Capital Market Journal

Capital Markets are the cornerstone foundation of economies

How the USA economy could perform in the coming quarters ?

Latest Q1 data from the USA economy have seen a decrease in the rate of GDP expansion in Q1 correlated with a decrease in PCE, consumer spending, while Inflation data have slightly increased with Initial Jobless claims also increasing as…

Forecasting Value-at-Risk under Fat-Tail Distribution Assumptions

Financial Econometrics studies have demonstrated that forecasting Value At Risk under standard normal distribution conditions could lead to underestimation of potential losses, hence of fat tail volatility risk events, other methods to improve Value At Risk forecasting have been studied…