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The macroeconomic shock with the highest price of risk
Pinter, Gabor - 2016
Persistent link: https://www.econbiz.de/10011557416
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Analysis model of GDP dependence on the structural variables
Dumitrescu, Daniel; Anghel, Mădălina Gabriela; … - In: Theoretical and applied economics : GAER review 22 (2015) 4, pp. 151-158
Persistent link: https://www.econbiz.de/10011559513
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A VaR assuming Student t distribution not significantly different from a VaR assuming normal distribution
Xu, Su - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 3, pp. 189-201
Persistent link: https://www.econbiz.de/10011800964
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Using VAR for strategic capacity allocation : an airline perspective
Leon, Steven; Szmerekovsky, Joseph; Tolliver, Denver - In: International journal of services and operations management 21 (2015) 2, pp. 127-149
Persistent link: https://www.econbiz.de/10011380053
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New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks
Lukmanova, Elizaveta; Rabitsch, Katrin - 2018
Persistent link: https://www.econbiz.de/10012041111
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Do VaR exceptions have seasonality? : an empirical study on Indian commodity spot prices
Gupta, Apoorv; Rajib, Prabina - In: IIMB management review 30 (2018) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10012042010
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014232280
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The Czech exchange rate floor: depreciation without inflation?
Baxa, Jaromír; Šestořád, Tomáš - 2019
more than three years. Using a time-varying parameter VAR model with stochastic volatility, we show that this was not …
Persistent link: https://www.econbiz.de/10012005743
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Determinants and forecast of price level in india : a VAR framework
Shah, Cindrella; Ghonasgi, Nilesh - In: Journal of quantitative economics 14 (2016) 1, pp. 57-86
Persistent link: https://www.econbiz.de/10012418189
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Financial uncertainty and real activity : the good, the bad, and the ugly
Caggiano, Giovanni; Castelnuovo, Efrem; Delrio, Silvia; … - In: European economic review : EER 136 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012696703