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This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of...

Portfolio credit risk measurement is greatly affected by data constraints, especially when...

One approach to oil markets is to treat oil as an asset, besides its role as a commodity....

In this paper we propose a novel approach to obtain the predictive density of global GDP growth....

Regional integration of Pacific Island countries (PICs) with Australia, New Zealand, and emerging...

There has recently been a proliferation of new quantitative tools as part of various initiatives...