Macro Modelling: From the Financial Crisis to the Long Slump in the EA Werner Roeger (European Commission, DG ECFIN) April 2016

Source URL: www.imfs-frankfurt.de

• Economy
• World economy
• Economic bubbles
• Systemic risk
• Stock market crashes
• Great Recession
• Electronic Arts
• Dynamic stochastic general equilibrium
• Financial crisis of 200708
• Austerity
• Macroeconomic model
• Recession

MandateWire Europe - Consultant: Demand for dynamic asset allocati... http://europe.mandatewire.com/pcConsultant: Demand for dynamic asset allocation strategies on the rise

Source URL: redington.co.uk

• Investment
• Financial services
• Actuarial science
• Funds
• Financial markets
• Investment management
• Asset allocation
• Risk parity
• Dynamic asset allocation
• Hedge fund
• Global macro
• Asset management

CHAPTER 5 5. SPREADSHEET TOOL This chapter belongs to the activities under task 7 of the project. A spreadsheet tool was developed to help signal operation personnel understand how the relative risk (RR) of left turn cra

Source URL: www.lrrb.org

• Spreadsheet
• Macro
• Lane
• User
• Turning

Macro-Finance John H. Cochrane∗ Hoover Institution, Stanford University, and NBER July 28, 2016 Abstract Macro-finance addresses the link between asset prices and economic fluctuations. Many models reflect the same rou

Source URL: faculty.chicagobooth.edu

• Behavioral finance
• Financial risk
• Actuarial science
• Prospect theory
• Microeconomics
• Equity premium puzzle
• Behavioral economics
• Risk aversion
• Isoelastic utility
• Risk
• Precautionary savings
• Finance

Overview: NCCR FINRISK Research Projects Third PhaseProject A1: “Behavioural Finance” / Leader: Thorsten Hens Project A2: “Macro Risk, Capital Flows and Asset Pricing in International Finance” / Lead

Source URL: www.nccr-finrisk.uzh.ch

• Actuarial science
• Financial econometrics
• Finance
• Financial risk management
• Financial risk
• Corporate finance
• Risk management
• Financial economics
• Risk
• Systemic risk

Anna Cieslak conducts research in macro-finance and empirical asset pricing with emphasis on fixed income markets. Her recent work studies the dynamics of the Treasury yield curve, including Treasury risk premia, the beh

Source URL: go.fuqua.duke.edu

Global Pricing of Risk and Stabilization Policies

Source URL: www.imfs-frankfurt.de

• Economy
• Finance
• Money
• Financial risk
• Mathematical finance
• Actuarial science
• Technical analysis
• VIX
• Systemic risk
• Macro risk
• Risk
• Macroprudential regulation

Macro Research & Strategy Countercyclical Indexing The biggest challenge for any investor involves aligning their tolerance for risk with the cyclical nature of the markets. Too many investors fail to balance their act

Source URL: orcamgroup.com

• Investment
• Actuarial science
• Financial risk
• Rebalancing investments
• Risk parity
• Investment management
• Risk
• Asset allocation
• Asset classes

Macro Insights AB-ICI: Capital Outflow Still a Risk Natalia Orlova Dmitry Dolgin (+

Source URL: alfabank.com

PDF - A Taxonomy of Threats for Macro-Catastrophic Risk Management - working paper

Source URL: www.risk.jbs.cam.ac.uk