Results 31 to 40 of about 19,787,344 (336)
Financial, business and trust cycles: the issues of synchronization [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Starting from 1920, the growing body of research has been focused on the role of psychological factors in cycle theories. Mainstream macroeconomic models are insufficient for exploring interaction among economic agents, financial institutions, and the ...
Yuriy Bilan +3 more
doaj +1 more source
Market Efficiencies and Market Risks [PDF]
SSRN Electronic Journal, 2010 In recent years numerous papers constructed or simulated financial markets at an agent level, aiming to explain the non-stationarity of price processes. All such papers agree that the heterogeneity of agents and of pricing models creates a dynamics in terms of pricing models used that explains not only the non-stationarity of price processes, but also ...
openaire +2 more sources
Monthly; Description based on: Feb. 2008; title from PDF caption (viewed on Apr. 14, 2008); at head of title: Ohio.; Harvested from the web on 4/14/08A monthly publication with estimates of employment, earnings, and hours worked in goods-producing and ...
Ohio. Bureau of Labor Market Information.
core +4 more sources
Application of Monte Carlo simulation methods in risk management
Journal of Business Economics and Management, 2007 The paper deals with Monte Carlo simulation method and its application in Risk Management. The author with the help of MATLAB 7.0 introduces new modification of Monte Carlo algorithm aimed at fast and effective calculation of financial organization's ...
Alexander Suhobokov
doaj +1 more source
Confederation debt management since 1970
Swiss Journal of Economics and Statistics, 2019 This paper analyzes the Confederation’s debt management. The Confederation actively manages roll over and interest rate risk by increasing bond maturity with increasing marketable debt-to-GDP levels. It further engages in active but asymmetric, one-sided
Basil Guggenheim +2 more
doaj +1 more source
Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models [PDF]
Финансовый журнал, 2022 Model risk is currently a topic of great interest both to the academic community and to the financial industry; however, there is not yet any generally accepted approach to measuring it as of now.
Andrey Yu. Nevela, Victor A. Lapshin
doaj +1 more source
Major shareholders’ trust and market risk: Substituting weak institutions with trust
, 2020 This study examines the impact of foreign controlling shareholder trust on firm market risk using the two measures of total and idiosyncratic risk. An extensive global sample of 12,496 firm-year observations from 43 countries is employed.
Omneya H. Abdelsalam +3 more
semanticscholar +1 more source
Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations
MathematicsCounterparty risk, which combines market and credit risks, gained prominence after the 2008 financial crisis due to its complexity and systemic implications.
Noureddine Lehdili +2 more
doaj +1 more source
Calculating Value at Risk: DCC-GARCH-Copula Approach [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2020 In this paper, in order to calculate portfolio market risk of 10 selected industries indices in Tehran Stock Exchange, two models of Value Risk (VaR) and Expected shortfall (ES) have been used.
Reza Taleblou, Mohammad Mahdi Davoudi
doaj +1 more source
Financial Market Risk Perceptions and the Macroeconomy*
Quarterly Journal of Economics, 2019 We provide evidence that financial market risk perceptions are important drivers of economic fluctuations. We introduce a novel measure of risk perceptions: the price of volatile stocks (PVSt), defined as the book-to-market ratio of low-volatility ...
Carolin E. Pflueger +2 more
semanticscholar +1 more source