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Dinamicity and unpredictability of emerging markets: an implementation of Goetzamnn and Jorion (1999)
(2015-02-27)
This research is to be considered as an implementation of Goetzmann and Jorion (1999). In order to provide a more realistic scenario, we have implemented a Garch (1,1) approach for the residuals of returns and a multifactor ...
Systemic risk, dollarization, and interest rates in emerging markets: a panel-based approach
(Oxford Univ Press, 2009)
This study investigates the impact of systemic risks and financial dollarization on real interest rates in emerging economies. Higher systemic risks induce both higher real interest rates and increased dollarization. Using ...
Risk assessment of critical patients requiring ambulance transfers
(SOC MEDICA SANTIAGO, 2012)
Background: Secondary transfers of critical patients between hospitals may be associated with risk of death and complications Aim: To determine the risk profile of adults subjected to secondary transfers using the Emergency ...
Country risk for emerging economies: a dynamical index proposal with a case study.
(Sociedade Brasileira de Econometria, 2021)
Political risk in emerging Markets During na Era of Globalization
(Universidade Federal de PernambucoUFPEBrasilPrograma de Pos Graduacao em Ciencia Politica, 2017)
The new hybrid value at risk approach based on the extreme value theory
(Universidad de Chile. Facultad de Economía y Negocios, 2016)
In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions. The ...