Narrow search
Showing 1 - 10 of 55,045
Cover Image
Forecasting tail risks : presented at CESifo Area Conference on Macro, Money and International Finance, February 2015
De Nicolò, Gianni; Lucchetta, Marcella - 2015
Reliable early warning signals are essential for timely implementation of macroeconomic and macro-prudential policies. This paper presents an early warning system as a set of multi-period forecasts of indicators of tail real and financial (systemic) risks. Forecasts are obtained from: (a)...
Persistent link: https://www.econbiz.de/10010498601
Cover Image
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Cover Image
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.; Olaniran, Abeeb; Tchankam, Jean Paul - In: Energy economics 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Cover Image
Macro-driven VaR forecasts : from very high to very low-frequency data
Dominicy, Yves; Vander Elst, Harry - 2015
Persistent link: https://www.econbiz.de/10011628481
Cover Image
The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - 2010
Persistent link: https://www.econbiz.de/10010422539
Cover Image
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Ganics, Gergely; Rossi, Barbara; Sekhposyan, Tatevik - 2019
Persistent link: https://www.econbiz.de/10012198314
Cover Image
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Ganics, Gergely; Rossi, Barbara; Sekhposyan, Tatevik - 2019
Persistent link: https://www.econbiz.de/10012169736
Cover Image
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 45, pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Cover Image
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.; Kim, Minjoo; Shin, Yongcheol; Zhang, Qi - In: Journal of financial econometrics 17 (2019) 2, pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Cover Image
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Ganics, Gergely; Rossi, Barbara; Sekhposyan, Tatevik - 2020
Persistent link: https://www.econbiz.de/10012207358