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Backtesting value at risk and expected shortfall
Roccioletti, Simona - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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Backtesting Value at Risk and Expected Shortfall
Roccioletti, Simona - 2016 - 1st ed. 2016
Risk measures and their properties -- Elicitability -- Backtesting (VaR and ES) -- Empirical Analysis -- MATLAB code. … particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she …. Contents Risk measures and their properties Elicitability Backtesting (VaR and ES) Empirical Analysis MATLAB code Target Groups …
Persistent link: https://www.econbiz.de/10014018353
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Statistical modelling of temperature risk
Anastasiadou, Zografia; López-Cabrera, Brenda - 2012
temperature dynamics. We study the dynamics of the seasonal variance by implementing quantile and expectile functions with …
Persistent link: https://www.econbiz.de/10010318774
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Productivity and heterogeneous knowledge: Exploring the relationship in a sample of drug developers
Bottazzi, Giulio; Plotnikova, Tatiana - 2010
coherence vs. market coherence and of accumulated knowledge on the productivity of firms differs. Productivity increases with … the number of patents and decreases with the patent diversity and project portfolio coherence. When considering only the …
Persistent link: https://www.econbiz.de/10010270030
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International standards and the WTO TBT Agreement: Improving governance for regulatory alignment
Wijkström, Erik; McDaniels, Devin - 2013
The WTO TBT Agreement obliges governments to use international standards as a basis for regulation, yet leaves a degree of flexibility with respect to the choice of standard, and the manner of its use. This interplay between obligation and flexibility has given rise to tension in various fora of...
Persistent link: https://www.econbiz.de/10010326819
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Trade, testing and toasters : conformity assessment procedures and the TBT Committee
McDaniels, Devin; Karttunen, Marianna - 2016 - Manuscript date: June 2016
Duplication, delays or discrimination in CAPs can significantly increase trade costs, and this risk is reflected in the growing importance of CAPs in WTO discussions and bilateral and regional free trade agreements. This paper conducts an empirical study of the trade issues that WTO Members...
Persistent link: https://www.econbiz.de/10011507636
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On the dynamic effects of global commodities on stock market blocks in Africa
Omane-Adjepong, Maurice; Dramani, John Bosco - In: Applied economics letters 25 (2018) 11, pp. 800-805
Persistent link: https://www.econbiz.de/10012129866
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Why do trade finance gaps persist : does it matter for trade and development?
Auboin, Marc; DiCaprio, Alisa - 2016 - Manuscript date: January 2017
Trade finance shortfalls now appear regularly. Does this matter for trade expansion and economic development in developing countries? Global trade finance has resumed following the 2009 global financial crisis. However, the pattern of recovery has been uneven across countries and categories of...
Persistent link: https://www.econbiz.de/10011584075
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Why do trade finance gaps persist : does it matter for trade and development
Auboin, Marc; DiCaprio, Alisa - 2017
Trade finance shortfalls now appear regularly. Does this matter for trade expansion and economic development in developing countries? Global trade finance has resumed following the 2009 global financial crisis. However, the pattern of recovery has been uneven across countries and categories of...
Persistent link: https://www.econbiz.de/10011645906
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A perfect post-2015 partner? : analysing EU’s development and trade agendas for global development partnership
Stocchetti, Marikki - In: The European journal of development research : journal … 28 (2016) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10011554778