Keyword: finance & banking

Found 743 papers in total
Long term recovery from mega-disasters: regional and business recovery periods, differential vulnerability, and business continuity
Long term recovery from mega-disasters: regional and business recovery periods, differential vulnerability, and business continuity
2014,
Understanding the underlying variables that contribute to the economic impact of large...
Optimal pricing and ordering policy for an EPQ inventory system with perishable items under partial trade credit financing
Optimal pricing and ordering policy for an EPQ inventory system with perishable items under partial trade credit financing
2014,
Achieving effective coordination among suppliers and retailers has become a pertinent...
A Method of Retail Mortgage Stress Testing: Based on Time-Frame and Magnitude Analysis
A Method of Retail Mortgage Stress Testing: Based on Time-Frame and Magnitude Analysis
2015,
In this study, a non‐stationary Markov chain model and a vector autoregressive...
Forward Rates, Monetary Policy and the Economic Cycle
Forward Rates, Monetary Policy and the Economic Cycle
2015,
The short end of the yield curve incorporates essential information to forecast...
Commodity derivatives pricing with cointegration and stochastic covariances
Commodity derivatives pricing with cointegration and stochastic covariances
2015,
Empirically, cointegration and stochastic covariances, including stochastic...
The determinants of efficiency and productivity in the Swiss insurance industry
The determinants of efficiency and productivity in the Swiss insurance industry
2016,
Using state‐of‐the‐art frontier efficiency methodologies, we...
Introducing and modeling inefficiency contributions
Introducing and modeling inefficiency contributions
2016,
Whilst Data Envelopment Analysis (DEA) is the most commonly used non‐parametric...
Pascal's Wager and Information
Pascal's Wager and Information
2014,
Should we make financial forecasts? The usual answer looks like Pascal's wager: we...
Stock Market Simulation Using Support Vector Machines
Stock Market Simulation Using Support Vector Machines
2014,
The aim of this research was to analyse the different results that can be achieved...
Forecasting Online Auctions via Self-Exciting Point Processes
Forecasting Online Auctions via Self-Exciting Point Processes
2014,
Modeling online auction prices is a popular research topic among statisticians and...
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
2014,
Most pricing and hedging models rely on the long‐run temporal stability of a...
Forecasting Death Rates Using Exogenous Determinants
Forecasting Death Rates Using Exogenous Determinants
2014,
Mortality models used for forecasting are predominantly based on the statistical...
Forecasting Stock Returns: Do Commodity Prices Help?
Forecasting Stock Returns: Do Commodity Prices Help?
2014,
This paper examines the relationship between stock prices and commodity prices and...
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
2014,
In this paper we lay out a two‐region dynamic stochastic general equilibrium...
The Forecasting Performance of a Finite Mixture Regime-Switching Model for Daily Electricity Prices
The Forecasting Performance of a Finite Mixture Regime-Switching Model for Daily Electricity Prices
2014,
Forecasting prices in electricity markets is a crucial activity for both risk...
Efficiency in microfinance: financial and social performance of agricultural credit cooperatives in Bulgaria
Efficiency in microfinance: financial and social performance of agricultural credit cooperatives in Bulgaria
2015,
Efficiency in microfinance requires accounting for a specific ambiguous production...
Combining systemic and non-systemic risk scores
Combining systemic and non-systemic risk scores
2015,
This paper proposes a proportional odds model to combine systemic and...
Stress test for a technology credit guarantee fund based on survival analysis
Stress test for a technology credit guarantee fund based on survival analysis
2015,
A technology credit guarantee policy has been established to provide financial support...
Application of computer simulation for optimising branchless banking opportunities via cell phones
Application of computer simulation for optimising branchless banking opportunities via cell phones
2014,
Mobile financial services (MFS) are a new phenomena in the world of mobile...
Rethinking knowledge hierarchies ‐ bridging the gulf between theory and practice: the case of Frankfurt airport’s billing department
Rethinking knowledge hierarchies ‐ bridging the gulf between theory and practice: the case of Frankfurt airport’s billing department
2015,
This paper examines the value of concrete empirical data in enhancing our...
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
2014,
This article discusses the use of Bayesian methods for inference and forecasting in...
Predictable Return Distributions
Predictable Return Distributions
2015,
Using quantile regression this paper explores the predictability of the stock and bond...
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction
2015,
In multivariate volatility prediction, identifying the optimal forecasting model is...
The world at a crossroads: Financial scenarios for sustainability
The world at a crossroads: Financial scenarios for sustainability
2012,
The global financial system is a major component of our global society. The available...
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