Asymmetry, realised volatility and stock return risk estimates
In: Portuguese economic journal, Band 11, Heft 2, S. 147-164
ISSN: 1617-9838
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In: Portuguese economic journal, Band 11, Heft 2, S. 147-164
ISSN: 1617-9838
In: Socio-economic planning sciences: the international journal of public sector decision-making, Band 73, S. 100907
ISSN: 0038-0121
The objective of this study is to analyse the effect of a pandemic shock on the well-being of the European population aged 50 or over. Data comes from wave 7 of the Survey of Health, Ageing and Retirement in Europe (SHARE), carried out in 28 countries and representing over 170 million aged individuals in Europe. We start by designing two indicators in order to capture the risk of being unhealthy and economically vulnerable; next, we combine them with socio-demographic information and obtain the vulnerability profiles by means of the k-prototypes clustering algorithm. Subsequently, we design a shock similar to the COVID-19 pandemic and measure its effects on the vulnerability profiles. The results suggest that the average level of economic and health vulnerability is relatively low, although levels differ across European regions, with the most vulnerable being Eastern European countries. It was observed that the shock most affected countries with a greater proportion of individuals initially deemed vulnerable in terms of mental and physical health, as well as countries where tourism and retail sectors are the most vital for their economies. These findings led us to conclude that public policies should be differentiated by European regions, and Governments must establish action plans in order to better meet the physical and mental health needs of their citizens, as well as addressing monetary poverty and financial difficulties.
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The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018. The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: actuarial models; analysis of high frequency financial data; behavioural finance; carbon and green finance; credit risk methods and models; dynamic optimization in finance; financial econometrics; forecasting of dynamical actuarial and financial phenomena; fund performance evaluation; insurance portfolio risk analysis; interest rate models; longevity risk; machine learning and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial markets analysis; optimization in insurance; pricing; probability in actuarial sciences, insurance and finance; real world finance; risk management; solvency analysis; sovereign risk; static and dynamic portfolio selection and management; trading systems. This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.
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In: Elbers , N , Akkermans , A , Soleto Muñoz , H , Fiodorova , A , Grané , A , Tamarit Sumalla , J M , Linde Garcia , A , Patrizi , P , Lepri , G L , Lodi , E , Lāce , I , Vaivoide , L , Deligianni , E , Saripapa , N & Spetsidis , N 2020 , Fair and Appropriate? Compensation of Sexual Violence in EU Member States: Greece, Italy, Latvia, the Netherlands and Spain : Part I: A Survey of State and Offender Compensation . vol. 1 , FAIRCOM .
This is Part I of the reporting of FAIRCOM, a collaboration of partners, both academics and NGO's, in several member states of the European Union. The aim of FAIRCOM is to contribute to justice for victims of sexual crimes in the European Union by improving the possibilities for obtaining compensation (https://sexualviolencejustice.eu/). This Report part I presents the first results of an investigative study on State Compensation and Offender Compensation in the current five partner countries: Greece, Italy, Latvia, the Netherlands and Spain. In the follow-up to this first Report there will also be a Report part II, as well as a Final Report. FAIRCOM is financed by The EU Justice Program (2014-2020).
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Working paper
In: FAIRCOM Report part II, November 2020; https://sexualviolencejustice.eu/
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In: Elbers , N , Akkermans , A , Soleto Muñoz , H , Fiodorova , A , Grané , A , Tamarit Sumalla , J M , Arantegui , L , Patrizi , P , Lepri , G L , Lodi , E , Chirico , D , Lāce , I , Vaivoide , L , Dilba , J , Brekasi , A , Saripapa , N & Spetsidis , N 2020 , Fair and Appropriate? Compensation of Sexual Violence in EU Member States: Greece, Italy, Latvia, the Netherlands and Spain : Part II: State and Offender Compensation: Survey, Good Practices and Recommendations . vol. 2 , FAIRCOM .
This is Part II of the reporting of FAIRCOM, a collaboration of partners, both academics and NGO's, in several member states of the European Union. The aim of FAIRCOM is to contribute to justice for victims of sexual crimes in the European Union by improving the possibilities for obtaining compensation (https://sexualviolencejustice.eu). This Report part II presents the results of an investigative study on State Compensation and Offender Compensation in the current five partner countries: Greece, Italy, Latvia, the Netherlands and Spain. It identifies good practices en offers recommendations. It is the follow-up of the first FAIRCOM Report ('Fair and Appropriate? Part I'). There will also be a Final Report. FAIRCOM is financed by The EU Justice Program (2014-2020).
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In: Informe Nacional España Proyecto RETREAT (March 2, 2021)
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