Showing 1 - 10 of 23
Purpose – The Basel Committee regulations require the estimation of value-at-risk (VaR) at 99 percent confidence level for a ten-trading-day-ahead forecasting horizon. The paper provides a multivariate modelling framework for multi-period VaR estimates for leptokurtic and asymmetrically...
Persistent link: https://www.econbiz.de/10014864301
Purpose – The purpose of this paper is to explore the long‐run relation and short‐run dynamic correlations between consumption expenditure and household wealth, namely housing wealth and stock wealth. Design/methodology/approach – This paper adopts aggregate time‐series data over the...
Persistent link: https://www.econbiz.de/10014971798
Cohesion and coupling metrics for a modular ontology provide an insight into the efficiency of the modularization … cohesion and coupling metrics with continuous scale of measurement for modular ontology via deducing the degree of dependence … experimental results compared with the existing works, in terms of their cohesion and coupling values as well as the features of …
Persistent link: https://www.econbiz.de/10012048269
Purpose Cognition, conflict and cohesion constitute an inseparable body of group dynamics in entrepreneurial teams … purpose of this paper is to develop and test a model that explains the trinity of cognition, conflict and cohesion in terms of … concerning entrepreneurial teams, the hypothesized model posits that shared cognition influences team cohesion through the …
Persistent link: https://www.econbiz.de/10014770499
effectiveness relationship. The authors identified the two emergent states of cohesion and satisfaction as intervening variables in … projects. Findings – The results of the multiple mediation analysis found support for the hypotheses that cohesion and … affected by trust are cohesion and satisfaction. Utilizing interdependence theory, the relationship of team trust and team …
Persistent link: https://www.econbiz.de/10014694059
civil organizations in securing territorial cohesion and development. In the present article, the authors focus on how we … are to understand a locally sensitive organization of territorial cohesion in the Danish context. Traditional sociological … the interrelation between inequality, urbanization and territorial cohesion. The authors argue for a processual and …
Persistent link: https://www.econbiz.de/10014892603
leadership, and cohesion) and the influence of each factor on CFT effectiveness. Design/methodology/approach – Structural … environment influences effectiveness through shared leadership and cohesion as found in other forms of teams. However, unique to … cohesion. The findings suggest that in CFTs, internal team environment indirectly influences effectiveness. Research …
Persistent link: https://www.econbiz.de/10015031332
team cohesion and virtual team performance with the help of meta-analysis. Design/methodology/approach On published … The meta-analysis shows significant effect of cohesion on virtual team performance ( r = 0.40, p < 0.000). Study outcomes … indicate a positive relationship between team cohesion and virtual team performance. High heterogeneity was found and moderator …
Persistent link: https://www.econbiz.de/10015031570
Purpose The concept of co-movement has witnessed a resurgence in the international finance literature in recent years after the black swan events. This might be due to a renewed focus on globalization and financial market integration in the world over. The purpose of this paper is to examine the...
Persistent link: https://www.econbiz.de/10014864238
Persistent link: https://www.econbiz.de/10014777914