Outputs (34)

Measuring Market Risk. (2008)
Book
Dowd, K. (2008). Measuring Market Risk. (2nd). John Wiley and Sons

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), 111-138

I 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

Back-Testing Market Risk Models (2008)
Book Chapter
Dowd, K. (2008). Back-Testing Market Risk Models. In F. Fabozzi (Ed.), Handbook of Finance (93-99). Wiley: Hoboken, NJ. https://doi.org/10.1002/9780470404324

Securitization/Life (2008)
Book Chapter
Blake, D., & Dowd, K. (2008). Securitization/Life. In E. Melnick, & B. Everitt (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment (1623-1627). John Wiley and Sons

Default Risk. (2008)
Book Chapter
Dowd, K. (2008). Default Risk. In E. Melnick, & B. Everitt (Eds.), Encyclopedia of Quantitative Risk Assessment and Analysis (476-481). John Wiley and Sons. https://doi.org/10.1002/9780470061596

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

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

It's Time to Abolish Risk-Based Regulation. (2008)
Journal Article
Dowd, K. (2008). It's Time to Abolish Risk-Based Regulation

The GDP Fan Charts: An Empirical Evaluation (2008)
Journal Article
Dowd, K. (2008). The GDP Fan Charts: An Empirical Evaluation. National Institute Economic Review, 203(1), 59-67. https://doi.org/10.1177/00279501082030010801