Results 1 to 10 of about 24,674,854 (304)
Forecasting with a noncausal VAR model [PDF]
Computational Statistics & Data Analysis, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Henri Nyberg, P. Saikkonen
semanticscholar +6 more sources
Analysis of mean-VaR model for financial risk control
Systems Engineering Procedia, 2012 Financial risk control is a kind of complicated system engineering. This paper studies validity of portfolio investment of the mean-VaR model under holding period condition.
Zhou Sheng, Benshan Shi, Zhongping Wen
exaly +2 more sources
The causal relationship between current account and financial account balance in Western Balkan countries: The case of Serbia [PDF]
Bankarstvo, 2020 The Western Balkans (WB) countries registered an increase in the current account (CA) deficit and net capital inflow in the period before the outbreak of the global financial crisis of 2008. The external debt of these countries has increased.
Kovačević Radovan
doaj +1 more source
Assessing the influence of exchange rate on agricultural commodity export price: evidence from Vietnamese coffee [PDF]
Journal of Economics and Development, 2020 Purpose – The purpose of this paper is to evaluate the influence of VND/USD exchange rate on Vietnamese coffee export price (PVN). Design/methodology/approach – The study uses cointegration test, Granger causality test and vector autoregression (VAR ...
Trung Tuyen Dang +3 more
doaj +1 more source
Asset allocation efficiency from dynamic and static strategies in underfunded pension funds [PDF]
Seonmul yeongu, 2022 This study attempts to conduct a comparative analysis between dynamic and static asset allocation to achieve the long-term target return on asset liability management (ALM).
Chunsuk Park, Dong-Soon Kim, Kaun Y. Lee
doaj +1 more source
Research In International Business and Finance, 2023 This study employs a non-linear framework to investigate the impacts of central bank digital currency (CBDC) news on the financial and cryptocurrency markets.
M. Helmi, A. Çatık, Coşkun Akdeniz
semanticscholar +1 more source
Mortality Forecasting with an Age-Coherent Sparse VAR Model
Risks, 2021 This paper proposes an age-coherent sparse Vector Autoregression mortality model, which combines the appealing features of existing VAR-based mortality models, to forecast future mortality rates.
Hong Li, Yanlin Shi
semanticscholar +1 more source
Pemex: oil price and financial management in the context of elevated fiscal burden [PDF]
Journal of Economics Finance and Administrative Science, 2022 Purpose – The article analyzes how oil price fluctuations are reflected in the management of Petróleos Mexicanos (Pemex) based on its balance sheet (BS) and particularly how oil price fluctuations affect Pemex's corporate income.
Angélica Tacuba
doaj +1 more source
On the appropriateness of inappropriate VaR models [PDF]
Allgemeines Statistisches Archiv, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wolfgang Härdle +2 more
openaire +2 more sources
Contemporary Social Sciences, 2022 Our analysis used the monthly data of the average sales price of commodity houses and stock turnover in the Shenzhen Stock Exchange from January 2016 to December 2020.
Sun Xianchao, Huang Chengjie, Tang Zhou, and Li Xianbin
doaj +1 more source