TY - BOOK ID - 35920 TI - Risk Measures with Applications in Finance and Economics AU - McAleer, Michael AU - Wong, Wing-Keung PY - 2019 SN - 9783038974437 9783038974444 DB - DOAB KW - falsified products KW - medication KW - health risk KW - low-income country KW - regular vine copulas KW - tree structures KW - co-dependence modelling KW - European stock markets KW - carbon emissions KW - fossil fuels KW - crude oil KW - coal KW - low carbon targets KW - green energy KW - spot and futures prices KW - Granger causality KW - volatility spillovers KW - quasi likelihood ratio (QLR) test KW - diagonal BEKK KW - full BEKK KW - dynamic hedging KW - socially responsible investment KW - multivariate regime-switching KW - time-varying correlations KW - volatility transmission KW - conscientiousness KW - openness to experience KW - perceived ease of use KW - perceived usefulness KW - online purchase intention KW - dynamic conditional correlation KW - generalized autoregressive score functions KW - time-varying copula function KW - CoVaR KW - utility KW - credit derivatives KW - stochastic volatility KW - asymptotic approximation KW - risk aversion KW - portfolio selection KW - need hierarchy theory KW - two-level optimization KW - variance KW - coherent risk measures KW - probability of default KW - bank risk KW - banking regulation KW - SYMBOL KW - financial stability KW - China’s food policy KW - sustainable food security system KW - japonica rice production KW - two-level CES function KW - technological progress KW - Project Financing KW - Mezzanine Financing KW - option value KW - Monte Carlo Simulations KW - probabilistic cash flow KW - optimizing financial model KW - risks mitigation KW - investment profitability KW - financial hazard map KW - random forests KW - early warning system KW - bank failure KW - B-splines KW - inflation forecast KW - monthly CPI data KW - out-of-sample forecast KW - the sudden stop of capital inflow KW - financial security KW - the optimal scale of foreign exchange reserve KW - utility maximization KW - finance risk KW - liquidity premium KW - uncertainty termination KW - investment horizon KW - Amihud’s illiquidity ratio KW - factor models KW - diversification KW - bank profitability KW - bank risk KW - dynamic panel KW - European banking system KW - sustainability of economic recovery KW - Bayesian approach KW - conjugate prior KW - cartel KW - leniency program KW - policy simulation KW - S&P 500 index options KW - gain-loss ratio KW - risk-neutral distribution KW - binomial tree KW - risk management KW - market timing KW - moving averages KW - risk-free rate KW - returns and volatility KW - financial risk KW - bankruptcy KW - regression model KW - sustainable development KW - Slovak enterprises KW - sentiment analysis KW - polarity KW - scientific verification KW - emotion KW - joy KW - sadness KW - climate change KW - GMC KW - VIX KW - RV5MIN KW - causal path KW - ANN KW - sovereign credit default swap (SCDS) KW - emerging market KW - markov regime switching KW - credit risk KW - risk assessment KW - risk measures KW - IPO underpricing KW - financial crisis KW - information asymmetry KW - financial risks KW - business groups KW - financial performance KW - group-affiliated KW - institutional voids KW - production frontier function KW - stochastic frontier model KW - specification testing KW - wild bootstrap KW - smoothing process KW - empirical process KW - simulations KW - stakeholder theory KW - sustainability KW - risk KW - social efficiency KW - banking KW - cooperative banks KW - Data Envelopment Analysis (DEA) KW - corporate sustainability KW - news release KW - stakeholder theory KW - stock return volatility KW - EGARCH-m KW - life insurance KW - term life insurance KW - whole life insurance KW - self-perceived health KW - objective health status KW - future health risk KW - SHARE KW - national health system UR - https://www.doabooks.org/doab?func=search&query=rid:35920 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 -