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Zenaida ?abotic, Ahmedin Lekpek
Pág. 43 - 54
Research Question: This paper analyses whether a relationship exists between the financial policy of the companies, embodied in the structure of assets and liabilities, and their financial health during the COVID-19 pandemic. Motivation: The paper aims t...
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Mindy Peden
Pág. Finance an - 70
A one country case study using a historical-institutional balance sheet approach provides a unique vantage point on financialization. By clarifying conceptual distinctions between assets and liabilities in households and banks and representing historical...
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Minkwan Ahn
Prior research has examined how investors view asset securitizations, and shows that investors treat securitizations as borrowings, even when GAAP treats them as sales. Upon the adoption of two new accounting standards relating to securitizations, some o...
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Todd Tucker
Pág. Finance an - 92
Hidden in plain sight, courtesy of new and rebooted national development banks (NDBs), a robust and expansive suite of industrial policy practices has emerged across Europe. In The Reinvention of Development Banking in the European Union, editors Daniel ...
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?tefan Slávik, Ivana Mi?únová Hudáková, Katarína Procházková and Branislav Zagor?ek
A start-up is a relatively new and attractive entrepreneurial form that is being explored in a broader national economy and industry context. However, there is little knowledge about its strategy, which is mainly represented by the business development s...
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Ljiljana Bonic,Vesna Jankovic-Milic,Bojan Rupic
Pág. 053 - 067
Some balance sheet items are the result of judgments, including fair value estimates, so the relevant evidence is very complicated to collect by auditors, thus the risk of misstatements in financial statements is inevitably greater. The research objectiv...
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George B. Tawadros and Imad A. Moosa
In this paper, a structural time series model is estimated to analyse the effect of quantitative easing (QE) on stock prices for the US, UK and Japan. The model is estimated by maximum likelihood in a time-varying parametric framework, using the DJIA, S&...
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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...
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Calin Vâlsan, Elena Druica and Eric Eisenstat
We propose an agent-based model of financial markets with only one asset. Thirty-two agents follow very simple rules inspired by Wolfram?s Rule 110. They engage in buying, selling, and/or holding. Each agent is endowed with a starting balance sheet marke...
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Amir Rafique(1), Muhammad Umer Quddoos(2), Shujat Ali(3), Faheem Aslam(4), Muneeb Ahmad(5), (1) COMSATS University Islamabad, Islamabad, Pakistan (2) Bahaudddin Zakariya University, Multan, Pakistan (3) COMSATS University Islamabad, Islamabad, Pakistan (4) COMSATS University Islamabad, Islamabad, Pakistan (5) Jiangxi University of Finance and Economics, Nanchang, China
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