risk index

Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence
This paper introduces a novel measure of global macro-financial uncertainty and examines the state-dependent transmission of uncertainty to economic activity.
Preprint Cite Dataset DOI JOURNAL OF INTERNATIONAL MONEY AND FINANCE Research Data
Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence
PRIX – A risk index for global private investors
The purpose of this paper is to create a universal (asset-class-independent) portfolio risk index for a global private investor.
PDF Cite DOI JOURNAL OF RISK FINANCE
PRIX – A risk index for global private investors
Financial Applications of the Mahalanobis Distance
We describe existing and potential financial applications of the Mahalanobis distance.
Cite Slides DOI APPLIED ECONOMICS AND FINANCE