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What drives Bitcoin’s price crash risk? [PDF]
Economics Letters, 2020 We examine the association of the Bitcoin price crash risk with economic uncertainty and behavioral factors. We show that economic uncertainty displays a negative and significant association with Bitcoin price crash risk, indicating that when economic ...
Antonios Kalyvas +2 more
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Carry Trade and Currency Crash Risk
This paper examines the role of currency crash risk in explaining the persistent profitability of carry trades. Focusing on the US Dollar–Turkish Lira market, we construct three forward-looking measures of crash risk: risk reversals, crash probabilities from option-implied distributions, and jump risk from a jump-diffusion model.
Sweder van Wijnbergen, merve Kütük
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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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Crash risk, crash exposure, and the built environment: A conceptual review
Accident Analysis & Prevention, 2020This 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 +2 more
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Crash Risk in General Aviation
JAMA, 2007Noncommercial flights, usually called general aviation, encompass a wide variety of activities, including emergency medical services (EMS), sightseeing, flight training, traffic reporting, aerial surveys, search and rescue, crop dusting, firefighting, logging, recreation, and personal or business use. In this commentary article, the authors examine the
Guohua, Li, Susan P, Baker
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Estimated crash injury risk and crash characteristics for motorsport drivers
Accident Analysis & Prevention, 2020Motorsport crash events are complex and driver restraint systems are unique to the motorsport environment. The National Association for Stock Car Auto Racing, Incorporated (NASCAR®) crash and medical datasets provide an opportunity to assess crash statistics and the relationship between crash characteristics and driver injury.
John P, Patalak +4 more
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Crash sequence based risk matrix for motorcycle crashes
Accident Analysis & Prevention, 2018Considerable research has been conducted related to motorcycle and other powered-two-wheeler (PTW) crashes; however, it always has been controversial among practitioners concerning with types of crashes should be first targeted and how to prioritize resources for the implementation of mitigating actions.
Kun-Feng, Wu +3 more
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Wireless telephones and the risk of road crashes
Accident Analysis & Prevention, 2003In light of the rapidly increasing development of the cell phone market, the use of such equipment while driving raises the question of whether it is associated with an increased accident risk; and if so, what is its magnitude. This research is an epidemiological study on two large cohorts, namely users and non-users of cell phones, with the objective ...
Claire, Laberge-Nadeau +6 more
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Ergonomics in Design: The Quarterly of Human Factors Applications, 2011
Naturalistic driving research involves the instrumentation of vehicles, including video cameras, for the purpose of precisely recording participants as they normally drive as well as in the seconds leading up to crashes and near-crashes. The results provide new insight into driver behavior and performance that cannot be gained through traditional ...
Thomas A. Dingus +2 more
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Naturalistic driving research involves the instrumentation of vehicles, including video cameras, for the purpose of precisely recording participants as they normally drive as well as in the seconds leading up to crashes and near-crashes. The results provide new insight into driver behavior and performance that cannot be gained through traditional ...
Thomas A. Dingus +2 more
openaire +1 more source
Age related changes in drivers' crash risk and crash type
Accident Analysis & Prevention, 1998Age 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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