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2 résultats pour « economics »

The Estimation Risk in Extreme Systemic Risk Forecasts

21 avr. 2023 Autre, systemicrisk, finance, financialcrises, economics, mes

"#systemicrisk measures have been shown to be predictive of #financialcrises and declines in real activity. Thus, forecasting them is of major importance in #finance and #economics. In this paper, we propose a new forecasting method for systemic risk as measured by the marginal expected shortfall (#mes)."

The Road Less Travelled: Keynes and Knight on Probability and Uncertainty

13 juil. 2022 Autre, riskmanagement, risk, probability, uncertainty, frequency, economics, knight, mises, keynes, Quantification des risques

"The possibilities of a Keynesian-Knightian synthesis as a way forward are considered by comparing these signposts. It is argued that, although there is some common ground between Knight and Keynes, there are fundamental differences particularly associated with Keynes’s concept of weight of argument."

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