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Assembly of a conduct risk regulatory model for developing market banks

Hargarter, Antje; Van Vuuren, Gary - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011773304

Contingent convertible bonds as countercyclical capital measures

Liebenberg, Francois; Van Vuuren, Gary; Heymans, Andre - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011778221

A proposed best practice model validation framework for banks

Jongh, Pieter Juriaan de; Larney, Janette; Maré, E.; … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011778222

Development and comparison of payment behaviour prediction models for two South African state departments

Fourie, Erika; Verster, Tanja; Van Vuuren, Gary - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011778244

Measuring the systemic risk in the South African banking sector

Foggitt, Gregory M.; Heymans, Andre; Van Vuuren, Gary; … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10011778245

An Omega ratio analysis of global hedge fund returns

Rambo, James; Van Vuuren, Gary - In: The journal of applied business research 33 (2017) 3, pp. 565-585

Persistent link: https://www.econbiz.de/10011705695

Portfolio performance under tracking error and benchmark volatility constraints

Hausner, Jan Frederick; Van Vuuren, Gary - In: Journal of economics, finance & administrative science 26 (2021) 51, pp. 94-111

Purpose: Using a portfolio comprising liquid global stocks and bonds, this study aims to limit absolute risk to that of a standardised benchmark and determine whether this has a significant impact on expected return in both high volatility period (HV) and low volatility period (LV)....

Persistent link: https://www.econbiz.de/10012598597

A regression and comparative study of United States and South African yield curves using principal component analysis

Patel, Kavir; Mohamed, Ashfaaq; Van Vuuren, Gary - In: South African journal of economic and management sciences 21 (2018) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011819375

Filter selection for countercyclical capital buffers

Visser, Dirk; Van Vuuren, Gary - In: South African journal of economic and management sciences 21 (2018) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011819730

Estimating Value at Risk and expected shortfall : a Kalman filter approach

Lecq, Max van der; Van Vuuren, Gary - In: International journal of economics and financial issues … 14 (2024) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014567063