Results 261 to 270 of about 497,117 (309)
Forecasting Financial Indices [PDF]
, 2013 The main aim of this paper is to use chaos methodology in an attempt to predict the Baltic Dry Indices (BDI, BCI, BPI) using the invariant parameters of the reconstructed strange attractor that governs the system’s evolution. This is the result of the new emerging field in econo-physics which mainly consists of autonomous physic-mathematical models ...
Eleftherios I. Thalassinos +3 more
openaire +1 more source
Financial Conditions Indicator for Brazil [PDF]
, 2017 This paper proposes a methodology for constructing a Financial Conditions Indicator (FCI) based on factor analysis and the approaches of Brave and Butters (2011) and Aramonte et al. (2013). A selected set of variables is used and their information content aggregated into a single index that summarizes the overall financial conditions of the economy ...
Wagner Piazza Gaglianone +1 more
openaire +2 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Data Mining of Corporate Financial Risks: Financial Indicators or Non-Financial Indicators
2009 International Conference on Management and Service Science, 2009Taking 164 ST (Special Treatment) listed companies in China's stock market and 328 paired risk-free companies as samples, this paper, adopting Logistic Multiple Regression Model to do multi-step regression analysis, performs data mining to study the relationship between the relative financial and non-financial indicators and the corporate financial ...
Ping-lin He, Zhong-fu Yu, Jie Tao
openaire +1 more source
Ergodicity of Financial Indices
SSRN Electronic Journal, 2010We introduce the concept of the ensemble averaging for financial markets. We address the question of equality of ensemble and time averaging in their sequence and investigate if these averagings are equivalent for large amount of equity indices and branches.
Thorsten Ruehl, Alexei Kolesnikov
openaire +2 more sources
Indicators of financial development
The North American Journal of Economics and Finance, 1996Abstract Finance long has been described as the “governor” of economic development. Yet there are no agreed indicators of financial development or measures of the efficiency with which finance provides services to other sectors. This paper clarifies the choices by distinguishing price from quantity indicators of financial development.
George M. von Furstenberg +1 more
openaire +1 more source
2006
Abstract A Monetary Conditions Index (MCI), a weighted average of the short-term interest rate and the exchange rate, has commonly been used, at least for open economies, as a composite measure of the stance of monetary policy. The MCI concept is based on empirical findings that inflationary pressures are determined by excess aggregate ...
Charles Goodhart, Boris Hofmann
openaire +1 more source
Abstract A Monetary Conditions Index (MCI), a weighted average of the short-term interest rate and the exchange rate, has commonly been used, at least for open economies, as a composite measure of the stance of monetary policy. The MCI concept is based on empirical findings that inflationary pressures are determined by excess aggregate ...
Charles Goodhart, Boris Hofmann
openaire +1 more source
The indicators of human capital for financial institutions
Expert Systems with Applications, 2010This study examines indicators of measurement and relative weights on key competency in the financial profession. In addition, the study functions as a reference for training in economic, academic, and financial circles. The findings demonstrate that attitude is relatively the most important construct for professional core competency in the financial ...
Kuang-Hsun Shih +3 more
openaire +2 more sources