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Items where Subject is "G - Financial Economics > G1 - General Financial Markets > G17 - Financial Forecasting and Simulation"

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Number of items at this level: 144.

A

Abounoori, Abbas Ali and Mohammadali, Hanieh and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): Comparative study of static and dynamic neural network models for nonlinear time series forecasting.

Ahmadov, Vugar and Huseynov, Salman and Mammadov, Fuad and Karimli, Tural (2015): Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması.

Alexandre, Michel and Antônio Silva Brito, Giovani and Cotrim Martins, Theo (2017): Default contagion among credit modalities: evidence from Brazilian data.

Arayssi, Mahmoud (2013): Price Drivers and Investment Strategies of Gold. Published in: The Business Review Cambridge , Vol. 22, No. 1 (May 2014): pp. 87-92.

B

BEKHALED, Aicha and DADENE, Abdelghani and CHIKHI, Mohamed (2014): اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011. Published in: El-Bahith Review No. 14 (2014): pp. 260-274.

BOUSALAM, Issam and HAMZAOUI, Moustapha and ZOUHAYR, Otman (2016): Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation.

Barnett, William and Chauvet, Marcelle and Leiva-Leon, Danilo and Su, Liting (2016): Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates.

Barnett, William and Chauvet, Marcelle and Leiva-Leon, Danilo and Su, Liting (2016): The credit-card-services augmented Divisia monetary aggregates.

Barnett, William and Su, Liting (2016): Risk adjustment of the credit-card augmented Divisia monetary aggregates.

Bell, Peter (2017): Example of a Rising NPV Profile for a Mining Project.

Bonga-Bonga, Lumengo and Mwamba, Muteba (2015): A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models.

Bos, Frits and Teulings, Coen (2013): Short and long-term forecasting by the Netherlands Bureau for Economic Policy Analysis (CPB): science, witchcraft, or practical tool for policy? Published in: OECD Journal on Budgeting , Vol. 1, No. 2013 (2013): pp. 45-56.

Bukvić, Rajko and Pavlović, Radica and Gajić, Aleksandar (2017): Static and Dynamic Indicators in the Analysis of Internal Sources of Companies’ Investments Financing. Published in: Journal of Modern Accounting and Auditing , Vol. 13, No. 3 (2017): pp. 108-120.

Bunčák, Tomáš (2013): Jump Processes in Exchange Rates Modeling.

Buła, Rafał (2012): Aspekty metodyczne szacowania wymiaru fraktalnego finansowych szeregów czasowych. Published in: Młodzi Naukowcy dla Polskiej Nauki , Vol. 2, No. 9 (2012): pp. 192-200.

Buła, Rafał (2012): Wpływ kryzysu finansowego na oszacowania wykładnika Hursta - analiza fraktalna cen wybranych metali. Published in: Gospodarka rynkowa w warunkach kryzysu (2012): pp. 312-323.

Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.

Byrne, Joseph and Fu, Rong (2016): Stock Return Prediction with Fully Flexible Models and Coefficients.

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): Exchange Rate Predictability in a Changing World.

Bławat, Bogusław (2012): High Frequency Trading and the Warsaw Stock Exchange Fees' Structure - Preliminary Examination. Forthcoming in:

C

Chowdhury, Tasnim and Datta, Rajib and Mohajan, Haradhan (2013): Green finance is essential for economic development and sustainability. Published in: International Journal Of Research In Commerce, Economics & Management , Vol. 3, No. 10 (3 November 2013): pp. 104-108.

CHIKHI, Mohamed (2017): Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange.

Cakir, Murat (2001): Credit Derivatives in Managing Off Balance Sheet Risks by Banks.

Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.

Chen, Shiu-Sheng (2013): Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks. Forthcoming in:

Cheteni, Priviledge (2016): Stock market volatility using GARCH models: Evidence from South Africa and China stock markets. Published in: Journal of Economics and Behavioral Studies , Vol. 8, No. 6 (December 2016): pp. 237-245.

Chikhi, Mohamed and Terraza, Michel (2002): Un essai de prévision non paramétrique de l'action France Télécom. Published in: Working paper LAMETA No. 07 (December 2003): pp. 1-22.

Chong, Terence Tai-Leung and Cao, Bingqing and Wong, Wing Keung (2017): A Principal Component Approach to Measuring Investor Sentiment in Hong Kong.

