Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach
The negative consequences of financial instability for the world economy during the recent
financial crisis have highlighted the need for a better understanding of financial conditions …
financial crisis have highlighted the need for a better understanding of financial conditions …
Risk-oriented approach to managing the social market economy
TI Krishtaleva, EA Gureeva, LA Kripakova… - International Journal of …, 2021 - emerald.com
Purpose The purpose of the paper is to develop a risk-oriented approach to managing the
social market economy. Design/methodology/approach The first task is to determine the …
social market economy. Design/methodology/approach The first task is to determine the …
Existence of equilibrium on asset markets with a countably infinite number of states
T Ha-Huy, C Le Van - Journal of Mathematical Economics, 2017 - Elsevier
We consider a model with a countably infinite number of states of nature. The agents have
equivalent probability beliefs and von Neumann–Morgenstern utilities. The No-Arbitrage …
equivalent probability beliefs and von Neumann–Morgenstern utilities. The No-Arbitrage …
[PDF][PDF] Corporate investment choice and exchange option between production functions
O Bouasker, JL Prigent - International Journal of Business, 2012 - ijb.cyut.edu.tw
This paper examines the strategy in resource allocation of a firm which must choose
between several production functions. These latter ones can differ by their respective initial …
between several production functions. These latter ones can differ by their respective initial …
[PDF][PDF] Kappa performance measures with Johnson Distributions
N Naguez, JL Prigent - International Journal of Business, 2011 - academia.edu
In this paper, we analyze the Kappa performance measures of portfolio returns having
Johnson distributions. Kappa performance measures are based on downside risk measures …
Johnson distributions. Kappa performance measures are based on downside risk measures …
Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Applied with Con-integration
O Masood, S Butt, SAA Shah, M Bellalah… - … Journal of Business, 2011 - papers.ssrn.com
This study has been conducted to empirically examine the determinants of domestic credit to
private sector (DCPS) in Pakistan over the period from 1980 to 2009. The relationship is …
private sector (DCPS) in Pakistan over the period from 1980 to 2009. The relationship is …
Asset market equilibrium with short-selling and a continuum of number of states of nature
T Ha-Huy, C Le Van - 2012 - hal.science
We consider an economy with a continuum number of states of nature, von Neumann-
Morgenstern utilities, where agents have different probability beliefs and where short sells …
Morgenstern utilities, where agents have different probability beliefs and where short sells …