Results 141 to 150 of about 569,392 (227)

Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil [PDF]

open access: yes
This paper employs a recently developed parametric technique to obtain density forecasts for the Brazilian exchange rate, using the exchange rate options market.
Benjamin M. Tabak   +2 more
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Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling [PDF]

open access: yes
Monte Carlo simulation is implemented in some of the main models for estimating portfolio credit risk, such as CreditMetrics, developed by Gupton, Finger and Bhatia (1997). As in any Monte Carlo application, credit risk simulation according to this model
Eduardo Saliby   +1 more
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EL CONTROL EXTERNO DE LAS SOCIEDADES PÚBLICAS VASCAS

open access: yesRevista Vasca de Administración Pública, 1996
Cristina Sustacha Duñabeitia
doaj   +1 more source

Información contable de las universidades y su utilidad para los órganos de control externo

open access: yes
Las universidades como instituciones centenarias han experimentado notables cambios desde su origen hasta nuestros días. El binomio docencia-investigación ha caracterizado la naturaleza de su actividad y ha marcado su trayectoria, y aunque ésta sigue ...
González Díaz, Belén
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A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks [PDF]

open access: yes
This article presents an empirical application illustrating the use of a nonparametric frontier model relying on a probabilistic definition of the production frontier.
Geraldo da Silva e Souza   +1 more
core  

Causality and Cointegration in Stock Markets: The Case of Latin America [PDF]

open access: yes
This paper analyzes causality and cointegration relationships among stock markets for Latin America and the United States. Within a simple framework causality and cointegration is tested for Argentina, Brazil, Chile, Colombia, Mexico, Peru, Venezuela and
Benjamin Miranda Tabak   +1 more
core  

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