X
Search Filters
Format Format
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
economics and finance (9) 9
humanities and social sciences (9) 9
economics (6) 6
studies (4) 4
financial crises (3) 3
forecasting techniques (3) 3
2 international (2) 2
business, finance (2) 2
economic crisis (2) 2
economic models (2) 2
financial crisis (2) 2
forecasting (2) 2
leading indicators (2) 2
management (2) 2
monte carlo simulation (2) 2
bankruptcy, liquidation (1) 1
banks, depository institutions, micro finance institutions, mortgages (1) 1
causality (1) 1
component expected shortfall (1) 1
countries (1) 1
crisis (1) 1
currency crises (1) 1
currency crisis (1) 1
dynamic models (1) 1
early warning system (1) 1
econometrics (1) 1
economic conditions (1) 1
economic crises (1) 1
economic forecasts (1) 1
economic statistics (1) 1
economic theory (1) 1
emerging markets (1) 1
exact maximum likelihood (1) 1
false alarms (1) 1
false negative errors (1) 1
financial institutions and services: general (1) 1
financial institutions and services: government policy and regulation (1) 1
financing policy, financial risk and risk management, capital and ownership structure, value of firms, goodwill (1) 1
firm (1) 1
forecasting models (1) 1
forecasting models, simulation methods (1) 1
forecasts and trends (1) 1
foreign exchange (1) 1
generalized method of moments (1) 1
gmm (1) 1
granger non-causality (1) 1
growth (1) 1
heterogeneous (1) 1
high-density region (1) 1
high‐density region (1) 1
impulse-response function (1) 1
international finance forecasting and simulation: models and applications (1) 1
interval forecasts (1) 1
marginal expected shortfall (1) 1
mathematical/quantitative economics (1) 1
measurement techniques (1) 1
models (1) 1
multiple or simultaneous equation models: panel data models, spatio-temporal models (1) 1
multivariate dynamic probit models (1) 1
nested models (1) 1
nonlinear var (1) 1
normal distribution (1) 1
panel data (1) 1
predictive accuracy (1) 1
probabilities (1) 1
probability forecasts (1) 1
risk assessment (1) 1
securities markets (1) 1
selected countries (1) 1
sensitivity-analysis (1) 1
serenity (1) 1
single equation models, single variables: panel data models, spatio-temporal models (1) 1
statistical forecasts (1) 1
systemic risk (1) 1
tests (1) 1
unit-root (1) 1
wald test (1) 1
wald tests (1) 1
yield curves (1) 1
more...
Language Language
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Economic Modelling, ISSN 0264-9993, 07/2012, Volume 29, Issue 4, pp. 1450 - 1460
This paper proposes a very simple test of Granger (1969) non-causality for heterogeneous panel data models. Our test statistic is based on the individual Wald... 
Wald test | Granger non-causality | Panel data | COUNTRIES | GROWTH | UNIT-ROOT | ECONOMICS | Wald tests | Heterogeneous | Economics and Finance | Humanities and Social Sciences
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 01/2015, Volume 50, pp. 575 - 588
•We propose a simple and parsimonious method to identify the SIFIs.•The larger the contribution (CES%), the more systemically important the institution.•CES is... 
Component Expected Shortfall | Marginal Expected Shortfall | Systemic risk | Forecasting | Component expected shortfall | Marginal expected shortfall | BUSINESS, FINANCE | SENSITIVITY-ANALYSIS | ECONOMICS | Economics and Finance | Humanities and Social Sciences
Journal Article
Journal of Forecasting, ISSN 0277-6693, 03/2013, Volume 32, Issue 2, pp. 97 - 110
ABSTRACT This paper proposes a new evaluation framework for interval forecasts. Our model‐free test can be used to evaluate interval forecasts and high‐density... 
high‐density region | GMM | interval forecasts | high-density region | ECONOMICS | MANAGEMENT | Economics and Finance | Humanities and Social Sciences
Journal Article
Finance, ISSN 0752-6180, 2012, Volume 33, pp. 79 - 112
Journal Article
Journal of Banking & Finance, ISSN 0378-4266, 01/2015, Volume 50, p. 575
  This paper proposes a component approach to systemic risk which allows to decompose the risk of the aggregate financial system (measured by Expected... 
Studies | Risk assessment | Measurement techniques | Forecasting techniques | Economic crisis
Journal Article
Journal of banking and finance, ISSN 0378-4266, 01/2015, Volume 50, pp. 575 - 588
This paper proposes a component approach to systemic risk which allows to decompose the risk of the aggregate financial system (measured by Expected Shortfall)... 
Journal Article
Economic Modelling, ISSN 0264-9993, 07/2012, Volume 29, Issue 4, p. 1450
This paper proposes a very simple test of Granger (1969) non-causality for heterogeneous panel data models. Our test statistic is based on the individual Wald... 
Studies | Economic models | Normal distribution | Causality | Monte Carlo simulation
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 10/2014, Volume 30, Issue 4, pp. 1016 - 1029
Traditionally, financial crisis Early Warning Systems (EWSs) have relied on macroeconomic leading indicators when forecasting the occurrence of such events.... 
Dynamic models | Currency crisis | Early warning system | MANAGEMENT | MODELS | FINANCIAL CRISES | ECONOMICS | LEADING INDICATORS
Journal Article
Journal of Forecasting, ISSN 0277-6693, 03/2013, Volume 32, Issue 2, p. 97
  This paper proposes a new evaluation framework for interval forecasts. Our model-free test can be used to evaluate interval forecasts and high-density... 
Studies | Securities markets | Forecasting techniques | Monte Carlo simulation | Generalized method of moments
Journal Article
Emerging Markets Review, ISSN 1566-0141, 2014, Volume 19, pp. 96 - 105
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 01/2014, Volume 30, Issue 4, pp. 1016 - 1029
Traditionally, financial crisis Early Warning Systems (EWSs) have relied on macroeconomic leading indicators when forecasting the occurrence of such events.... 
2 International | Economics and Finance | Humanities and Social Sciences
Journal Article
Finance [Grenoble], ISSN 0752-6180, 01/2012, Volume 33, Issue 1, pp. 79 - 112
In this paper we propose a new tool for backtesting that examines the quality of Value-at-Risk (VaR) forecasts. To date, the most distinguished... 
Journal Article
Finance, ISSN 0752-6180, 2012, Volume 33, Issue 1, pp. 79 - 112
RésuméL'objectif de cet article est de proposer un nouveau test de validation de prévisions de la Value-at-Risk (VaR) fondé sur un modèle de régression... 
Journal Article
Finance, ISSN 0752-6180, 2012, Volume 33, Issue 1, p. 79
Journal Article
2011, Volume forthcoming
This paper proposes a new evaluation framework for interval forecasts. Our model free test can be used to evaluate intervals forecasts and High Density... 
Economics and Finance | Humanities and Social Sciences
Paper
2011, Volume forthcoming
This paper proposes a new evaluation framework for interval forecasts. Our model free test can be used to evaluate intervals forecasts and High Density... 
Economics and Finance | Humanities and Social Sciences
Paper
No results were found for your search.

Cannot display more than 1000 results, please narrow the terms of your search.