Showing 61 - 70 of 12,126
Affine term structure models (ATSMs) are known to have a trade-off in predicting future Treasury yields and fitting the time-varying volatility of interest rates. First, I empirically study the role of macroeconomic variables in simultaneously achieving these two goals under affine models. To...
Persistent link: https://www.econbiz.de/10009464960
By replacing the unknown random factors of factor analysis with observed macroeconomic variables, the arbitrage pricing theory (APT) is recast as a multivariate nonlinear regression model with across-equation restrictions. An explicit theoretical justification for the inclusion of an arbitrary,...
Persistent link: https://www.econbiz.de/10009475494
Kredito rizikos nuostoliai ypatingai pastebimi ekonomikos nuosmukio periodu. Todėl mokslinėje literatūroje vis dar ieškant atsakymo į klausimą, kaip makroekonominė aplinka įtakoja kredito riziką, šio darbo tikslas yra įvertinti Lietuvos bankų sistemos kredito rizikos priklausomybę...
Persistent link: https://www.econbiz.de/10009478383
Vienas iš populiariausių metodų pasaulyje ir Lietuvoje padedantis nustatyti įmonių finansinius sunkumus bei bankroto riziką yra E. Altmano modelis, kuris remiasi įmonių finansiniais rodikliais. Kita vertus, yra žinoma, kad įmonių, susiduriančių su finansiniais sunkumais, skaičių...
Persistent link: https://www.econbiz.de/10009478891
Europe is slowly emerging from one of the deepest recessions on record with the European Commission predicting positive growth in the third quarter of 2009. The third issue for 2009 includes: current macroeconomic trends and prospects; an overview of ERM statistics for July-September 2009;...
Persistent link: https://www.econbiz.de/10012023015
The EU emerged from recession in the third quarter of 2009 but growth remains anaemic ( 0.3%, EU27) and well below trend rates. Unemployment notably continues to rise and its pace of increase has accelerated in the most recent quarter to reach the highest levels in over a decade (9.5%, EU27)....
Persistent link: https://www.econbiz.de/10012023019
This guide provides a framework and practical recommendations for establishing material flow accounts and balances and for deriving a set of physical indicators for a whole economy. It offers harmonized terminology, concepts and a set of accounts and tables for implementation. The guide also...
Persistent link: https://www.econbiz.de/10009636666
Economic independence and fighting gender-based violence are two key priorities in the 2016-19 Strategic Engagement for Gender Equality. Studies assessing economic and health implications of gender-based violence have been undertaken nationally in some Member States as well as for the EU as a...
Persistent link: https://www.econbiz.de/10011799426
Banking sector is important for various macroeconomic and microeconomic variables in terms of mobilization of funds, increasing savings, and providing alternative investment instruments suited to the every person by minimizing the risk of adverse selection and moral hazard, allocating funds to...
Persistent link: https://www.econbiz.de/10012217922
The banking sector is a complex system composed of a large number of stakeholders that interacts in a non-simple way continuously and which plays the key role in economic development of each country. The economies of developing countries like Albania are characterized by high demand for credit...
Persistent link: https://www.econbiz.de/10012217925