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Uncertainty about perceived inflation target and monetary policy
Aoki, Kosuke (contributor); Kimura, Takeshi (contributor) - 2007
Persistent link: https://www.econbiz.de/10003489296
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Uncertainty about perceived inflation target and monetary policy
Aoki, Kosuke (contributor); Kimura, Takeshi (contributor) - 2007
We analyse the interaction between private agents' uncertainty about inflation target and the central bank's data uncertainty. In our model, private agents update their perceived inflation target and the central bank estimates unobservable economic shocks as well as the perceived inflation...
Persistent link: https://www.econbiz.de/10003529538
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Uncertainty About Perceived Inflation Target and Monetary Policy
Aoki, Kosuke - 2016
We analyse the interaction between private agents? uncertainty about inflation target and the central bank's data uncertainty. In our model, private agents update their perceived inflation target and the central bank estimates unobservable economic shocks as well as the perceived inflation...
Persistent link: https://www.econbiz.de/10012991139
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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An alternative method for measuring risk compensation of event jumps
Chen, Shu-hsien; Tsai, Ming-shann; Liao, Fang-ling - In: Applied financial economics letters 4 (2008) 4/6, pp. 355-361
Persistent link: https://www.econbiz.de/10003807793
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A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching - In: International journal of financial research 5 (2014) 3, pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
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The risk-asymmetry index as a new measure of risk
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Multinational finance journal 22 (2018) 3/4, pp. 173-210
Persistent link: https://www.econbiz.de/10012547710
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The effects of uncertainty measures on commodity prices from a time-varying perspective
Huang, Jianbai; Li, Yingli; Zhang, Hongwei; Chen, Jinyu - In: International review of economics & finance : IREF 71 (2021), pp. 100-114
Persistent link: https://www.econbiz.de/10012627764
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Measuring risk information
Smith, Kevin; So, Eric - In: Journal of accounting research 60 (2022) 2, pp. 375-426
Persistent link: https://www.econbiz.de/10013190954
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A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
Gray, Dale F. - 2006
, analyze, and manage macroeconomic risk based on the theory and practice of modern contingent claims analysis (CCA). We … illustrate how to use the CCA approach to model and measure sectoral and national risk exposures, and analyze policies to offset … their potentially harmful effects. This new framework provides economic balance sheets for inter-linked sectors and a risk …
Persistent link: https://www.econbiz.de/10012466024