Results 251 to 260 of about 272,910 (298)

The market for crash risk [PDF]

Journal of Economic Dynamics and Control, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Value-at-risk and market crashes [PDF]

The Journal of Risk, 2000
Many popular techniques for determining a securities firm's value-at-risk are based upon the calculation of the historical volatility of returns to the assets that comprise the portfolio and of the correlations between them. One such approach is the JP Morgan RiskMetrics methodology using Markowitz portfolio theory.
Brooks, Chris, Persand, Gita
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Age related changes in drivers' crash risk and crash type

Accident Analysis & Prevention, 1998
Age and gender differences in the rates of crash involvement of Western Australian drivers were examined using the Road Injury Database of the Road Accident Prevention Research Unit at the University of Western Australia. The population examined was all drivers of cars, station wagons and related vehicles involved in property damage, injury and fatal ...
G A, Ryan, M, Legge, D, Rosman
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Reducing young driver crash risk

Injury Prevention, 2002
The future is bright for reducing teen crash risk Given the dominance of private motor vehicles as the primary mode of transportation in the United States, and the country’s long romance with cars and roads, it is not surprising that obtaining a drivers license is an important milestone in the lives of most teenagers.
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Commodity Price Crash Risk and Crash Risk Contagion

Journal of Futures Markets
ABSTRACTIn this study, we propose measures for the risk of commodity price crash. Building on the recent phenomenon of financialization of commodities, we advocate the use of down‐to‐up volatility (DUVOL) and a negative coefficient of skewness (NCSKEW) using 1‐min and daily data, respectively. We find that the crash risk is the highest for natural gas,
Prachi Jain, Debasish Maitra
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Roadway crash risks in recent immigrants

Accident Analysis & Prevention, 2011
Adult immigrants are sometimes characterized as unsafe drivers and responsible for excess road crashes. We analyzed Canada's largest and most ethnically diverse province to assess whether recent immigrants had an increased risk of involvement as drivers in serious motor vehicle crashes.
Donald A, Redelmeier, David, Katz, Hong, Lu, Gustavo, Saposnik   +3 more
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Crash risk, crash exposure, and the built environment: A conceptual review

Accident Analysis & Prevention, 2020
This paper reviews the literature on the relationship between the built environment and roadway safety, with a focus on studies that analyse small geographical units, such as census tracts or travel analysis zones. We review different types of built environment measures to analyse if there are consistent relationships between such measures and crash ...
Louis A, Merlin, Erick, Guerra, Eric, Dumbaugh   +2 more
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Crash risk: How cycling flow can help explain crash data

Accident Analysis & Prevention, 2017
Crash databases are commonly queried to infer crash causation, prioritize countermeasures to prevent crashes, and evaluate safety systems. However, crash databases, which may be compiled from police and hospital records, alone cannot provide estimates of crash risk. Moreover, they fail to capture road user behavior before the crash.
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Pedal cyclists, crash helmets and risk

Public Health, 1991
As a rate per million kilometres travelled, the 'risk' of cycling appears to be high in relation to other forms of transport. Yet, in absolute numbers, there are far fewer cyclist deaths than pedestrian or motor vehicle occupant deaths, and most deaths and serious injuries to pedal cyclists are caused by other road users--principally motor vehicles ...
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Individualistic cultures and crash risk

European Financial Management, 2018
AbstractThis study examines whether individualistic national culture is associated with stock price crash risk (‘crash risk’) for a sample of firms from 36 countries over the period of 1990–2015. We find robust evidence that firms in more individualistic cultural settings exhibit higher future crash risk.
Dang, Tung Lam, Faff, Robert, Luong, Hoang, Nguyen, Lily   +3 more
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