RISK MANAGEMENT Archives - Capital Market Journal

WHAT YOU NEED TO KNOW IF YOU RUN A BUSINESS IN THE UK #economy #econometrics

In this deep dive into the United Kingdom’s macroeconomic landscape, we utilise advanced econometric techniques to estimate the structural drivers of the UK economy. Drawing on data from 1989 Q1 ...through 2026 Q1, we explore the internal mechanics of inflation, growth, and monetary policy
#ukeconomy #macroeconomics #econometrics #DSGE #BayesianStatistics #BayesianInference #MonetaryPolicy #EconomicModeling #QuantitativeEconomics #DataScience #NewKeynesian #economicforecasting #stockmarket #οικονομικά
Listen for Free to The Podcast :
https://open.spotify.com/show/7puiUZxpDb7DT5rYOnIkmk?si=efcc3ea01f304b19
Read for Free and enjoy the Journal with the latest, most important facts you need to know about economics and global markets:
https://capitalmarketjournal.com/la-necessite-universelle-dune-declaration-universelle-des-droits-de-lhomme-plus-complete-et-amelioree/

Educational Disclaimer

This video is produced solely for educational and informational purposes. The content is designed to demystify financial concepts and explore analytical tools for a general audience interested in learning about market dynamics.
Important:
Not Financial Advice: The content presented here, including all data, analysis, models, and strategies discussed, is for illustrative and educational purposes only. It is not intended as financial advice, investment advice, or a recommendation to buy or sell any security or financial product.
Seek Professional Guidance: All investment decisions involve unique risks and should be made in consultation with a qualified, independent financial professional, such as your private banker, financial advisor, or a licensed portfolio manager, who can assess your individual circumstances.
(By accessing this content, you acknowledge and agree that you are responsible for your own investment research and decisions)Show More

WHAT YOU NEED TO KNOW IF YOU RUN A BUSINESS IN THE UK #economy #econometrics

In this deep ...

Cosa e' il VAR ? Modelli Multivariabili dell'economia Italiana #var #italy #economy

This video ...

This video provides an in-depth empirical analysis of the Italian economic system through the lens of Vector Autoregressive (VAR) models. The creator demonstrates how multivariable matrices can be used to ...understand the complex interactions between macro-variables such as GDP, inflation, unemployment, and interest rates. By utilizing data from the last 25 years, the video offers insights into how the public sector influences the private market and how specific shocks—like interest rate hikes—propagate through the economy over time. The "Crowding Out" Effect: The sources highlight that in Italy, more than 50% of the GDP is determined by public spending, which can lead to "crowding out," where the public sector absorbs liquidity that would otherwise benefit private industry and commerce. Monetary Impact: Using Granger causality tests, the video shows that inflation is a significant causal factor for GDP response and a primary driver for the Central Bank's decisions to raise interest rates. Labor Market Dynamics: The analysis reveals a "structural" problem with youth unemployment in Italy, noting that growth in the GDP does not always lead to a decrease in youth unemployment, which contradicts the standard expectations of Okun's Law. Structural Breaks: The creator warns that the 2020 lockdown caused a "structural break" in economic data, leading to large residual errors that make future projections more difficult and less precise.
00:00:00 – Introduction: The philosophy of "knowing that I know nothing" applied to macroeconomics. 00:01:45 – What is a VAR model? Explaining multivariable models, vectors, and system stability. 00:03:15 – The 5 key variables of the Italian economy and the Crowding Out effect. 00:05:00 – Technical Methodology: Determining the 8-quarter lag and minimizing residual errors. 07:30 – Impulse Response Functions: How the GDP responds to shocks in interest rates and inflation. 00:10:00 – Why economic growth in Italy does not necessarily trigger inflation. 00:13:15 – Granger Causality Tests: Identifying which variables statistically drive others. 00:17:20 – Correlation Analysis: Public spending, national debt, and the role of imports. 00:21:40 – The Financial Sector: How ECB rates impact corporate vs. household credit. 00:26:00 – Labor Market Analysis: Youth unemployment vs. total unemployment and the failure of Okun's Law. 00:32:30 – Household Sector: The relationship between salaries, consumption, and family net worth. 00:40:00 – Technical Challenges: Residual errors and structural breaks caused by the 2020 pandemic. 00:42:30 – Conclusion and Preview: Upcoming analysis on AS-AD models and potential GDP.
#Economics #Macroeconomics #Finance #Italy #EconomiaItaliana #PIL #VARmodel #Econometrics #GrangerCausality #Inflation #Unemployment #YouthUnemployment #PublicSpending #CrowdingOut #OkunLaw #StructuralBreak #Oikonomika #οικονομικά

