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The Benefits of Dynamic Risk Management : Mitigating Downside Risk Without Compromising Long-Term Growth Prospects

Darolles, Serge - 2015

Is it really possible to control for the downside risk when the market environment is in constant evolution? If so … variance and correlation terms are properly taken into account, downside risk can be mitigated without compromising long …

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Vassalou, Maria - 2000

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Vassalou, Maria - In: Journal of financial economics 68 (2003) 1, pp. 47-73

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Vassalou, Maria - 2001

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Terms-of-trade uncertainty and economic growth : are risk indicators significant in growth regressions?

Mendoza, Enrique G. - 1994

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Does uncertainty affect economic growth? : an empirical analysis

Lensink, Robert; Bo, Hong; Sterken, Elmer - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 3, pp. 379-396

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Taylor rules, long-run growth and real uncertainty

Annicchiarico, Barbara; Rossi, Lorenza - In: Economics letters 133 (2015), pp. 31-34

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The role of income uncertainty in the corruption-growth nexus

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Aggregate uncertainty and sectoral productivity growth : The role of credit constraints

Choi, Sangyup; Furceri, Davide; Huang, Yi; Loungani, Prakash - In: Journal of international money and finance 88 (2018), pp. 314-330

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Essays on asset pricing with contagion, endogenous growth, and long-run risk

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