Keyword: finance & banking

Found 743 papers in total
Forecasting the movement direction of exchange rate with polynomial smooth support vector machine
Forecasting the movement direction of exchange rate with polynomial smooth support vector machine
2013,
It is a very interesting topic to forecast the movement direction of financial time...
The optimal operational risk capital requirement by applying the advanced measurement approach
The optimal operational risk capital requirement by applying the advanced measurement approach
2013,
The purpose of this paper is to construct a risk quantification model to achieve the...
A spreadsheet life cycle analysis and the impact of Sarbanes–Oxley
A spreadsheet life cycle analysis and the impact of Sarbanes–Oxley
2012,
Past studies show that only a small percent of organizations implement and enforce...
A BSDE approach to risk‐based asset allocation of pension funds with regime switching
A BSDE approach to risk‐based asset allocation of pension funds with regime switching
2012,
An asset allocation problem of a member of a defined contribution (DC) pension fund is...
Pattern recognition for evaluator errors in a credit scoring model for technology‐based SMEs
Pattern recognition for evaluator errors in a credit scoring model for technology‐based SMEs
2012,
A credit scoring model for technology‐based small and medium enterprises...
A research to identify knowledge orientation in Indian commercial banks
A research to identify knowledge orientation in Indian commercial banks
2011,
One unique approach to identify knowledge orientation has been outlined in this...
Variational inequalities in stock loan models
Variational inequalities in stock loan models
2012,
This paper develops variational inequality approach to establish optimal stopping...
Forecasting time-varying covariance with a robust Bayesian threshold model
Forecasting time-varying covariance with a robust Bayesian threshold model
2011,
This paper proposes a robust multivariate threshold vector autoregressive model with...
Ranking the predictive performances of value‐at‐risk estimation methods
Ranking the predictive performances of value‐at‐risk estimation methods
2012,
We introduce a ranking model and a complementary predictive ability test statistic to...
Supply Chain Finance enabled early pay: unlocking trapped value in B2B logistics
Supply Chain Finance enabled early pay: unlocking trapped value in B2B logistics
2012,
Recent breakthroughs in Business‐to‐Business (B2B) trade have...
Centralized resource planning and Yardstick competition
Centralized resource planning and Yardstick competition
2013,
Multidivisional and decentralized firms often operate inefficiently. In most cases,...
Rationalising inefficiency: Staff utilisation in branches of a large Canadian bank
Rationalising inefficiency: Staff utilisation in branches of a large Canadian bank
2013,
In this paper we consider staffing decisions in branches of a large Canadian bank. The...
Predicting the Direction of the Fed's Target Rate
Predicting the Direction of the Fed's Target Rate
2012,
Predicting the direction of central banks' target interest rates is important for...
Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan
Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan
2007,
For the problem of estimation of Money demand model of Pakistan, money supply (M1)...
What is the right cash conversion cycle for your supply chain?
What is the right cash conversion cycle for your supply chain?
2011,
Supply chain finance is undergoing a transformation. Supply chains are often so...
Two‐warehouse inventory model for deteriorating items: a study with shortages under inflation and time value of money
Two‐warehouse inventory model for deteriorating items: a study with shortages under inflation and time value of money
2011,
In this study, a two‐warehouse inventory model for deteriorating items with...
Interrelating operational and financial performance measurements in a multiproduct inventory system
Interrelating operational and financial performance measurements in a multiproduct inventory system
2011,
Financial supply chain management and working capital management are increasingly...
The role of financial sector competition for monetary policy
The role of financial sector competition for monetary policy
2012,
In this paper, we examine the impact of competition in the banking industry on...
A modified structural model for credit risk
A modified structural model for credit risk
2011,
In this paper, we modify classical structural models such as the Black–Cox model...
Forecasting customer behaviour in a multi‐service financial organisation: A profitability perspective
Forecasting customer behaviour in a multi‐service financial organisation: A profitability perspective
2012,
This paper proposes a novel approach to the estimation of Customer Lifetime Value...
Research Note–A Multilevel Analysis of the Effect of Group Appropriation on Collaborative Technologies Use and Performance
Research Note–A Multilevel Analysis of the Effect of Group Appropriation on Collaborative Technologies Use and Performance
2012,
This study develops a comprehensive model to predict and explain the use of...
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
2006,
Most existing dynamic term structure models assume that interest rate derivatives are...
Empirical Evidence on Capital Investment, Growth Options, and Security Returns
Empirical Evidence on Capital Investment, Growth Options, and Security Returns
2006,
Growth in capital expenditures conditions subsequent classification of firms to...
Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans
Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans
2006,
I exploit sharply nonlinear funding rules for defined benefit pension plans in order...
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