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Price Volatility, Expectations and Monetary Policy in Nigeria
Olumide, Ajimuda - In: Annals - Economy Series 1 (2009) May, pp. 109-140
likelihood estimator in addition to the GARCH (p, q model) to estimate the steady state model of inflation. As a measure of … volatility, the conditional standard deviation for inflation was obtained from the GARCH model. Inflation expectation was solved …
Persistent link: https://www.econbiz.de/10008459912
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Banking credit in the global economic and financial crisis. The situation in Romania.
Petre, BUNESCU - In: Economia. Seria Management 12 (2009) 1 Special, pp. 12-16
The paper analyses the effects of global financial crisis and presents some arguments that can contribute to mitigating the effects of economic and financial crisis, and therefore to maintaining the important role that the credit you have in supporting these efforts.
Persistent link: https://www.econbiz.de/10005002659
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Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului
Matei, Marius - Institutul de Prognoza Economica, Institutul National … - 2009
empiric. Am sugerat ca pentru portofoliile formate din sute si mii de variabile, Principal Component-GARCH este modelul … potrivit de utilizat pentru previzionarea volatilitatii. Calitatile modelului PC-GARCH sunt puse în valoare din perspectiva … acestuia de minimizare a eforturilor computationale (prin transformarea modelelor multivariate GARCH în modele univariate …
Persistent link: https://www.econbiz.de/10008472196
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Bankruptcy – the consequence of defective bank management
Imola, DRIGA; Dorina, NITA - In: Economia. Seria Management 12 (2009) 2, pp. 205-222
Bank failure is the result of a defective management in banking leading the bank to a stage of bankruptcy, which means that the insolvent bank is going to be closed by the banking authority. In general, the banking sector is viewed as more vulnerable to contagion than other industries since...
Persistent link: https://www.econbiz.de/10008495463
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Characteristics and Behaviors Types of Bank’s Clients and the Negotiation Tactics Adjusting (part II)
TOPALA, Carmen-Loredana - In: Economia. Seria Management 10 (2007) 1, pp. 74-80
In an attempt to stay on the market in a more and more competitive environment, banks turn to classifying clients in behavioral types and consequently adapt their offer, their dialogue and negotiation techniques and also their selling tactics. The final goal is to maintain and attract a market...
Persistent link: https://www.econbiz.de/10005088327
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Efectul Turn-of-the-Year pe piaţa valutară din România (The Turn-of-the-Year Effect in the Romanian Foreign Exchange Market)
Stefanescu, Razvan - 2020
Romanian Abstract: Unele anomalii calendaristice care au fost detectate pe pieţele de acţiuni pot fi, de asemenea, descoperite şi pe pieţele valutare. Această lucrare abordează prezenţa Efectului Turn-of-the-Year în randamentele logaritmice ale valorilor zilnice ale ratei de schimb...
Persistent link: https://www.econbiz.de/10012838310
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Introducere în analiza anomaliilor calendaristice, Partea a doua (An Introduction to the Analysis of the Calendar Anomalies, Part 2)
Stefanescu, Razvan - 2020
Romanian Abstract: Această lucrare abordează câteva metode simple de identificare a anomaliilor calendaristice. Luând ca exemplu Efectul TOY, vom arăta cum pot fi aplicate testele t sau regresiile OLS pentru a detecta o componentă sezonieră a evoluţiei randamentelor activelor financiare
Persistent link: https://www.econbiz.de/10012844810
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Introducere În Finanţele Comportamentale – Partea Întâi (An Introduction to Behavioral Finance – Part 1)
Dumitriu, Ramona - 2018
Romanian Abstract: Această lucrare aduce în atenţie caracteristicile domeniului finanţelor comportamentale. Vom discuta despre posibilitatea de a utiliza metode ale psihologiei cognitive pentru a înţelege dimensiunea iraţională a deciziilor financiare. Vom aborda, de asemenea, procesele...
Persistent link: https://www.econbiz.de/10012912138
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Particularitǎţi Ale Evoluţiei Variabilelor Financiare (Some Particularities of the Financial Variables Evolution)
Stefanescu, Razvan - 2016
Romanian Abstract: Aceastǎ lucrare abordeazǎ unele particularitǎţi ale evoluţiei variabilelor financiare precum: comportamentul pieţelor financiare în cursul bulelor sau crizelor, riscurile sistematice şi legǎturile dintre pieţele financiare internaţionale. Sunt prezentaţi, de...
Persistent link: https://www.econbiz.de/10012983984