. These tools are illustrated with longitudinal data for Argentina in the 1995-2002 period, which is well suited for this type …

important source of consumption risk as two thirds of households are involved in some level of agricultural production. For … South Africa, we focus on labor market risk proxied by transitions from formal employment to informal work or unemployment …

The aim of this paper is to provide an application of the Shapley Value to decompose financial portfolio risk …. Decomposing the sample covariance risk measure yields relative measures, which enable securities of a portfolio to be classified … according to risk scales. …

magnitude of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper …

performance and risk very differently, especially for companies with significant exposure to changes in fair values of financial … 2005 to 2006, and test the risk-relevance of these different volatility measures. We find that for the average bank, the … rate risk, is more closely associated with comprehensive income volatility than either net income volatility or fair value …

françaises durant la période 2005-2006 et testons le « risk-relevance » de ces trois mesures. Nous démontrons que la volatilité … performance and risk very differently, especially for companies with significant exposure to changes in fair values of financial … 2005 to 2006, and test the risk-relevance of these different volatility measures. We find that for the average bank, the …

magnitude of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper …