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the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. … and raised economic uncertainty. This book asserts that markets integration have boosted contagion and risk spillovers …
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Chapter 1. Financial Risk Management and Climate Change Risk -- Part 1. Monetary Policy and Financial Risk Management … -- Chapter 2. The Cost of Unconventional Monetary Policy Measures. A Risk Manager's Perspective -- Chapter 3. The Eurosystem … Incorporation of Climate Change Risk in the Eurosystem Monetary Policy Framework and the Decarbonisation of the Corporate Bond …
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Theorems. Subsequently, we explore the gap between the normal distribution and financial risk. This can be traced to a failure …
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We augment a linearized dynamic stochastic general equilibrium (DSGE) model with a tractable endogenous risk mechanism … their conditional distributions. In particular, the model matches the key stylized facts of growth at risk. Accounting for …
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