We provide a new measure of sovereign country risk exposure to global sovereign tail risk (SCRE) based on information … monetary policy. We show that our risk exposure variable reacts significantly more than mean (median) CDS spreads to macro …-financial risks. Our results therefore imply that good fundamentals protect countries against sovereign risk especially in times of …

assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence …, this paper attempts to analyse statistical properties of various risk measures in a not normal distribution and provide a … financial blueprint on how to manage risk. It is assumed that using old assumptions of normality alone in a distribution is not …

One of the key components of financial risk management is risk measurement. This typically requires modeling …

entropy. To measure risk, we use value-at-risk and conditional value-at-risk. The results indicate that, except for Tether …, the analyzed cryptocurrencies’ returns exhibited similar patterns of uncertainty and risk. Levels of uncertainty were … close to the maximum values, but high uncertainty is not always associated with high risk. During the pandemic crisis …