D

Degiannakis, Stavros and Dent, Pamela and Floros, Christos (2014): A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification. Published in: The Manchester School , Vol. 1, No. 82 (2014): pp. 71-102.

Degiannakis, Stavros and Floros, Christos (2013): Modeling CAC40 Volatility Using Ultra-high Frequency Data. Published in: Research in International Business and Finance No. 28 (2013): pp. 68-81.

Degiannakis, Stavros and Floros, Christos and Dent, Pamela (2013): Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence. Published in: International Review of Financial Analysis No. 27 (2013): pp. 21-33.

Degiannakis, Stavros and Livada, Alexandra (2013): Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors. Forthcoming in: Journal of Applied Statistics (2015)

Degiannakis, Stavros and Livada, Alexandra (2013): Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process. Published in: Economic Modelling No. 30 (2013): pp. 212-216.

Degiannakis, Stavros and Livada, Alexandra (2013): Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process. Published in: Economic Modelling No. 30 (2013): pp. 212-216.

Degiannakis, Stavros and Potamia, Artemis (2016): Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data. Forthcoming in: International Review of Financial Analysis

Demiralay, Sercan and Ulusoy, Veysel (2014): Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models.

Dewandaru, Ginanjar and Masih, Rumi and Bacha, Obiyathulla and Masih, A. Mansur M. (2014): Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model.

Dhaoui, Abderrazak and Audi, Mohamed and Ouled Ahmed Ben Ali, Raja (2015): Revising empirical linkages between direction of Canadian stock price index movement and Oil supply and demand shocks: Artificial neural network and support vector machines approaches.

Dhaoui, Elwardi (2013): What we have learnt from financial econometrics modeling? Published in: (2013)

Diamondopoulos, John (2012): To what extent are financial crises comparable and thus predictable?

Diaw, Abdou and Bacha, Obiyathulla Ismath and Lahsasna, Ahcene (2012): Incentive-Compatible Sukuk Musharakah for Private Sector Funding. Published in: ISRA International Journal of Islamic Finance , Vol. 4, No. 1 (June 2012): pp. 39-80.

Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.

Djennad, Abdelmajid and Rigby, Robert and Stasinopoulos, Dimitrios and Voudouris, Vlasios and Eilers, Paul (2015): Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications.

E

Egorova, Yana (2017): Инвестирование денежных средств в условиях экономического кризиса в 2017 году.

Emara, Noha (2014): Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study Germany & U.S -. Published in: The Journal of American Academy of Business , Vol. 19, No. 2 (2014): pp. 1-8.

Emara, Noha (2014): Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study South Africa & U.S. -. Published in: European Research Studies Journal , Vol. 17, No. 1 (2014): pp. 3-17.

Estrada, Fernando (2014): Financial crisis in The Arcades Project of Walter Benjamin.

Estrada, Fernando (2014): Rescate y costos del riesgo financiero.

Ezzat, Hassan (2012): The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange. Published in: Journal of Money, Investment and Banking No. 27 (March 2013): pp. 68-85.

Ezzat, Hassan (2013): Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. Published in: International Research Journal of Finance and Economics No. 113 (August 2013): pp. 136-146.

F

FERROUHI, El Mehdi (2017): Determinants of bank deposits in Morocco. Published in: Maghreb Review of Economics and Management , Vol. 4, No. 1 : pp. 23-26.

FERROUHI, El Mehdi and EZZAHID, Elhadj (2013): Trading mechanisms, return’s volatility and efficiency in the Casablanca Stock Exchange. Published in: Indonesian Capital Market Review , Vol. 5, No. 2 (July 2013): pp. 65-73.

FERROUHI, El Mehdi and LEHADIRI, Abderrassoul (2013): Liquidity Determinants of Moroccan Banking Industry. Published in: International Research Journal of Finance and Economics No. 118 (January 2014): pp. 102-112.

FERROUHI, El Mehdi and LEHADIRI, Abderrassoul (2014): Savings Determinants of Moroccan banks: A cointegration modeling approach. Published in: International Journal of Innovation and Applied Studies , Vol. 9, No. 2 (1 November 2014): pp. 968-973.

