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This book presents a state-of-the-art evaluation of the benefits and costs of behind-the-border services reform. It introduces new, second-generation methods for quantifying regulatory barriers and applies those methods to a wide range of services sectors ¡ª financial, infrastructure and...
Persistent link: https://www.econbiz.de/10011118311
The National Basketball Association (NBA) is widely recognized as an entertaining and innovative league whose teams play regular season and postseason games in packed arenas at home and away sites in the United States and Canada. This book discusses the development, growth, and success of the...
Persistent link: https://www.econbiz.de/10008773991
In the estimation of risk measures such as Value at Risk and Expected shortfall relatively short estimation windows are typically used rendering the estimation error a possibly non-negligible component. In this paper we build upon previous results for the Value at Risk and discuss how the...
Persistent link: https://www.econbiz.de/10010564003
In general, the properties of the conditional distribution of multiple period returns do not follow easily from the one-period data generating process. This renders computation of Value-at-Risk and Expected Shortfall for multiple period returns a non-trivial task. In this paper we consider some...
Persistent link: https://www.econbiz.de/10005198007
In this note it is argued that the estimation error in Value-at-Risk predictors gives rise to underestimation of portfolio risk. We propose a simple correction and find in an empirical illustration that it is economically relevant.
Persistent link: https://www.econbiz.de/10005651967
applications of wavelets in economics and finance. This book is the first to provide a comprehensive application of wavelet … analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of this … post-graduates in a variety of disciplines ¡ª applied economics, financial engineering, international finance, financial …
Persistent link: https://www.econbiz.de/10011156367
</li> </ul> </li> </ul> <br> <b>Readership:</b> Students, academics, researchers, finance professionals, regulators and policy …
Persistent link: https://www.econbiz.de/10011010985
The phenomenal worldwide development over the past decade of Islamic banking and finance is drawing much attention to … policy advisors, and come from institutions such as CIMB, Kuwait Finance House, OCBC Bank and PricewaterhouseCoopers, among …
Persistent link: https://www.econbiz.de/10008691684
managerial and financial decisions. Based on fundamental principles of accounting and finance like time value of money and after … accessible manner, this book can be read by students of finance and accounting courses, business professionals and general public …
Persistent link: https://www.econbiz.de/10010727650
economists in China to help readers understand the latest developments in economics and finance and integrate them with China …>(Jean-Jacques Laffont)</i></li> <li>The Rising of Behavior Finance <i>(Robert J Shiller)</i></li> <li>The Framework of the Retirement Risk …>Readership:</b> Advanced undergraduates and graduate students in Economics and Finance; experts researching Economics and Finance, especially …
Persistent link: https://www.econbiz.de/10011122722