This study examined how uncertainty and global risk affect financial markets in emerging economies, focusing on foreign … structural vector autoregression (VAR) models, the research found that increases in Economic Policy Uncertainty (EPU … spreads influence exchange rates, causing currency depreciation. The findings highlight the interconnectedness of uncertainty …

(ii) deliver a significantly improved match between ex ante and ex post forecast uncertainty. According to our estimates …, uncertainty about inflation, output growth and unemployment in the U.S. and the Euro area is higher after correcting for the … survey‐based average uncertainty during the years since the financial and sovereign debt crisis. …

Among many risk assessment techniques, qualitative, semi-quantitative or quantitative, risk matrix is a common tool to … assess risk by allocating frequency and consequence of an accident to one of the pre divided frequency and consequence … categories. However, since there is no standardized way to define these categories, risk matrix with its strength of being …

inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for … measures, resulting from the new model, can be used to implemennt joint risk scenario analysis. …

uncertainty risk on macroeconomics. Then, the high-dimensional DSGE model (DSGE-SV-t) is developed to examine the impact of … uncertainty risk on the transmission mechanism among macroeconomic sectors. The empirical research found that uncertainty risk … stimulus on consumption and private investments is relatively weakened when considering uncertainty risk but is more pronounced …

distributions to measure the uncertainty of the industry index returns (IIR) of Tehran Stock Exchange over the period of 2013 … forecastable component (expected variation) from the best fitted models, we measure the time series of the IIR uncertainty …) model. We find that foreign exchange rate fluctuations have a significant and distinct impact on the IIR uncertainty across …

We propose an approach for jointly measuring global macroeconomic uncertainty and bilateral spillovers of uncertainty … to summarize a variety of uncertainty measures, such as financial-market volatility, economic-policy uncertainty, survey …-forecast-based measures and econometric measures of macroeconomic uncertainty, showing major peaks during both the global financial crisis and …

in the frequency of negative discounting due to increased uncertainty. The results of the study broaden the existing …

making strategic directive decisions. Findings show that uncertainty triggers diversification and that companies tend to move …

. We compare the optimal output levels of regret-averse firms with purely risk- averse firms under uncertainty and firms …Previous studies focused on the comparison of the optimal output levels of regret- averse firms under uncertainty and … firms under certainty. This paper extends the theory by further investigating the effects of regret-aversion on production …