Fantazzini, Dean (2016): The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? Forthcoming in: Energy Policy (2016)

Fantazzini, Dean and Geraskin, Petr (2011): Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. Forthcoming in: European Journal of Finance

Fantazzini, Dean and Nigmatullin, Erik and Sukhanovskaya, Vera and Ivliev, Sergey (2016): Everything you always wanted to know about bitcoin modelling but were afraid to ask. Forthcoming in: Applied Econometrics (2016)

Fung, Ka Wai Terence and Demir, Ender and Zhou, Lu (2014): Capital Asset Pricing Model and Stochastic Volatility: A Case study of India.

G

Galy, Michel (1989): Banks exposure to market risks.

Grajales Correa, Carlos Alexander and Pérez Ramírez, Fredy Ocaris and Venegas-Martínez, Francisco (2014): Análisis comparativo de modelos para estimar la distribución de la volatilidad de series financieras de rendimientos.

Grover, Vaibhav (2015): Identifying Dependence Structure among Equities in Indian Markets using Copulas.

Gusev, Maxim and Kroujiline, Dimitri and Govorkov, Boris and Sharov, Sergey V. and Ushanov, Dmitry and Zhilyaev, Maxim (2014): Predictable markets? A news-driven model of the stock market. Forthcoming in: Algorithmic Finance

H

Hiremath, Gourishankar S and Bandi, Kamaiah (2010): Long Memory in Stock Market Volatility:Evidence from India. Published in: Artha Vijnana , Vol. 52, No. 4 (2010): pp. 332-345.

Hiremath, Gourishankar S and Bandi, Kamaiah (2010): Some Further Evidence on the Behaviour of Stock Returns in India. Published in: International Journal of Economics and Finance , Vol. 2, No. 2 (May 2010): pp. 157-167.

Hiremath, Gourishankar S and Bandi, Kamaiah (2011): Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence. Published in: Economics, Management, and Financial Markets , Vol. 6, No. 3 (2011): pp. 136-147.

Hiremath, Gourishankar S and Bandi, Kamaiah (2012): Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns. Published in: Journal of Business & Economic Studies , Vol. 2, No. 18 (2012): pp. 62-81.

Hu, Zongyi and Li, Chao (2015): Investor Sentiment and Irrational Speculative Bubble Model.

Huang, Huichou and MacDonald, Ronald and Zhao, Yang (2012): Global Currency Misalignments, Crash Sensitivity, and Moment Risk Premia.

J

Jamalludin, Nadia (2017): Risk and Performance of SapuraKencana Petroleum Berhad.

Jamalludin, Nadia (2017): Risk and Performance of SapuraKencana Petroleum Berhad.

Jarraya, Bilel (2013): Asset allocation and portfolio optimization problems with metaheuristics: a literature survey. Published in: Business Excellence and Management , Vol. 3, No. 4 (2013): pp. 38-56.

Jarraya, Bilel and Bouri, Abdelfettah (2013): Multiobjective optimization for the asset allocation of European nonlife insurance companies. Published in: Journal of Multi-Criteria Decision Analysis , Vol. 20, No. 3-4 (2013): pp. 97-108.

Jin, Xin and Maheu, John M (2014): Bayesian Semiparametric Modeling of Realized Covariance Matrices.

Jin, Xin and Maheu, John M and Yang, Qiao (2017): Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices.

Jones, Clive (2015): Predictability of the daily high and low of the S&P 500 index.

K

Kakorina, Ekaterina (2014): Forecasting conditional volatility on the RIN market using MS GARCH model.

Kazemi, Hossein S. and Zhai, Weili and He, Jibao and Cai, Jinghan (2013): Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence. Published in: Journal of Financial Risk Management , Vol. Vol.2, No. 2013. No. 3 : pp. 47-54.

Khan, Dr. Muhammad Irfan and Syed, Muhammad Salman (2015): Comparison between Forecasted Stock Prices and Original Stock Prices in the Karachi Stock Exchange. Published in: Journal of Finance, Accounting and Management , Vol. 6, No. 2 (July 2015): pp. 51-62.

Kogan, Anton (2013): Финансовая инновация - миф или реальность?

Komijani, Akbar and Naderi, Esmaeil and Gandali Alikhani, Nadiya (2013): A Hybrid Approach for Forecasting of Oil Prices Volatility.

Konchitchki, Yaniv (2011): Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices. Published in: The Accounting Review , Vol. 86, No. 3 (May 2011): pp. 1045-1085.

Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.

