The international CAPM and a wavelet-based decomposition of value at risk

Business & Economics

• Value at Risk 100%
• Wavelets 53%
• Decomposition 51%
• Capital Asset Pricing Model 47%
• Time Scales 41%
• Investors 27%
• Stock Index 23%
• Stock Market 16%
• Marginal Value 14%
• Exchange Rate Risk 14%
• Investment Horizon 14%
• Market Portfolio 13%
• Asset Pricing 12%
• Emerging Countries 11%
• Time Horizon 11%
• World Market 11%
• Latin America 10%
• Emerging Economies 9%
• Short-run 8%
• Integrated 6%
• Methodology 5%

Mathematics

• Capital Asset Pricing Model 77%
• Value at Risk 62%
• Wavelets 40%
• Stock Index 35%
• Time Scales 31%
• Decompose 29%
• Horizon 24%
• Market 23%
• Asset Pricing 18%
• Exchange rate 16%
• Stock Market 15%
• Long-run 13%
• Methodology 8%
• Line 7%

Social Sciences

• investor 18%
• time 12%
• stock market 12%
• world market 11%
• pricing 9%
• Latin America 7%
• assets 7%
• economy 5%
• market 5%
• methodology 4%