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econometrics and opened new possibilities to study complex economic and financial phenomena. Applications include risk measurement …
Persistent link: https://www.econbiz.de/10012389851
An area of very active research in econometrics over the last 30 years has been that of non- and semi …
Persistent link: https://www.econbiz.de/10012171286
The purpose of this paper is to provide an insight into the modelling and forecasting of unknown events or shocks that can affect international tourist arrivals. Time-dependence is vital for summarising scattered findings. The usefulness of econometric forecasting has been recently confirmed by...
Persistent link: https://www.econbiz.de/10013471450
The article analyzes the literature and provides an assessment of the development of the stock market in the Russian Federation between 2016-2020. Today, the process of improving electronic technologies for carrying out operations in the stock market is also a continuing segment of the financial...
Persistent link: https://www.econbiz.de/10012813251
The impact of tax incentives on the investment attractiveness of bonds for retail investors is assessed in the article. The paper presents a comparative empirical analysis of investment attractiveness of Russian bonds and bank deposits for domestic retail investors. We identify investment...
Persistent link: https://www.econbiz.de/10012302606
This paper endeavors to understand the research landscape of finance research in Vietnam during the period 2008 to 2020 and predict the key defining future research directions. Using the comprehensive database of Vietnam's international publications in social sciences and humanities, we extract...
Persistent link: https://www.econbiz.de/10012534675
Expected utility theory (EUT) is currently the standard framework which formally defines rational decision-making under risky conditions. EUT uses a theoretical device called von Neumann-Morgenstern utility function, where concepts of function and random variable are employed in their...
Persistent link: https://www.econbiz.de/10012520657
Diversification practices by banks affect their own risk of failing and the risk of the banking system as a whole (systemic risk). A seminal theoretical work has shown that linear diversification can reduce the risk of a bank failing, but at the cost of increasing systemic risk. Later, a...
Persistent link: https://www.econbiz.de/10013471496
Creating favorable conditions for the development of industry is one of the key tasks with an increased level of complexity, the solution of which is associated with attracting investments and forming an investment policy that takes into account various specific characteristics of its...
Persistent link: https://www.econbiz.de/10013471497
Shari’a governance is considered a crucial element of the Islamic banking industry. As recent as 2017, Islamic banks in the Kingdom of Bahrain were required by the regulator to have only a Shari’a Supervisory Board and an internal Shari’a function. In 2017, the Central Bank of Bahrain...
Persistent link: https://www.econbiz.de/10013471498