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This study evaluates the sensitivity and robustness of the systemic risk measure, Conditional Value-at-Risk (CoVaR … the vine copula and APARCH-DCC in assessing portfolio systemic risk. This advanced approach provides nuanced insights into … strengthening risk management practices. Future research could explore the sensitivity of the CoVaR to diferent weighting schemes …
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-varying risk premium but supports mispricing. In particular, the mispricing prevails across markets …
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(GEF). It examines the degree to which Global Environment Facility (GEF) policies are compatible with the World Bank …'s Forest Strategy. It highlights a number of GEF-specific issues that are significant to forests and to the impact of the World … expanding forest strategy goals into the private sector forest industry. The study advises that the World Bank's partnership …
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