Kroujiline, Dimitri and Gusev, Maxim and Ushanov, Dmitry and Sharov, Sergey V. and Govorkov, Boris (2015): Forecasting stock market returns over multiple time horizons.

L

LaGarda, Guillermo and Manzano, Osmel and Prat, Jordi (2015): The Legacy of the Crisis: Policy Options in a Favorable Environment. Published in: IDB Publications (February 2015): pp. 1-62.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2016): Forecast in Capital Markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2017): Investment in capital markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.

Lindblad, Annika (2017): Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility.

Liu, Chengwei and Chan, Yixiang and Alam Kazmi, Syed Hasnain and Fu, Hao (2015): Financial Fraud Detection Model Based on Random Forest. Published in: International Journal of Economics and Finance , Vol. 7, No. 7 (25 June 2015): pp. 178-188.

Liu, Xiaochun (2013): Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach.

Lof, Matthijs (2013): Essays on Expectations and the Econometrics of Asset Pricing.

Lúcio Godeiro, Lucas (2012): Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo.

M

Maheu, John M and Shamsi, Azam (2016): Nonparametric Dynamic Conditional Beta.

Mamipour, Siab and Vaezi Jezeie, Fereshteh (2015): Non-Linearities in the relation between oil price, gold price and stock market returns in Iran: a multivariate regime-switching approach.

Matkovskyy, Roman (2013): To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey.

Matkovskyy, Roman and Bouraoui, Taoufik and Hammami, Helmi (2015): Estimation and prediction of an Index of Financial Safety of Tunisia. Published in: Research in International Business and Finance , Vol. 38, (September 2016): pp. 485-493.

Meriem Rjiba, Meriem and Tsagris, Michail and Mhalla, Hedi (2015): Bootstrap for Value at Risk Prediction. Published in: International Journal of Empirical Finance , Vol. 4, No. 6 (2015): pp. 263-371.

Michaelides, Panayotis G. and Tsionas, Efthymios and Konstantakis, Konstantinos (2016): Financial Bubble Detection : A Non-Linear Method with Application to S&P 500.

Molenaars, Tomas K. and Reinerink, Nick H. and Hemminga, Marcus A. (2013): Forecasting the yield curve - Forecast performance of the dynamic Nelson-Siegel model from 1971 to 2008.

Molenaars, Tomas K. and Reinerink, Nick H. and Hemminga, Marcus A. (2015): Forecasting the yield curve: art or science? Published in: Magazine De Actuaris (The Actuary) No. 22-4 (12 March 2015): pp. 38-40.

Muntean, Mihaela and Muntean, Cornelia (2012): Evaluating A Business Intelligence Solution. Feasibility Analysis Based On Monte Carlo Method. Published in: ECECSR Journal No. 2/2013 (18 June 2013): pp. 85-102.

Mynhardt, H. R. and Plastun, Alex (2013): The Overreaction Hypothesis: The Case of Ukrainian Stock Market. Published in: Corporate Ownership and Control Volume , Vol. 11, No. 1 (2013): pp. 406-422.

Mynhardt, H. R. and Plastun, Alex and Makarenko, Inna (2014): Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009. Published in: Corporate Ownership and Control , Vol. 11, No. 2 (2014): pp. 531-546.

N

Naser, Hanan and Alaali, Fatema (2015): Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach.

Nath, Golaka (2013): The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis.

Nazarian, Rafik and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Long Memory Analysis: An Empirical Investigation.

O

Ortiz-Arango, Francisco and Cabrera-Llanos, Agustín I. and Venegas-Martínez, Francisco (2014): Euro Exchange Rate Forecasting with Differential Neural Networks with an Extended Tracking Procedure.

P

Parker, Edgar (2017): The Entropic Linkage between Equity and Bond Market Dynamics. Published in: Entropy , Vol. 19, No. 6 (21 June 2017): p. 292.

Parker, Edgar (2016): Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability. Published in: Journal of Insurance and Financial Management , Vol. 2, No. 2 (15 September 2016): pp. 90-103.

Pavlović, Radica and Bukvić, Rajko and Gajić, Aleksandar (2015): Internal Sources of Financing Companies on the Basis of Static and Dynamic Indicators: Comparative Analysis. Published in: Procedia - Social and Behavioral Sciences , Vol. 221, (2016): pp. 270-277.

