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Asia's financial crisis in July 1997 affects currency, capital market and real market throughout Asian countries. Countries in Southeast region (ASEAN), including Indonesia, Malaysia, Philippine, Singapore, and Thailand are some of the countries where the crisis hit the most. In these countries,...
Persistent link: https://www.econbiz.de/10013093709
The Paper assesses the export competitiveness of top fifteen textile products (different for each export destination) at 6 digit level of HS classification exported by India to top seven textile export destinations by using both price and income export elasticities. The export elasticities are...
Persistent link: https://www.econbiz.de/10011283070
The Paper assesses the export competitiveness of top fifteen textile products (different for each export destination) at 6 digit level of HS classification exported by India to top seven textile export destinations by using both price and income export elasticities. The export elasticities are...
Persistent link: https://www.econbiz.de/10011374068
Persistent link: https://www.econbiz.de/10014240044
This paper develops several efficient machine learning models and compare their performance in forecasting the value and direction of stock prices and indices from the ASEAN countries. Although all models adequately forecast the stock indices ranging from 40% to 95% accuracy and outperform...
Persistent link: https://www.econbiz.de/10012894650
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/methodology/approach - Many VaR estimation models have been presented in the literature. In this paper, the VaR is estimated using the Generalized … according to their accuracy. Originality/value - An important issue in market risk is the inaccurate estimation of risk since …
Persistent link: https://www.econbiz.de/10012813839
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