Purpose With the globalization and liberalization in terms of increasing financial flows across the countries, the policy makers around the world are not independent in the context of monetary and fiscal policy initiatives. In this regard, this paper aims to attempt to quantify and capture long...

Purpose The authors aim to report empirical linkages between the US and Brazil, Russia, India and China (BRIC) financial stress indices catalyzing catalyzing dependent economic policy initiatives (an extended version of Singh and Singh, 2017a). Design/methodology/approach Initially, the study...

Purpose The purpose of this paper is to investigate the endogeneity of asset values and how it relates to farm financial stress in US agriculture. The authors conceptualize an implied measure of farm financial stress as a function of debt position. The authors posit that there are variations in...

Purpose The purpose of this study is to investigate the effect of company characteristics such as the level of financial distress, client size and type of auditor on the propensity to issue modified audit opinions and to assess comparative differences in audit opinions during two significant...

Abstract Recently, various mathematical models have been proposed to model COVID-19 outbreak. These models are an effective tool to study the mechanisms of coronavirus spreading and to predict the future course of COVID-19 disease. They are also used to evaluate strategies to control this...

Zusammenfassung Aufgrund der arbeitsintensiven Dienstleistungen eines Call Centers ist die auf die Optimierung der Personalkosten zielende Personalbedarfs- und Personaleinsatzplanung eine wichtige Aufgabe des Call Center-Managements. In diesem Beitrag wird die Grundkonzeption eines Prognose- und...

Summary This paper provides a review of the recent literature concerned with large factor models as forecast devices.We focus on factor models that account for mixed-frequency data and missing observations at the end of the sample. These are data irregularities applied forecasters have to cope...

Summary This paper analyzes the forecast accuracy of the multivariate realized volatility model introduced by Chiriac and Voev (2010), subject to different degrees of model parametrization and economic evaluation criteria. Bymodelling the Cholesky factors of the covariance matrices, the model...