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Modeling country risk and uncertainty in small island tourism economies

Hoti, Suhejla; McAleer, Michael; Shareef, Riaz - In: Tourism economics : the business and finance of tourism … 11 (2005) 2, pp. 159-183

Persistent link: https://www.econbiz.de/10003057269

Modelling international tourism demand and uncertainty in Maldives and Seychelles : a portfolio approach

Shareef, Riaz (contributor); McAleer, Michael (contributor) - 2006

Persistent link: https://www.econbiz.de/10003383573

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

Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 40 (2015), pp. 204-216

Persistent link: https://www.econbiz.de/10011573581

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies 8 (2020) 1, pp. 1-51

that suit their risk preferences and behavioral traits predicted from behavioral models. Finally, when EMH, anomalies and …

Persistent link: https://www.econbiz.de/10013199649

Risk Modelling and Management: An Overview

Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013

papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The … papers cover the following topics: currency hedging strategies using dynamic multivariate GARCH, risk management of risk … under the Basel Accord: A Bayesian approach to forecasting value-at-risk of VIX futures, fast clustering of GARCH processes …

Persistent link: https://www.econbiz.de/10010326135

GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies

Jimenez-Martin, Juan-Angel; McAleer, Michael; Amaral, … - 2013

In this paper we provide further evidence on the suitability of the median of the point VaR forecasts of a set of models as a GFC-robust strategy by using an additional set of new extreme value forecasting models and by extending the sample period for comparison. These extreme value models...

Persistent link: https://www.econbiz.de/10010326321

Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments

Hoiti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - Departament d'Economia Aplicada, Facultat de Ciències … - 2005

As U.S. Treasury securities carry the full faith and credit of the U.S. government, they are free of default risk. Thus …, their yields are risk-free rates of return, which allows the most recently issued U.S. Treasury securities to be used as a …

Persistent link: https://www.econbiz.de/10005827745

Risk Spillovers in Oil-Related CDS, Stock and Credit Markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - Department of Economics and Finance, College of … - 2011

This paper examines risk transmission and migration among six US measures of credit and market risk during the full … price. There are more long-run equilibrium risk relationships and short-run causal relationships among the four oil … long run and also leads in the risk discovery process in the short run. On the other hand, the CDS spread of the highly …

Persistent link: https://www.econbiz.de/10009002352