Scenario design for macrofinancial stress testing
Emanuele De Meo
| Year of publication: |
2022
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|---|---|
| Authors: | De Meo, Emanuele |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 16.2022, 4, p. 1-36
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| Subject: | scenario analysis | scenario design | multi-country large Bayesian vector autoregres-sions (VARs) | factor-mimicking portfolios | entropy pooling | Covid-19 | Szenariotechnik | Scenario analysis | Coronavirus | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Entropie | Entropy | Portfolio-Management | Portfolio selection | Welt | World | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2022.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014239844