Copulas in Macroeconomics
(2008)
Journal Article
Dowd, K. (2008). Copulas in Macroeconomics
Outputs (24)
Discussion Forum: The Financial Crisis: Comments from an Islamic Perspectives. (2008)
Journal Article
Ebrahim, M. (2008). Discussion Forum: The Financial Crisis: Comments from an Islamic Perspectives. International Journal of Economics, Management and Accounting, 16(2), 111-138I plan to summarize the discussion of my three eminent colleagues along the following framework (incorporating the Islamic perspective): (i) What is the root cause of the current subprime crisis? (ii) What is the impact of the crisis on the global ec... Read More about Discussion Forum: The Financial Crisis: Comments from an Islamic Perspectives..
The Uniform Price and the Discriminatory Auction with Variable Supply (2008)
Journal Article
Damianov, D. (2008). The Uniform Price and the Discriminatory Auction with Variable Supply
Spectral Risk Measures: Properties and Limitations. (2008)
Journal Article
Dowd, K., Cotter, J., & Sorwar, G. (2008). Spectral Risk Measures: Properties and Limitations. Journal of Financial Services Research, 34(1), 61-75. https://doi.org/10.1007/s10693-008-0035-6
Longevity Risk and the Grim Reaper's Toxic Tail: The Survivor Fan Charts. (2008)
Journal Article
Blake, D., Dowd, K., & Cairns, A. (2008). Longevity Risk and the Grim Reaper's Toxic Tail: The Survivor Fan Charts. Insurance: Mathematics and Economics, 42, 1062-1068
The Exchange Rate Investment Nexus and Exchange Rate Instability: Another Reason for ‘Fear of Floating’ (2008)
Journal Article
Ahmed, H., Hallwood, C. P., & Miller, S. M. (2008). The Exchange Rate Investment Nexus and Exchange Rate Instability: Another Reason for ‘Fear of Floating’
GCC Sovereign Wealth Funds and Their Role in the European and American Markets. (2008)
Journal Article
Asutay, M. (2008). GCC Sovereign Wealth Funds and Their Role in the European and American Markets
Modelling and Management of Mortality Risk: A Review. (2008)
Journal Article
Cairns, A., Blake, D., & Dowd, K. (2008). Modelling and Management of Mortality Risk: A Review. Scandinavian Actuarial Journal, 2008(2-3), 79-113. https://doi.org/10.1080/03461230802173608
The Value of Risk Reporting: A Critical Analysis of Value-at-Risk Disclosures in the Banking Sector. (2008)
Journal Article
Woods, M., Dowd, K., & Humphrey, C. (2008). The Value of Risk Reporting: A Critical Analysis of Value-at-Risk Disclosures in the Banking Sector. International Journal of Financial Services Management, 3(1), 45-64. https://doi.org/10.1504/ijfsm.2008.016698
How Unlucky is 25-Sigma? (2008)
Journal Article
Dowd, K., Cotter, J., Humphrey, C., & Woods, M. (2008). How Unlucky is 25-Sigma?. Journal of portfolio management, 34(4), 76-80. https://doi.org/10.3905/jpm.2008.709984