G2TT

浏览/检索结果: 共3条,第1-3条 帮助

已选(0)清除 条数/页:   排序方式:
DP16443 Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade 智库出版物
2021
作者:  Giancarlo Corsetti;  Anna Lipinska;  Giovanni Lombardo
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
international risk sharing  Asymmetry  Fat tails  Welfare  
DP15926 Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 智库出版物
2021
作者:  Juan Antolin-Diaz;  Thomas Drechsel;  Ivan Petrella
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Nowcasting  Daily economic index  Dynamic factor models  Real-time data  Bayesian methods  Fat tails  
Leverage causes fat tails and clustered volatility. 智库出版物
2012
作者:  Thurner S;  Farmer JD;  Geanakoplos J
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Clustered vulnerability  Crash  Fat tails  Leverage  Margin calls  Systemic risk