-- The Credit Market and Economic Activity: Theories on Credit Market, Credit Risk and Economic Activity -- Empirical Tests …: Static Portfolio Theory: CAPM and Extentsions -- Consumption Based Asset Pricing Models -- Asset Pricing Models with … -- Exchange Rate Shocks, Financial Crisis and Output Loss -- International Portfolio and the Diversification of Risk …

Having the high unemployment in Germany in mind, this book discusses how macroeconomic theory has evolved over the past … business cycle theory. It also probes in which direction models may be extended from here. Empirically, the book uses different …

literature dealing with macroeconomic consequences of microeconomic risk management. This book is concerned with the impact of …

Risk measures and their properties -- Elicitability -- Backtesting (VaR and ES) -- Empirical Analysis -- MATLAB code. …In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in … particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she …

increase in systematic risk …