Showing 1 - 10 of 14,238
Is it really possible to control for the downside risk when the market environment is in constant evolution? If so … variance and correlation terms are properly taken into account, downside risk can be mitigated without compromising long …
Persistent link: https://www.econbiz.de/10013037556
Persistent link: https://www.econbiz.de/10003315521
Persistent link: https://www.econbiz.de/10008664857
Persistent link: https://www.econbiz.de/10010197666
Persistent link: https://www.econbiz.de/10012602492
Persistent link: https://www.econbiz.de/10011781224
Persistent link: https://www.econbiz.de/10014634019
I develop a framework of the build-up and outbreak of financial crises in an asymmetric information setting. In equilibrium, two distinct economic states arise endogenously: normal times – periods of modest investment, and booms – periods of expansionary investment. Normal times occur when...
Persistent link: https://www.econbiz.de/10012960899
I develop a framework of the buildup and outbreak of financial crises in an asymmetric information setting. In equilibrium, two distinct economic states arise endogenously: “normal times,” periods of modest investment, and “booms,” periods of expansionary investment. Normal times occur...
Persistent link: https://www.econbiz.de/10012914217
This article describes the construction of an open-source growth-at-risk (GaR) model. The model provides a flexible … repository, aims to foster an understanding of macrofinancial risk factors both in advanced and emerging economies. …
Persistent link: https://www.econbiz.de/10013393355