Search Results - subject:"CODA"

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Turning points in the core-periphery displacement of systemic risk in the Eurozone : constrained weighted compositional clustering

Fiori, Anna Maria; Coenders, Germà - In: Risks : open access journal 13 (2025) 2, pp. 1-23

Investigating how systemic risk originates and spreads across the financial system poses an inherently compositional question, i.e., a question concerning the joint distribution of relative risk share across several interdependent contributors. To address this question, we propose a weighted...

Persistent link: https://www.econbiz.de/10015333688

A compositional analysis of systemic risk in European financial institutions

Fiori, Anna Maria; Porro, Francesco - In: Annals of finance 19 (2023) 3, pp. 325-354

Persistent link: https://www.econbiz.de/10014380568

A tough call? Comparing tax revenues to be raised by developing countries from the Amount A and the UN Model Treaty Article 12B regimes

Starkov, Vladimir; Jin, Alexis - 2022

In this research paper, we attempt to estimate the tax revenues to be gained (or lost) by the South Centre and African Union's Member States under the Amount A and Article 12B regimes. Our analysis relied on sources of information available to private sector researchers but did not involve...

Persistent link: https://www.econbiz.de/10014278170

¿Una elección difícil? Comparación de los ingresos fiscales que recaudarán los países en vías de desarrollo a partir de los regímenes del Monto A y del Artículo 12B de la Convención Modelo de las Naciones Unidas

Starkov, Vladimir; Jin, Alexis - 2022

Persistent link: https://www.econbiz.de/10014278424

Compositional classification of financial statement profiles: The weighted case

Jofre-Campuzano, Pol; Coenders, Germà - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-17

analysis (CoDA) methodology. This methodology solves the most common distributional problems encountered in the statistical … analysis of financial ratios. The main purpose of this article is to show that with the CoDA methodology, accounting figures … CoDA, which is a novelty in the financial statement analysis field. The suggested weight of each accounting figure is …

Persistent link: https://www.econbiz.de/10014332702

¿Una elección difícil? : comparación de los ingresos fiscales que recaudarán los países en vías de desarrollo a partir de los regímenes del Monto A y del Artículo 12B de la Convención Modelo de las Naciones Unidas

Starkov, Vladimir; Jin, Alexis - 2022

Persistent link: https://www.econbiz.de/10013365666

Compositional classification of financial statement profiles : the weighted case

Jofre-Campuzano, Pol; Coenders, Germà - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-17

Persistent link: https://www.econbiz.de/10014284438

A tough call? : comparing tax revenues to be raised by developing countries from the Amount A and the UN Model Treaty Article 12B regimes

Starkov, Vladimir; Jin, Alexis - 2022

Persistent link: https://www.econbiz.de/10013257990

The relationship between asset and capital structure : a compositional approach with panel vector autoregressive models

Carreras, Miquel; Coenders, Germà - In: Quantitative finance and economics 5 (2021) 4, pp. 571-590

Persistent link: https://www.econbiz.de/10012631827

Principal component analysis of financial statements: A compositional approach

Carreras, Miquel; Coenders, Germà - In: Revista de Métodos Cuantitativos para la Economía y … 29 (2020), pp. 18-37

drawn from compositional data analysis (CoDa), a standard statistical toolbox for use when data convey information about … relative magnitudes, as financial ratios do. The method, referred to as the CoDa biplot, doe s not rely on any particular …

Persistent link: https://www.econbiz.de/10014494478