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Modeling share prices of banks and bankrupts
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2010
Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demonstrated the presence of an equilibrium long-term relation between observed and predicted time...
Persistent link: https://www.econbiz.de/10008562631
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Default and the law of Bankruptcy in historical perspective :the Antiquity to our days
Tarbalouti, Essaid - Volkswirtschaftliche Fakultät, … - 2011
The object of this chapter is to explain the decline of the law of contract in matter of bankruptcy. The historical … evolution of the law of bankruptcy shows that this decline is gone by three phases : the phase of the natural law based on the … this decline has been begun approach by the growth of the judicial machine in matter of bankruptcy and then by the climbing …
Persistent link: https://www.econbiz.de/10011108491
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Theoretical determinants of the bankruptcy of the entrepreneur and the efficiency of the allowance of the legal risk : A review of literature
Tarbalouti, Essaid - Volkswirtschaftliche Fakultät, … - 2010
In this article, we develop the various theories which explain the determinants of the bankruptcy of the entrepreneur …, the bad luck and the capacity to evaluate the risk of bankruptcy of the entrepreneur. We wonder on the economic bases of …
Persistent link: https://www.econbiz.de/10011108784
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A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2014
Approximately two years ago we presented results of price modeling and extensive statistical analysis for share prices of five banks: Bank of America (BAC), Franklin Resources (BEN), Goldman Sachs (GS), JPMorgan Chase (JPM), and Morgan Stanley (MS). Using monthly closing prices (adjusted for...
Persistent link: https://www.econbiz.de/10011110482
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Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2012
We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...
Persistent link: https://www.econbiz.de/10011113939