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Carry
Koijen, Ralph S. J. - 2016
risk premia, where carry strategies are commonly exposed to global recession, liquidity, and volatility risks, though none …
Persistent link: https://www.econbiz.de/10013007354
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Measuring Systemic Risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2010
We present a simple model of systemic risk and show how each financial institution’s contribution to systemic risk can … empirically the ability of components of SES to predict emerging systemic risk during the financial crisis of 2007-2009 …
Persistent link: https://www.econbiz.de/10014195837
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Measuring Systemic Risk
Acharya, Viral V. - 2010
We present an economic model of systemic risk and show that each financial institution's contribution to systemic risk … their SES. We demonstrate empirically the ability of components of SES to predict emerging systemic risk during the …
Persistent link: https://www.econbiz.de/10013146618
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Measuring systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2010
Persistent link: https://www.econbiz.de/10008729109
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Measuring systemic risk
Avcharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2012
Persistent link: https://www.econbiz.de/10009512112
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Measuring systemic risk
Archarya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: The review of financial studies 30 (2017) 1, pp. 2-47
Persistent link: https://www.econbiz.de/10011738005
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Mortality risk perceptions : a Bayesian reassessment
Hakes, Jahn K. - In: Journal of risk and uncertainty : JRU 15 (1997) 2, pp. 135-150
Persistent link: https://www.econbiz.de/10001230250
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Conservative versus mean risk assessments : implications for superfund policies
Viscusi, W. Kip - In: Journal of environmental economics and management : … 34 (1997) 3, pp. 187-206
Persistent link: https://www.econbiz.de/10001236509
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Measures of mortality risks
Viscusi, W. Kip - In: Journal of risk and uncertainty : JRU 14 (1997) 3, pp. 213-233
Persistent link: https://www.econbiz.de/10001223894
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Well-Being Measures of Mortality Risks : Life-Cycle Contradictions and Ordinal Index Challenges
Viscusi, W. Kip - 2020
The value of a statistical life (VSL) monetizes the expected loss in well-being associated with the risk of death. The … purposes of estimating the benefits of mortality risk reduction. Compared to ordinal well-being scales, the VSL also offers a …
Persistent link: https://www.econbiz.de/10012847761