Revistas
Artículos
Publicaciones
Documentos
REVISTA
USV Annals of Economics and Public Administration
TODAS
Redirigiendo al acceso original de articulo en
21
segundos...
Inicio
/
USV Annals of Economics and Public Administration
/
Vol: 13 Núm: 1 Par: 0 (2013)
/
Artículo
ARTÍCULO
TITULO
SYSTEMIC RISK IN BANKING SECTOR
Oana Raluca Dragan (Santamarian)
Ioan Batrancea
Liviu Bechis
Resumen
No disponible
Acceso
PÁGINAS
pp. 177 - 182
NÚMERO
Volumen: 13 Número: 1 Parte: 0 (2013)
MATERIAS
ADMINISTRACIÓN
ECONOMÍA
REVISTAS SIMILARES
International Journal of Financial Studies
International Journal of Finance & Banking Studies
Facta Universitatis. Series: Economics and Organization
Artículos similares
Bank Stability and Systemic Risk MeasurementApplication of Z-Score Variations to the Turkish Banking Sector
Acceso
Coskun Tarkocin, Murat Donduran
Pág. 63 - 73
Revista:
International Journal of Finance & Banking Studies
South African Banks? Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall
Acceso
Mathias Mandla Manguzvane and John Weirstrass Muteba Mwamba
Systemic susceptibility highlights the extent to which a banking sector is sensitive to negative shocks. Policymakers and regulators? objective is to avoid financial crises, and even though they can somewhat control local conditions, internationally tran...
ver más
Revista:
International Journal of Financial Studies
TESTING THE APPLICABILITY OF THE CAPM MODEL USING SELECTED SHARES LISTED ON THE BELGRADE STOCK EXCHANGE
Acceso
Milo? Ðakovic,Jelena Andra?ic,Danica Cicmil
Pág. 183 - 197
One of the basic types of portfolio valuation as well as valuation of individual company shares is the CAPM (Capital Asset Pricing) model, which uses a well-known measure of systemic risk in its analysis, which is beta. The CAPM model in its analysis use...
ver más
Revista:
Facta Universitatis. Series: Economics and Organization
FOREIGN CURRENCY LOAN CONVERSIONS AND CURRENCY MISMATCHES IN ROMANIA
Acceso
Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
ver más
Revista:
Journal of Smart Economic Growth
Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach
Acceso
John Weirstrass Muteba Mwamba and Ehounou Serge Eloge Florentin Angaman
In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence between ...
ver más
Revista:
International Journal of Financial Studies
Revistas destacadas
Infrastructures
Informed Infraestructure
BiT
Revista de la Construcción
Ver todas las revistas