Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning
Sign Up to like & getrecommendations! Published in 2021 at "Computational Economics"
DOI: 10.1007/s10614-021-10172-z
Abstract: To improve the RMB exchange rate prediction and risk measurement, the RMB exchange rate prediction model is constructed based on deep learning approaches. Value at risk (VaR) risk measurement related data are used, and this… read more here.
Keywords: model; risk measurement; exchange; exchange rate ... See more keywords
The Global Governance of Systemic Risk: How Measurement Practices Tame Macroprudential Politics
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DOI: 10.1080/13563467.2018.1545754
Abstract: ABSTRACT This article explores how systemic risk has been governed at the international level after the financial crisis. While macroprudential ideas have been widely embraced, the policy instruments used to implement them have typically revolved… read more here.
Keywords: risk; governance systemic; systemic risk; global governance ... See more keywords