Results 181 to 190 of about 552,943 (355)
Public Debt and Economic Growth: a Granger Causality Panel Data Approach [PDF]
This paper analyses the Granger-causality relationship between the growth of the real GDP per capita and the public debt, here represented by the ratio of the current primary surplus/GDP and the ratio of the gross Government debt/GDP.
António Afonso, Sebastian Hauptmeier
core
Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach
Journal of Forecasting, EarlyView.ABSTRACT Based on a joint quantile and expected shortfall semiparametric methodology, we propose a novel approach to forecasting market risk conditioned to transition risk exposure. This method allows us to forecast two climate‐related financial risk measures called CoClimateVaR$$ CoClimateVaR $$ and CoClimateES$$ CoClimateES $$, being jointly ...
Laura Garcia‐Jorcano +1 more
wiley +1 more source
The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability [PDF]
Debt burden ratio as measured on the aggregate level does not give an adequate assessment of the ability of the household sector to repay its debt. The low level of financial deepening in Poland is primarily reflected in a low percentage of households ...
Dawid, Żochowski +1 more
core +1 more source
Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy
Journal of Forecasting, EarlyView.ABSTRACT We analyze the predictive power of fundamentals versus random walk models for horizons from 1 to 24 months in an emerging market. Specifically, we investigate what fundamentals models outperform random walk during periods of appreciation and depreciation of the exchange rate.
Helder Ferreira de Mendonça +2 more
wiley +1 more source
Debt Ratio, Debt to Equity Ratio, Net Profit Margin and Return Effects on Stock Price Assets
Proceedings of the International Conference on Culture Heritage, Education, Sustainable Tourism, and Innovation Technologies, 2020 Dedek Sriulina Sihombing +1 more
openaire +1 more source
Beyond 2015: Maintaining Ireland’s Public Finances on a Sustainable Path [PDF]
In this note, three mechanical fiscal rules that are designed to maintain a sustainable path for the public finances are examined. Adherence to a strict numerical target for the deficit ratio has a procyclical effect on the economy’s growth rate ...
Cronin, David
core
Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index
Journal of Futures Markets, EarlyView.ABSTRACT This paper develops a discrete‐time joint analytical framework for pricing volatility index (VIX) and VXX options consistently. We show that our framework is more flexible than continuous‐time VXX models as it allows the information contained in the high‐frequency VIX index to be incorporated for the joint pricing of VIX and VXX options, and ...
Shan Lu
wiley +1 more source
PENGARUH FAKTOR KEUANGAN DAN INTENSITAS ASET TETAP TERHADAP KEPUTUSAN PELAPORAN KEUANGAN DAN PAJAK
Profita, 2017 This study is purposed to test empirically the effect of debt ratio, long-term debt ratio, financing deficit and fixed assets intensity on financial and tax reporting decisions.
Ahmad Kamal Jama' +1 more
doaj