Listen for Free to The Podcast :
https://open.spotify.com/show/7puiUZxpDb7DT5rYOnIkmk?si=efcc3ea01f304b19
Read for Free and enjoy the Journal with the latest, most important facts you need to know about economics and global markets:

https://capitalmarketjournal.com/la-necessite-universelle-dune-declaration-universelle-des-droits-de-lhomme-plus-complete-et-amelioree/

Educational Disclaimer

This video is produced solely for educational and informational purposes. The content is designed to demystify financial concepts and explore analytical tools for a general audience interested in learning about market dynamics.
Important:
Not Financial Advice: The content presented here, including all data, analysis, models, and strategies discussed, is for illustrative and educational purposes only. It is not intended as financial advice, investment advice, or a recommendation to buy or sell any security or financial product.
Seek Professional Guidance: All investment decisions involve unique risks and should be made in consultation with a qualified, independent financial professional, such as your private banker, financial advisor, or a licensed portfolio manager, who can assess your individual circumstances.
(By accessing this content, you acknowledge and agree that you are responsible for your own investment research and decisions)Show More

$296.0 Trillion Derivatives OTC Markets: Anatomy of Systemic Risk in America’s Banking Oligopoly

Jul 2, 2026 capitalmarketsjournal

The Office of the Comptroller of the Currency’s quarterly reports on bank trading and derivatives activities for the fourth quarter…

Financial Research Investment Strategy Macroeconomic Analysis Quantitative Finance RISK MANAGEMENT

An Integrated Multi-Methodological Assessment of Global Equity Markets: Navigating the Late-Cycle Transition

Oct 5, 2025 capitalmarketsjournal

The contemporary financial landscape presents a complex tapestry, one that cannot be accurately interpreted through a single analytical lens. To…

DERIVATIVES LEVERAGE RISK ECONOMETRICS RESEARCH EQUITIES MARKET RISK GARCH MODELS RESEARCH PAPER RISK MANAGEMENT STOCK MARKET BUBBLE SYSTEMIC RISK VaR Forecasting VOLATILITY AND MARKET RISKS Working Paper

Q1 2025 Seasonal Volatility and Stock Market Correction: A Forecasting Analysis

Feb 24, 2025 capitalmarketsjournal

The first quarter of 2025 may bring increased stock market volatility, potentially leading to a market correction. A detailed analysis…

RISK MANAGEMENT Volatility

TECH STOCKS BUBBLE RISK: MARKET INSIGHTS

Feb 21, 2025 capitalmarketsjournal

https://www.youtube.com/watch?v=GIB2koKnN8A

DOLLAR INDEX RISK MANAGEMENT SOLVENCY RISK SYSTEMIC RISK Uncategorized UNITED STATES ECONOMY USD/JPY USDOLLAR VaR VaR Forecasting Volatility VOLATILITY AND MARKET RISKS

What Sparks a -20% Dollar Crash? Analyzing Risks, Scenarios, and Market Reactions!

Feb 18, 2025 capitalmarketsjournal

https://www.youtube.com/watch?v=4K2JOn9sx4U&t=1s

WHAT YOU NEED TO KNOW IF YOU RUN A BUSINESS IN THE UK #economy #econometrics

$296.0 Trillion Derivatives OTC Markets: Anatomy of Systemic Risk in America’s Banking Oligopoly

An Integrated Multi-Methodological Assessment of Global Equity Markets: Navigating the Late-Cycle Transition

Q1 2025 Seasonal Volatility and Stock Market Correction: A Forecasting Analysis

TECH STOCKS BUBBLE RISK: MARKET INSIGHTS

What Sparks a -20% Dollar Crash? Analyzing Risks, Scenarios, and Market Reactions!

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