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Corporate finance and financial development : an introduction
Mugova, Shame; Akande, Joseph Olorunfemi - In: Corporate Finance and Financial Development : An …, (pp. 1-13). 2022
Persistent link: https://www.econbiz.de/10013347932
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Corporate finance and financial development : a conclusion
Mugova, Shame; Akande, Joseph Olorunfemi - In: Corporate Finance and Financial Development : An …, (pp. 203-208). 2022
Persistent link: https://www.econbiz.de/10013347999
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VaR and time-varying volatility: a comparative study of three international portfolios
Obi, Pat; Sil, Shomir - In: Managerial Finance 39 (2013), pp. 625-640
risk capital stipulated by the Basel Committee on Banking Supervision, the out-of-sample VaRs are at least equal to actual … to ensure that financial firms have sufficient capital for the types of risks they take. Determining the right amount of … capital requires these firms to first estimate their worst case loss, which is the value-at-risk. The approach to the …
Persistent link: https://www.econbiz.de/10010709754
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Notes on Islamic economics and finance
Cole, Othman; Soufani, Khaled; Tse, Terence - In: International Journal of Trade and Global Markets 6 (2013) 1, pp. 83-91
Academic and practitioner's research interest in studying Islamic economics and finance seems to have been growing over the past few years especially after the financial crisis that hit the global banking and financial system, which resulted in one of the severest economic slowdown that we have...
Persistent link: https://www.econbiz.de/10010817101
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VaR and time-varying volatility: a comparative study of three international portfolios
Obi, Pat; Sil, Shomir - In: Managerial Finance 39 (2013), pp. 625-640
risk capital stipulated by the Basel Committee on Banking Supervision, the out-of-sample VaRs are at least equal to actual … to ensure that financial firms have sufficient capital for the types of risks they take. Determining the right amount of … capital requires these firms to first estimate their worst case loss, which is the value-at-risk. The approach to the …
Persistent link: https://www.econbiz.de/10010691530
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VaR and time‐varying volatility: a comparative study of three international portfolios
Obi, Pat; Sil, Shomir - In: Managerial Finance 39 (2013) 7, pp. 625-640
risk capital stipulated by the Basel Committee on Banking Supervision, the out‐of‐sample VaRs are at least equal to actual … to ensure that financial firms have sufficient capital for the types of risks they take. Determining the right amount of … capital requires these firms to first estimate their worst case loss, which is the value‐at‐risk. The approach to the …
Persistent link: https://www.econbiz.de/10014940304
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Thomas Piketty's historical macroeconomics : a critical analysis
Duménil, Gérard; Lévy, Dominique - In: Review of political economy 28 (2016) 2, pp. 220-232
Persistent link: https://www.econbiz.de/10011526259
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Natural capital and wealth in the 21st century
Barbier, Edward - In: Eastern economic journal 43 (2017) 3, pp. 391-405
Persistent link: https://www.econbiz.de/10012243853
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Piketty on capitalism and inequality : a radical economics perspective
Mongiovi, Gary - In: Review of radical political economics 47 (2015) 4, pp. 558-565
Persistent link: https://www.econbiz.de/10011573258
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NAIRU and productivity shocks : evidence from three gigantic economies
Mohebi, Mehdi; Komijani, Akbar - In: Applied economics letters 25 (2018) 12, pp. 847-852
Persistent link: https://www.econbiz.de/10012130450