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González Abril, Luis; Velasco Morente, Francisco; … - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 5-18

In this paper, several identities concerning expectation, variance, covariance, cumulative distribution functions, the …

Persistent link: https://www.econbiz.de/10009957383

Time series models for growth of urban population in SAARC countries

Khan, Md. Atikur Rahman; Rahman, Md. Mostafizur - In: Advances in management & applied economics 2 (2012) 1, pp. 109-119

The purpose of our present study is to strike out suitable models to explain the growth pattern and to forecast for urban population in SAARC countries. Using the data from UNPD for the years 1950 to 2000 in five years interval, we fitted both exponential and ARMA models. We found the...

Persistent link: https://www.econbiz.de/10010009053

Forecasting overnight interest rates volatility with asymmetric GARCH models

Dayioğlu, Tuğba - In: Journal of applied finance & banking 2 (2012) 6, pp. 151-162

This study investigates models for overnight interest rate volatility in Turkey and USA using the Asymmetric GARCH … models and determines the best forecasting volatility models. These models are then completed with the use of out of sample … forecasting. The best forecasting volatility models were chosen as the best forecasting is done with taking importance of the …

Persistent link: https://www.econbiz.de/10010118418

Community-based health insurance and social capital : a review

Donfouet, Hermann Pierre Pythagore; Mahieu, Pierre-Alexandre - In: Health economics review 2 (2012) 5, pp. 1-5

Community-Based Health Insurance (CBHI) is an emerging concept for providing financial protection against the cost of illness and improving access to quality health services for low-income rural households who are excluded from formal insurance. CBHI is currently being provided in some rural...

Persistent link: https://www.econbiz.de/10010030025

Essay on international financial crisis and endogenous growth theory

Molochny, Boris - In: International journal of economic sciences and applied … 2 (2009) 1, pp. 7-15

This paper reviews endogenous growth theories in the light of the modern reality. It seems that economies which are similar in technologies and preferences are expected to converge to the same level of per capita income. The question "How are repetitions of financial crisis best predicted?" is...

Persistent link: https://www.econbiz.de/10009958038

A time-varying parameter vector autoregression model for forecasting emerging market exchange rates

Kumar, Manish - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 21-39

In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee (INR)/US dollar (USD) exchange rates for the Indian economy is developed. The method is based on characterization of the TVP as an optimal control problem. The methodology is a...

Persistent link: https://www.econbiz.de/10009958060

Testing for linear and nonlinear causality between crude oil price changes and stock market returns

Anoruo, Emmanuel - In: International journal of economic sciences and applied … 4 (2011) 3, pp. 75-92

This paper examines both the linear and nonlinear causal relationships between crude oil price changes and stock market returns for the United States. In particular, the study applied a battery of unit root tests to ascertain the time series properties of crude oil price changes and stock market...

Persistent link: https://www.econbiz.de/10009958081

Behavioral biases in economic and financial knowledge : are they the same for men and women?

Kudryavtsev, Andrey; Cohen, Gil - In: Advances in management & applied economics 1 (2011) 1, pp. 15-52

Contemporary research documents various psychological aspects of economic thought and decision-making. The main goal of our study is to analyze the role of the hindsight bias (Fischhoff [20]) and the anchoring bias (Tversky and Kahneman [53]) in perceiving economic and financial information,...

Persistent link: https://www.econbiz.de/10009958463

Financial innovations and their role in the modern financial system-identification and systematization of the problem

Błach, Joanna - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 3, pp. 13-26

This paper discusses the role that financial innovations play in the modern financial system, aiming at identifying and systematizing the core problems and definitions related to this issue. The paper first describes the importance of the financial system and financial markets in the economy,...

Persistent link: https://www.econbiz.de/10009959723

DrawDown constraints and portfolio optimization

Davidsson, Marcus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 93-105

The seminal work by Markowitz in 1959 introduced portfolio theory to the world. The prevailing notion since then has been that portfolio risk is non linear i.e. you cannot use Linear Programming (LP) to optimize your portfolio. We will in this paper show that simple portfolio drawdown...

Persistent link: https://www.econbiz.de/10010079544