COVARConsumption Variation
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(18.) Panettieri RA, Jr., Covar R, Grant E, Hillyer EV Bacharier L.
[18] established the Granger causal network of Asian banks through the CoVaR method and found that the correlations of Asian banks generally increase.
En particular se utilizan, ademas de la perdida esperada, dos indicadores de amplio uso en la ingenieria financiera, como lo son el valor en riesgo (VaR) y el valor en riesgo condicional (CoVaR) [2, 6, 16].
Brunnermeier (forthcoming), "CoVaR", American Economic Review.
Verna Covar Buensuceso, director and officer-in-charge for market development at the Department of Tourism (DOT) and overall project director in charge of MFM2015, said 88 exhibitors will be displaying their wares in 165 booths inside the SMX Convention Center in Pasay City.
Conditional value at risk (CoVaR) and marginal expected shortfall (MES) have been proposed as stock return based measures of the systemic risk created by individual financial institutions even though the literature provides no formal hypothesis test for detecting systemic risk.
(The third TCEQ commissioner, Zak Covar, who was previously the agency's executive director, recused himself from the decision.)