Plastun, Alex and Plastun, Vyacheslav (2013): Force-majeure events and financial market’s behavior. Published in: Socioekonomicke a humanitni studie , Vol. 3, No. 2 (2013): pp. 43-59.

Proietti, Tommaso (2014): Exponential Smoothing, Long Memory and Volatility Prediction.

Pönkä, Harri (2014): Predicting the direction of US stock markets using industry returns.

Pönkä, Harri (2015): Real oil prices and the international sign predictability of stock returns.

Pönkä, Harri (2017): Sentiment and sign predictability of stock returns.

Q

Quaas, Georg (2017): Irrungen und Wirrungen im Umfeld der Geldtheorie: Wohin einseitige Darstellungen der Zentralbanken führen.

R

R. Ferreira, Alexandre and A. P. Santos, Andre (2016): On the choice of covariance specifications for portfolio selection problems.

Radkov, Petar (2010): The Mean Reversion Stochastic Processes Applications in Risk Management.

Radkov, Petar and Minkova, Leda (2011): Assessing bank's default probability using the ASRF model. Published in: International Journal of Technology Modeling and Management , Vol. 2, No. 2011, 2 (1), 29–34 (25 June 2011)

Ripamonti, Alexandre (2016): Corwin-Schultz bid-ask spread estimator in the Brazilian stock market. Published in: BAR Brazilian Administration Review , Vol. 1, No. 13 (March 2016): pp. 76-97.

S

Saturnino, Odilon and Saturnino, Valéria and Gois de Oliveira, Marcos Roberto and Lucena, Pierre and Araújo, Luiz Fernando (2012): Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica.

Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.

Senarathne, Chamil W and Jayasinghe, Prabhath (2017): Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk. Published in: Economic Issues , Vol. 1, No. 22 (March 2017): pp. 1-24.

Sever, Can (2014): Systemic Liquidity Crisis with Dynamic Haircuts.

Shahzad, Syed Jawad Hussain and Zakaria, Muhammad and Raza, Naveed and Ali, Sajid (2014): On the Bank Stocks Return and Volatility: Tale of a South Asian Economy.

Sinchugova, Regina (2014): Акции с наибольшей доходностью.

Sinha, Mukesh Kumar and Dhaka, J. P. and Mondal, B. (2013): Analysing social attributes of loan default among small Indian Dairy farms: A discriminating approach. Published in: Scientific Research and Essay , Vol. 9, No. 2 (30 January 2014): pp. 2354-2358.

Situngkir, Hokky (2015): On Capturing the Spreading Dynamics over Trading Prices in the Market. Published in: BFI Working Paper Series, WP-5-2015

Sofi, Farah Nuramalina (2017): The Relationship of RHB Bank Berhad’s Profitability with Leverage and Size (Total Asset).

T

Thomadakis, Apostolos (2016): Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence.

Toda, Alexis Akira and Walsh, Kieran James (2014): The Equity Premium and the One Percent.

Tomić, Bojan and Sesar, Andrijana (2015): Interdependence of Industrial Production Index and capital market in Croatia: VAR model. Published in: Journal of Accounting and Management , Vol. V, No. 1 (June 2015): pp. 17-32.

X

Xekalaki, Evdokia and Degiannakis, Stavros (2005): Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market. Published in: Computational Statistics and Data Analysis , Vol. 2, No. 49 (2005): pp. 611-629.

Xu, Xin (2013): Forecasting Bankruptcy with Incomplete Information.

Y

Yashkir, Olga and Yashkir, Yuriy (2013): Loss Given Default Modelling: Comparative Analysis. Published in: Journal of Risk Model Validation , Vol. 7, No. 1 (27 March 2013)

Yashkir, Olga and Yashkir, Yuriy (2013): Monitoring of Credit Risk through the Cycle: Risk Indicators. Forthcoming in:

Yu, Eric Jinsan (2014): Predictive Power of Aggregate Short Interest.

Z

Zhang, Guangfeng and Zhang, Qiong and Majeed, Muhammad Tariq (2013): Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity? Published in: ISRN Economics , Vol. 2013, No. Article ID 724259 (2013): pp. 1-12.

Š

Širůček, Martin and Galečka, Ondřej (2016): Alternative Evaluation of S&P 500 index in Relation to Quantitative Easing. Published in: Forum Scientiae Oeconomia , Vol. 5, No. 1 (1 January 2017): pp. 5-18.

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