07310nam 2202173z- 450 991034666070332120231214133529.03-03897-444-7(CKB)4920000000095060(oapen)https://directory.doabooks.org/handle/20.500.12854/58518(EXLCZ)99492000000009506020202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierRisk Measures with Applications in Finance and EconomicsMDPI - Multidisciplinary Digital Publishing Institute20191 electronic resource (536 p.)3-03897-443-9 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.risk assessmentVIXbusiness groupsSHAREasymptotic approximationEuropean stock marketswhole life insurancedynamic hedgingrisk-neutral distributioncooperative banksData Envelopment Analysis (DEA)group-affiliatedearly warning systemfactor modelssmoothing processGMCfalsified productsS&P 500 index optionscredit derivativescorporate sustainabilityterm life insurancerisk managementcrude oilfinancial stabilitysocial efficiencydynamic conditional correlationemerging marketout-of-sample forecastfinancial crisisbinomial treenews releasegreen energyperceived usefulnessBayesian approachtwo-level optimizationprobability of defaultbank riskSYMBOLinformation asymmetryCoVaRprobabilistic cash flowjaponica rice productionbank profitabilityMonte Carlo Simulationsgain-loss ratiocoherent risk measuresMezzanine Financingnational health systemoption valueconscientiousnessonline purchase intentionSlovak enterprisesspot and futures pricesliquidity premiuminstitutional voidsutilityrandom forestsbankruptcyoptimizing financial modelsustainable food security systemdynamic panelco-dependence modellingfinancial performancetime-varying correlationsProject Financingfuture health riskgeneralized autoregressive score functionsvolatility spilloversfinancial riskssimulationslife insuranceemotionfinance riskmarkov regime switchingdiversificationproduction frontier functionGranger causalityhealth riskrisks mitigationreturns and volatilitysadnesslow-income countrythe sudden stop of capital inflowbank failureChina’s food policyobjective health statusIPO underpricingpolarityclimate changestock return volatilitysentiment analysisempirical processfull BEKKstochastic frontier modelperceived ease of usevolatility transmissionopenness to experiencesustainabilitylow carbon targetsquasi likelihood ratio (QLR) testbanking regulationsustainable developmentspecification testingfossil fuelstime-varying copula functiontree structuresmonthly CPI datacoalcartelregular vine copulassustainability of economic recoveryANNEGARCH-mfinancial securityleniency programfinancial hazard mapuncertainty terminationcausal pathstakeholder theorytechnological progressbankinginvestment horizonregression modeltwo-level CES functionjoythe optimal scale of foreign exchange reservecarbon emissionsstochastic volatilityB-splinesself-perceived healthsovereign credit default swap (SCDS)RV5MINutility maximizationcredit riskpolicy simulationsocially responsible investmentportfolio selectionscientific verificationEuropean banking systemrisk-free ratewild bootstrapmedicationinvestment profitabilityAmihud’s illiquidity ratiomultivariate regime-switchinginflation forecastrisk aversionmarket timingneed hierarchy theoryvariancediagonal BEKKconjugate priorriskmoving averagesfinancial riskrisk measuresWong Wing-Keungauth1296145McAleer MichaelauthBOOK9910346660703321Risk Measures with Applications in Finance and Economics3033062UNINA