Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [PDF]
In this paper, we investigate the performance of parametric ARCH class models to forecast out-of-sample VaR for two portfolios of Tehran Stock Exchange (TSE) companies (Market portfolio and a portfolio of 50 liquid companies), using a number of ...
شاپور محمدی +2 more
doaj
Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis
This paper investigates the nature of the associations and the potential existence of both short-run and long-run relationships between the stock market indices of Morocco, France, Germany, the United Kingdom, China, and the United States from January ...
Kadiri Hamza +3 more
doaj +1 more source
The asset-backing risk of stablecoin trading: The case of Tether
This article aims to analyse the asset-backing risk of stablecoins, focusing on international accounting standards, classification criteria, and auditing standards and using Tether as a case study. It examines Tether’s issuance, backing, controls, ratios,
Fernández Francisco Javier Jorcano +2 more
doaj +1 more source
The Change of the Monetary Paradigm: Financial Security and Cryptocurrency
This study aims to investigate the economic characteristics of cryptocurrencies and assess the current legal framework regarding the potential to regulate transactions involving cryptocurrencies and other virtual assets.
Mihus Iryna +3 more
doaj +1 more source
Innovation in Financial Health Assessment: Applying MCDM Techniques to Banks in Vietnam
Assessing the financial health of banks is crucial to ensure the stability of the financial system. This is not only a way to safeguard the interests of customers and shareholders but also to prevent inherent risks and ensure reliability in banking ...
Trung Do Duc +3 more
doaj +1 more source
G15 A one year longitudinal study on effectiveness of strategies to engage ‘hard to reach ‘looked after children’: Abstract G15 Table 1 [PDF]
openaire +1 more source
Estradiol and Raloxifene Protect Ovariectomized Mice from Acute Kidney Injury via G Protein-Coupled Estrogen Receptor-Mediated Nuclear Factor Erythroid 2-Related Factor 2/Heme Oxygenase-1 Activation. [PDF]
Wang Y +6 more
europepmc +1 more source
A multi-model genotype × environment interaction analysis discerning phenotypic plasticity of the strong culm trait in rice. [PDF]
Mamidi A +4 more
europepmc +1 more source
Tranexamic acid protects human dermal fibroblasts from D-galactose-induced senescence via the GPR30/MAPK pathway. [PDF]
Lin Y +9 more
europepmc +1 more source

