Showing 1 - 10 of 166
In almost all stages of forecasting volatility, certain subjective decisions need to be made. Despite of an enormous …. In order to find out outperforming model in general not just in the contexts of studies, volatility models should be … evaluated in many markets with the same methodology consisting both simple and complex models at different forecast horizon …
Persistent link: https://www.econbiz.de/10010148073
Through this paper the author discusses the phenomenon of excessive Government borrowing and the factors that lead Governments to be so dependent on financial markets. It is argued that the combined effect of unregulated financial intermediaries, hedge funds and Credit Rating Agencies in...
Persistent link: https://www.econbiz.de/10010079549
One of the most important goals of a business unit is creating value and wealth for its shareholders and attracting them for more investment. The success of management, and consequently the success of the business unit, is measured by the level of value created for its shareholders. Economic...
Persistent link: https://www.econbiz.de/10010148277
Following the extra ordinary decision to bail in the unsecured depositors and restructure the two main banks and the near complete destruction of the country’s economic business model as an International Financial Centre, the author considers the changes necessary to rebuild the economy of...
Persistent link: https://www.econbiz.de/10010148292
This paper extends previous studies in modeling and estimating energy demand functions for both gasoline and kerosene petroleum products for Nigeria from 1977 to 2008. In contrast to earlier studies on Nigeria and other developing countries, this study specifically tests for the possibility of...
Persistent link: https://www.econbiz.de/10010039587
. Outof-sample results in terms of conventional forecast evaluation statistics and directional accuracy show TVP-VAR model …
Persistent link: https://www.econbiz.de/10009958060
in favour of the TRAMO-SEATS method. In fact, this approach provides the best forecast. In terms of forecasting …
Persistent link: https://www.econbiz.de/10010148054
We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in … scale-models and the implicit loss of information of small-scale models. The estimated common factor is used to forecast the …
Persistent link: https://www.econbiz.de/10010030016
Company valuation is not done after having generated a few values being a result of applying different valuation methods. In many cases institutions ordering the valuation request a value which can be an equivalent of a market, transactional value. Often the one method (and the valuation...
Persistent link: https://www.econbiz.de/10009959718
This paper provides an in-depth study on the history and evolution of Commercial Bank characteristic factors and other Macroeconomic variables on the financial industry performance indices in Nigeria from 1977 to 2010. The work employed a 3-stage procedure in the assessment of Commercial Bank...
Persistent link: https://www.econbiz.de/10010148083