|
|
|
|
|
Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P...
ver más
|
|
|
|
|
|
|
|
|
|
|
Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
ver más
|
|
|
|
|
|
|
|
|
|
|
John Weirstrass Muteba Mwamba and Sutene Mwambetania Mwambi
This paper investigates the dynamic tail dependence risk between BRICS economies and the world energy market, in the context of the COVID-19 financial crisis of 2020, in order to determine optimal investment decisions based on risk metrics. For this purp...
ver más
|
|
|
|
|
|
|
|
|
|
|
Bastian Klein, Dennis Meissner, Hans-Ulrich Kobialka, Paolo Reggiani
Pág. 1 - 22
Predictive uncertainty (PU) is defined as the probability of occurrence of an observed variable of interest, conditional on all available information. In this context, hydrological model predictions and forecasts are considered to be accessible but yet u...
ver más
|
|
|
|
|
|