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effect for a number of large emerging markets including Russia. We refer to the case of Russian banks to suggest that this … for the entire industry. Russia’s stock market can supply sufficient statistical material for a study involving just two …
Persistent link: https://www.econbiz.de/10010733699
This paper presents a method and computational technology for forecasting ambulance trips. We used statistical information about the number of the trips in 2009-2013, the meteorological archive, and the corresponding archive of the meteorological forecasts for the same period. We take into...
Persistent link: https://www.econbiz.de/10011220339
In this paper, we study the consistency of bonds and CDS quotes data within a widely accepted credit risk pricing framework, allowing for non-trivial term structures of risk-free interest rates and default intensities. We propose an approach to test this consistency and a procedure to deal with...
Persistent link: https://www.econbiz.de/10011227894
We introduce a new asset pricing model to account for risk asymmetrically in a very natural way. Assuming asymmetric investor behavior we develop a utility function similar to a quadratic utility but include a colog measure for capturing risk attitude. Asymmetry in investor preferences follows...
Persistent link: https://www.econbiz.de/10010735037
except Russia. For a better understanding of the sources of asymmetry in exchange rate exposure, we separately studied the …
Persistent link: https://www.econbiz.de/10010737384
In our paper, we analyze the possibility of improving the prediction of stock market indicators by conducting a sentiment analysis of Twitter posts. We use a dictionary-based approach for sentiment analysis, which allows us to distinguish eight basic emotions in the tweets of users. We compare...
Persistent link: https://www.econbiz.de/10010723284
This paper discusses the set of tools of government enacted in 2009–2013 in Russia to provide support to socially … missions. In Russia this approach is considered a serious policy innovation since government policy to date vis-a-vis the …
Persistent link: https://www.econbiz.de/10010890087
their share. However, they are still not well examined in the marketing field. Russia is especially neglected in the …. This article examines how “Contemporary marketing practices” (CMP) works in Russia and tests the CMP model in the Russian …
Persistent link: https://www.econbiz.de/10010890088
Last several decades have shown a steady broadening of national security issues’ spectrum along with an increase in the strictness of international competition driven by advances in high technologies and other factors. National security agenda is nowadays comprised not only of defense issues...
Persistent link: https://www.econbiz.de/10011212279
Despite relative normalization of the US-Russia dialogue in early 2013 and their impressive cooperation on Syria and … serious crisis by. The author argues that the fundamental problem of the US-Russia relations is their old-fashioned philosophy … relations, which poorly reflects the real challenges that US and Russia face in the world of today and tomorrow. The author …
Persistent link: https://www.econbiz.de/10011212281