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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
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Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - 2011
Persistent link: https://www.econbiz.de/10009011936
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009012018
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Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009012209
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009012232
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689064
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Value-at-risk for country risk ratings
McAleer, Michael; Da Veiga, Bernardo; Hoti, Suhejla - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689072
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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010
Persistent link: https://www.econbiz.de/10008689075
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GFC-robust risk management strategies under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695591
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Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008695598