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American Telecommunication Services Sector, Bankruptcy, Credit Risk, WorldCom
Risk Management, Operational Risk, Basel
Financial Institutions, Operational Risk, Data Management, Reference Data, Basel, Risk Management
Risk Management, Value-at-Risk (VaR), Expected Shortfall (ES), Fat-Tails, Stable Paretian distribution, Extreme Value Theory (EVT)
India, China, ICT
Dynamic macroeconomic model, US Telecom industry, Teledensity
Research & Development (R&D), telecommunications industry
foreign exchange rates, equity markets, oil, interest rates, inflation, vector autoregression
Asset pricing, firm size, market capitalization, Markov processes, birth-death processes
Heavy-Tails, Stable Paretian, Drawdown, Value at Risk, Expected Shortfall, Global Markets
Global equity markets, Foreign exchange, Time varying
Global equity markets, Foreign exchange, Minimum Spanning Tree, Clusters, VIX