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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

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

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

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

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

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

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

Price discovery and asymmetric volatility spillovers in Indian spot-futures gold markets

Srinivasan, P.; Ibrahim, P. - In: International journal of economic sciences and applied … 5 (2012) 3, pp. 65-80

This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets of National Commodity Derivatives Exchange (NCDEX) by employing Johansen’s Vector Error Correction Model (VECM) and the Bivariate ECM-EGARCH(1,1) model. The empirical result...

Persistent link: https://www.econbiz.de/10010097639

Valuation and investment profession

Dedi, Lidija; Giraudon, Philippe - In: UTMS journal of economics / University of Tourism and … 4 (2013) 2, pp. 93-100

Investment professionals, particularly financial analysts or security analysts evaluate securities and try to determine characteristics of securities and to identify mispriced securities. For that purpose they use different models to estimate the intrinsic value of the common stocks. Traditional...

Persistent link: https://www.econbiz.de/10010185798

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