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Measurement of extreme market risk : insights from a comprehensive literature review
Chakraborty, Gourab; Chandrashekhar, G. R.; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24
value theory (EVT) followed closely by the filtered historical simulation (FHS) are highly accurate methodologies. In …
Persistent link: https://www.econbiz.de/10013183970
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Economic Volatility, Banks’ Risk Accumulation and Systemic Risk
He, Wenjia; He, Wenjing; Xu, Dandan; Yue, Pengpeng - 2023
Preventing systemic risk from the perspective of bank risk accumulation has been widely researched and supported. This study focuses on the impact of economic volatility on bank risk accumulation and systemic risk. Using the proportion of non-core liabilities as the bank's risk accumulation...
Persistent link: https://www.econbiz.de/10014355289
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GARCH analyses of risk and uncertainty in the theories of the interest rate of Keynes and Kalecki
Gabrisch, Hubert - 2021
-form GARCH-in-mean model assigned to six globally leading financial markets. The obtained results support Keynes's theory - the …
Persistent link: https://www.econbiz.de/10012424659
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Baryonic Beta Dynamics : An Econophysical Model of Systematic Risk
Chen, James Ming - 2018
the most troubling anomalies and puzzles in finance, including abnormal returns on small-cap and value stocks, the low …
Persistent link: https://www.econbiz.de/10012932305
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The Role of Risk to the International Controlled Transactions
Challoumis, Constantinos - 2018
This paper is about the impact of risks on the controlled transactions procedures. The thing is that the controlled transactions are made by international companies to avoid high tax rates, but at the same time these companies have to face the international commercial risks. Therefore, the...
Persistent link: https://www.econbiz.de/10012911889
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The Economic Consequences of G L S Shackle's Ignorance of Keynes's Theory of Probability, Uncertainty, and Decision Making
Brady, Michael Emmett - 2017
Persistent link: https://www.econbiz.de/10012974099
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The Continuing Relevance of Keynes's Philosophical Thinking : Reflexivity, Complexity, and Uncertainty
Davis, John B. - 2016
complexity theory, and shows that Keynes employed an understanding of reflexivity in both his philosophical and economic thinking …. This argument is first developed in terms of his moral science conception of economics and General Theory beauty contest …
Persistent link: https://www.econbiz.de/10012977985
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Estimating Risk Preferences in the Field
Barseghyan, Levon - 2018
models of risk preferences — including both expected utility (EU) theory and non-EU models — that have been estimated using …
Persistent link: https://www.econbiz.de/10012935670
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Rationality Under Uncertainty : Classic and Current Criticisms of the Bayesian Viewpoint
Zappia, Carlo - 2018
At least since Leonard Savage’s extension of von Neumann and Morgenstern’s expected utility, rational choice theory has … been interpreted as a theory prescribing what individuals should do in any decision context, ranging from certainty to risk … Savage’s theory totally anticipated today’s criticism …
Persistent link: https://www.econbiz.de/10014112406