Similar Search Results

Systematic risk at the industry level : a case study of Australia

Thang Cong Nguyen; Tan Ngoc Vu; Duc Hong Vo; McAleer, … - In: Risks : open access journal 8 (2020) 2/36, pp. 1-14

conducted to examine if beta, proxied for a systematic risk, should be considered valid in the application of the CAPM at the … rate, inflation, and GDP are examples of systematic risk. Findings from this study indicate that the selection of portfolio … considered as a valid measure of systematic risk. …

Persistent link: https://www.econbiz.de/10012204460

Editorial note : review papers for Journal of Risk and Financial Management (JRFM)

McAleer, Michael - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-2

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully …

Persistent link: https://www.econbiz.de/10011855244

Auf der Suche nach dem schwarzen Schwan : Interview mit Prof. Dr. Jürgen Strohhecker

Strohhecker, Jürgen; Romeike, Frank - In: Risiko-Manager (2009) 4, pp. 18-19

Persistent link: https://www.econbiz.de/10003806291

Special section: advances in financial risk management and economic policy uncertainty

Hammoudeh, Shawkat (ed.); McAleer, Michael (ed.) - 2015

Persistent link: https://www.econbiz.de/10011571814

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - In: International review of economics & finance : IREF 40 (2015), pp. 1-7

Persistent link: https://www.econbiz.de/10011571823

Direct tests of the permanent income hypothesis under uncertainty, inflationary expectations and liquidity constraints

Madsen, Jakob Brøchner; McAleer, Michael - In: Journal of macroeconomics 22 (2000) 2, pp. 229-252

Persistent link: https://www.econbiz.de/10001469483

Consumption, liquidity constraints, uncertainty and temptation : an international comparison

Madsen, Jakob Brøchner; McAleer, Michael - In: Journal of economic psychology : research in economic … 22 (2001) 1, pp. 61-89

Persistent link: https://www.econbiz.de/10001554937

"Systemische Risiken sind (wenn überhaupt) nur schwer zu prognostizieren" : Interview mit Prof. Dr. Michael Hüther, Direktor des Instituts der deutschen Wirtschaft, Köln

Hüther, Michael; Romeike, Frank - In: Risiko-Manager (2009) 19, pp. 20-24

Persistent link: https://www.econbiz.de/10003880767

Structure and asymptotic theory for multivariate asymmetric conditional volatility

McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric reviews 28 (2009) 5, pp. 422-440

Persistent link: https://www.econbiz.de/10003873066

Measuring risk in environmental finance

Hoti, Suhejla; McAleer, Michael; Pauwels, Laurent L. - In: Journal of economic surveys 21 (2007) 5, pp. 970-998

Persistent link: https://www.econbiz.de/10003556396