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The aim of the paper is to propose a model, namely Delta-Gamma Sensitivity Analysis-Extreme Value Theory (DGSA …. Furthermore, the second leg of the proposed model, Extreme Value Theory (EVT), is a technique to cater for an excess operational …
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Keynesian regime, financial crisis, and Marx's theory / Shinjiro Hagiwara -- 6. The 2008 economic crisis from the perspective of …
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We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...
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