Narrow search
Showing 1 - 10 of 406
Cover Image
A region’s basic image as a measure of its attractiveness
Angelis, Vasilis; Dimaki, Katerina - In: International journal of economic sciences and applied … 4 (2011) 2, pp. 7-33
The growth or decline of a region depends on its power to pull and retain both business and the right blend of people to run them. This pulling power depends on what we call the "Image" of the region, a variable which expresses the region's present state of development and future prospects and...
Persistent link: https://www.econbiz.de/10009958078
Cover Image
The basic equation of capital flight
Lu, Wenjun; Chen, Ke; Ying, Yirong - In: Journal of finance and investment analysis 1 (2012) 3, pp. 231-237
This paper theoretically analyses the measurement of capital flight scale, and the factors that affect capital flight. Then the basic equation of capital flight is improved by introducing three lemmas. -- capital flight ; equation ; capital control
Persistent link: https://www.econbiz.de/10010079558
Cover Image
Day-of-the-week effects in the Indian spot and futures markets
Rastogi, Nikhil; Bang, Nupur P.; Chaturvedula, Venkata C. - In: Journal of applied finance & banking 1 (2011) 2, pp. 69-93
The paper studies the efficiency of the Indian equity and futures markets by applying statistical techniques to returns and volatility during trading and nontrading hours. Returns have been decomposed into trading and non-trading period returns by taking close to open, open to close and close to...
Persistent link: https://www.econbiz.de/10010009076
Cover Image
Integral equation methods for pricing perpetual Bermudan options
Ma, Jingtang; Luo, Peng - In: Journal of applied finance & banking 2 (2012) 3, pp. 51-64
This paper develops integral equation methods to the pricing problems of perpetual Bermudan options. By mathematical derivation, the optimal exercise boundary of perpetual Bermudan options can be determined by an integral-form nonlinear equation which can be solved by a root-finding algorithm....
Persistent link: https://www.econbiz.de/10010009132
Cover Image
Assessing and understanding the key risks in a PPP power station projects
Azar, Adel; Zangoueinezhad, Abouzar; Elahi, Shaban; … - In: Advances in management & applied economics 3 (2013) 1, pp. 11-33
conceptual risk assessment system (RAS) using combined risk map and fuzzy sets theory for assessing PPP projects risks. The … combined risk map and fuzzy sets theory approach is very effective to assess project risks across project, work package and … partnerships (PPPs) ; risk map ; fuzzy sets theory ; knowledge-based fuzzy inference system …
Persistent link: https://www.econbiz.de/10010097687
Cover Image
Structured bonds and Greek demons is the attack ”fair”?
Kiriakopoulos, Konstantinos; Mavralexakis, Theodoros - In: Journal of applied finance & banking 1 (2011) 2, pp. 231-277
The severe political turmoil provoked by an allegedly mispriced private bond issue in Greece added to the controversial matter of whether prices of structured bonds sold to investors are "fair" or not. In this paper structured bond market is analysed with particular focus on valuation issues. It...
Persistent link: https://www.econbiz.de/10010009068
Cover Image
Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátiles
Corona Dueñas, José Asunción - In: Atlantic review of economics 1 (2012)
In this paper we study the possible effect it may have concerning the use of financial derivatives in the evolution of the share price of Mexican non-financial corporations, whether such contracts are used for hedging financial risks or for trading. The first part is a review of the literature...
Persistent link: https://www.econbiz.de/10010049034
Cover Image
Volatility impact of stock index futures trading : a revised analysis
Matanovic, Eva; Wagner, Helmut - In: Journal of applied finance & banking 2 (2012) 5, pp. 113-126
The recent financial crisis renewed concerns about a possible destabilizing impact of derivatives trading. Despite a very active research, the question whether or not derivatives tend to destabilize financial markets has not yet been answered to satisfaction. This contribution aims to revise the...
Persistent link: https://www.econbiz.de/10010058694
Cover Image
Hedging Italian equity mutual fund returns during the recent financial turmoil : a duration-dependent Markov-switching approach
Zagaglia, Paolo - In: Journal of applied finance & banking 3 (2013) 3, pp. 325-337
We study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. We use bivariate models of our Italian equity mutual fund index and each hedging instrument to...
Persistent link: https://www.econbiz.de/10010148077
Cover Image
Price leadership between spot and futures markets
Kumar, Kiran; Chaturvedula, Chakrapani - In: Journal of applied finance & banking 3 (2013) 1, pp. 93-107
This paper aims to study the relative information shares of spot and futures market at the individual stock level to measure the price discovery in spot and futures market in the Indian capital markets. We find that the spot and futures prices are co-integrated and mutually adjusting. Building...
Persistent link: https://www.econbiz.de/10010118433