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Independent Safety Controls with Moral Hazard

Feess, Eberhard; Nell, Martin - In: Journal of Institutional and Theoretical Economics (JITE) 158 (2002) 3, pp. 408-408

We analyze the role of liability, insurance, and side payments for independent safety controls with unobservable care levels. By independent safety controls we mean that the accident probability depends on the care levels of two parties, and that the effects of the controls on the accident...

Persistent link: https://www.econbiz.de/10005241791

Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model

McAleer, Michael; Da Veiga, Bernardo - In: Journal of forecasting 27 (2008) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10003738381

Single-index and portfolio models for forecasting value-at-risk thresholds

McAleer, Michael; Da Veiga, Bernardo - In: Journal of forecasting 27 (2008) 3, pp. 217-235

Persistent link: https://www.econbiz.de/10003738590

International evidence on GFC-robust forecasts for risk management under the Basel Accord

McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - In: Journal of forecasting 32 (2013) 3, pp. 267-288

Persistent link: https://www.econbiz.de/10009758640

A decision rule to minimize daily capital charges in forecasting value-at-risk

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: Journal of forecasting 29 (2010) 7, pp. 617-634

Persistent link: https://www.econbiz.de/10008935446