CoFiE-NN outperfoms the conventional EGARCH-t model and the Extreme Value Theory model in … tail risk named tail risk ratio under CoFiE-NN. We discover that the only 20 percent of tail risk dynamics across 22 …

concerns about crypto assets been picked up in systemic risk assessment, and what can be done going forward? In this paper, we …, we propose a country-level Crypto-Risk Assessment Matrix (C-RAM) to summarize the main vulnerabilities, useful indicators … weave in specific vulnerabilities stemming from crypto asset activity into their assessment of systemic risk, and how they …