TY - BOOK ID - 50601661 TI - Risk Measures with Applications in Finance and Economics AU - Wong, Wing-Keung AU - McAleer, Michael PY - 2019 SN - 3038974447 3038974439 PB - MDPI - Multidisciplinary Digital Publishing Institute DB - UniCat KW - risk assessment KW - VIX KW - business groups KW - SHARE KW - asymptotic approximation KW - European stock markets KW - whole life insurance KW - dynamic hedging KW - risk-neutral distribution KW - cooperative banks KW - Data Envelopment Analysis (DEA) KW - group-affiliated KW - early warning system KW - factor models KW - smoothing process KW - GMC KW - falsified products KW - S&P 500 index options KW - credit derivatives KW - corporate sustainability KW - term life insurance KW - risk management KW - crude oil KW - financial stability KW - social efficiency KW - dynamic conditional correlation KW - emerging market KW - out-of-sample forecast KW - financial crisis KW - binomial tree KW - news release KW - green energy KW - perceived usefulness KW - Bayesian approach KW - two-level optimization KW - probability of default KW - bank risk KW - SYMBOL KW - information asymmetry KW - CoVaR KW - probabilistic cash flow KW - japonica rice production KW - bank profitability KW - Monte Carlo Simulations KW - gain-loss ratio KW - coherent risk measures KW - Mezzanine Financing KW - national health system KW - option value KW - conscientiousness KW - online purchase intention KW - Slovak enterprises KW - spot and futures prices KW - liquidity premium KW - institutional voids KW - utility KW - random forests KW - bankruptcy KW - optimizing financial model KW - sustainable food security system KW - dynamic panel KW - co-dependence modelling KW - financial performance KW - time-varying correlations KW - Project Financing KW - future health risk KW - generalized autoregressive score functions KW - volatility spillovers KW - financial risks KW - simulations KW - life insurance KW - emotion KW - finance risk KW - markov regime switching KW - diversification KW - production frontier function KW - Granger causality KW - health risk KW - risks mitigation KW - returns and volatility KW - sadness KW - low-income country KW - the sudden stop of capital inflow KW - bank failure KW - China’s food policy KW - objective health status KW - IPO underpricing KW - polarity KW - climate change KW - stock return volatility KW - sentiment analysis KW - empirical process KW - full BEKK KW - stochastic frontier model KW - perceived ease of use KW - volatility transmission KW - openness to experience KW - sustainability KW - low carbon targets KW - quasi likelihood ratio (QLR) test KW - banking regulation KW - sustainable development KW - specification testing KW - fossil fuels KW - time-varying copula function KW - tree structures KW - monthly CPI data KW - coal KW - cartel KW - regular vine copulas KW - sustainability of economic recovery KW - ANN KW - EGARCH-m KW - financial security KW - leniency program KW - financial hazard map KW - uncertainty termination KW - causal path KW - stakeholder theory KW - technological progress KW - banking KW - investment horizon KW - regression model KW - two-level CES function KW - joy KW - the optimal scale of foreign exchange reserve KW - carbon emissions KW - stochastic volatility KW - B-splines KW - self-perceived health KW - sovereign credit default swap (SCDS) KW - RV5MIN KW - utility maximization KW - credit risk KW - policy simulation KW - socially responsible investment KW - portfolio selection KW - scientific verification KW - European banking system KW - risk-free rate KW - wild bootstrap KW - medication KW - investment profitability KW - Amihud’s illiquidity ratio KW - multivariate regime-switching KW - inflation forecast KW - risk aversion KW - market timing KW - need hierarchy theory KW - variance KW - diagonal BEKK KW - conjugate prior KW - risk KW - moving averages KW - financial risk KW - risk measures UR - https://www.unicat.be/uniCat?func=search&query=sysid:50601661 AB - Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018. ER -