Reprint
Risk Measures with Applications in Finance and Economics
Edited by
July 2019
536 pages
- ISBN978-3-03897-443-7 (Paperback)
- ISBN978-3-03897-444-4 (PDF)
This book is a reprint of the Special Issue Risk Measures with Applications in Finance and Economics that was published in
Business & Economics
Environmental & Earth Sciences
Social Sciences, Arts & Humanities
Summary
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.<false,>A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.
Format
- Paperback
License
© 2019 by the authors; CC BY-NC-ND license
Keywords
falsified products; medication; health risk; low-income country; regular vine copulas; tree structures; co-dependence modelling; European stock markets; carbon emissions; fossil fuels; crude oil; coal; low carbon targets; green energy; spot and futures prices; Granger causality; volatility spillovers; quasi likelihood ratio (QLR) test; diagonal BEKK; full BEKK; dynamic hedging; socially responsible investment; multivariate regime-switching; time-varying correlations; volatility transmission; conscientiousness; openness to experience; perceived ease of use; perceived usefulness; online purchase intention; dynamic conditional correlation; generalized autoregressive score functions; time-varying copula function; CoVaR; utility; credit derivatives; stochastic volatility; asymptotic approximation; risk aversion; portfolio selection; need hierarchy theory; two-level optimization; variance; coherent risk measures; probability of default; bank risk; banking regulation; SYMBOL; financial stability; China’s food policy; sustainable food security system; japonica rice production; two-level CES function; technological progress; Project Financing; Mezzanine Financing; option value; Monte Carlo Simulations; probabilistic cash flow; optimizing financial model; risks mitigation; investment profitability; financial hazard map; random forests; early warning system; bank failure; B-splines; inflation forecast; monthly CPI data; out-of-sample forecast; the sudden stop of capital inflow; financial security; the optimal scale of foreign exchange reserve; utility maximization; finance risk; liquidity premium; uncertainty termination; investment horizon; Amihud’s illiquidity ratio; factor models; diversification; bank profitability; bank risk; dynamic panel; European banking system; sustainability of economic recovery; Bayesian approach; conjugate prior; cartel; leniency program; policy simulation; S&P 500 index options; gain-loss ratio; risk-neutral distribution; binomial tree; risk management; market timing; moving averages; risk-free rate; returns and volatility; financial risk; bankruptcy; regression model; sustainable development; Slovak enterprises; sentiment analysis; polarity; scientific verification; emotion; joy; sadness; climate change; GMC; VIX; RV5MIN; causal path; ANN; sovereign credit default swap (SCDS); emerging market; markov regime switching; credit risk; risk assessment; risk measures; IPO underpricing; financial crisis; information asymmetry; financial risks; business groups; financial performance; group-affiliated; institutional voids; production frontier function; stochastic frontier model; specification testing; wild bootstrap; smoothing process; empirical process; simulations; stakeholder theory; sustainability; risk; social efficiency; banking; cooperative banks; Data Envelopment Analysis (DEA); corporate sustainability; news release; stakeholder theory; stock return volatility; EGARCH-m; life insurance; term life insurance; whole life insurance; self-perceived health; objective health status; future health risk; SHARE; national health system