There is an extensive amount of financial literature which focuses on the relationship between the day of the week effect and the returns assets. This relation is developed well by several researchers. Whereas, the obtained results to differentiate from a study to the other one. Thus,...

In the banking sector, the conditions for creating a sustainable competitive advantage are specific. Moreover, innovation is not protected, new products or new sales methods are easily imitated. Building on traditional thesis factoring May Provide an advantage, aim the durability thereof cannot...

The main idea of this paper is to study theoretically the different ones from the credit portfolio models mainly two models: the macro-factors models and the actuarial models. There are currently three types of models to consider the risk of credit: the structural models also defined by the...

This paper is elaborate of which the main is to present a theoretical analysis between the structural models. There are currently three types of models to consider the risk of credit: the structural models (The KMV Moody's model and the CreditMetrics model) also defined by the models of the...

We investigate this study to examine the relationship between economic growth, financial development, trade openness and CO2 emissions using the ordinary least squares (OLS) models for a panel data of 40 European countries during the period from 1985 to 2014. To estimate this causality we refer...

Since the 1980s, the attractiveness of foreign direct investment has always been one of the growth drivers for most developing countries. Indeed, the debt crises that have shaken these countries have led them to change at least partially their development strategies. Different empirical studies...

Purpose: The purpose of this paper is to understand and compare the extent and nature of the impact of foreign portfolio investment (FPI) on the stock market volatility, particularly in the Southeast Asian emerging markets, and compare that against the corresponding experience of Indian economy,...

In this article, we employ the GARCH-DECO (1,1) to investigate empirically the dependence between Shanghai Composite (SSEC) and Austral African stock market indices. We utilize daily return indices over the period from January 4, 2006 to December 30, 2016. From the empirical findings, the...