Results 191 to 200 of about 4,043,177 (393)
Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress [PDF]
In this paper, we compare value-at-risk (VaR) and expected shortfall under market stress. Assuming that the multivariate extreme value distribution represents asset returns under market stress, we simulate asset returns with this distribution. With these
Yamai, Yasuhiro, Yoshiba, Toshinao
core
The future of dispute resolution in international trade
Applied Economic Perspectives and Policy, EarlyView.Abstract Given ongoing dysfunction of the World Trade Organization's Appellate Body, the focus of this article is on the future of trade dispute resolution, with evaluation of two questions: (i) What is the current status of WTO dispute resolution as compared to that conducted through existing preferential trade agreements (PTAs)? and (ii) What are the
Ian Sheldon, Daniel C. K. Chow
wiley +1 more source
Risk and Derivative Price [PDF]
We consider an asset market traded three types of assets: the risk–free asset, the market portfolio and derivatives written on the market portfolio return.
Yusuke Osaki
core
Applied Economic Perspectives and Policy, EarlyView.Abstract This paper aims to describe the evolution of firm and industry strategies and to analyze detailed transaction data on the structure of the international grain trading industry. Specifically, data are developed from vessel nominations, and these were used to derive measures of concentration and determine how these change across selected ...
William W. Wilson +2 more
wiley +1 more source
SAGE OpenOur research addresses the gap in investigating how political connections and financial constraints affect asset growth anomalies before and during the Covid-19 pandemic.
Khoa Dang Duong +3 more
doaj +1 more source
Equilibrium term structure relations of risky assets in incomplete markets [PDF]
, 1996 Bernhard Eckwert
openalex +1 more source
A Comparison of Stock Market Mechanism [PDF]
I analyze a static, noisy rational expectations equilibrium model where traders exchange vectors of assets accessing multi-dimensional information under two alternative market structures.
Giovanni Cespa
core
Applied Economic Perspectives and Policy, EarlyView.Abstract This paper employs machine learning to determine which preferential trade agreement (PTA) provisions are relevant to agricultural trade patterns and the factors that may influence their adoption. Utilizing the three‐way gravity model, we apply plug‐in Lasso regularized regression to pinpoint predictive PTA provisions for agricultural trade ...
Stepan Gordeev +3 more
wiley +1 more source
Tariff Risk and International Borrowing with Incomplete Asset Markets [PDF]
, 1996 Michael R. Pakko
openalex +1 more source
Labor shortages and farmer adaptation strategies
Applied Economic Perspectives and Policy, EarlyView.Abstract Labor shortages are a growing challenge for U.S. agricultural producers, but little is known about farmers' adaptation strategies. We estimate the statistical relationship between farm labor shortages and adaptation strategies among California farmers.
Myat Thida Win +2 more
wiley +1 more source