Affiliation: | 1. Banco Central del Uruguay, J.P. Fabini 777, Montevideo 11100, Uruguay;2. Deutsche Bundesbank, Wilhelm-Epstein-Straße 14, Frankfurt am Main 60431, Germany;1. Finance Center Muenster, University of Muenster, Universitätsstr. 14-16, 48143 Münster, Germany;2. UBS AG, Group Risk Methodology, 8098 Zürich, Switzerland;1. Department of Applied Mathematics and Statistics, SUNY, Stony Brook, NY 11794, USA;2. College of Business, SUNY, Stony Brook, NY 11794, USA;3. FinAnalytica Inc., New York, NY 10017, USA;1. Economics Department, Lancaster University Management School, LA1 4YX, United Kingdom;2. Isenberg School of Management, University of Massachusetts-Amherst, 90 Campus Center Way, 209A Flint Lab, Amherst, MA 01003, United States;3. The University of Kent, Kent Business School, Canterbury, Kent, United Kingdom;1. EconomiX-CNRS, University of Paris Ouest, France;2. Department of Economics, Universidad Nacional de Córdoba, Argentina;3. CONICET, Argentina;4. SALISES, The University of the West Indies, Trinidad and Tobago |