Search Results - subject:"Financial variables"

Outlook for Interest Rates and Japanese Banksâ€™ Risk Exposures under Abenomics

Arslanalp, Serkan; Lam, Raphael W. - International Monetary Fund (IMF) - 2013

This paper examines how Japan’s long-term interest rates and Japanese banks’ interest rate risk exposures may evolve under Abenomics. Results from a panel regression analysis for major advanced economies shows that long-term government bond yields in Japan are determined to a large extent by...

Persistent link: https://www.econbiz.de/10011142198

Forecasting growth during the Great Recession: is financial volatility the missing ingredient?

Ferrara, L.; Marsilli, C.; Ortega, J-P. - Banque de France - 2013

evaluate the leading role of the daily volatility of two major financial variables, namely commodity and stock prices, in their …

Persistent link: https://www.econbiz.de/10010815989

Impact on the financial variables of the borrowers of AVANZAR in Buenos Aires, Argentina. Period 2000-2012

Contreras, Ismaira; Gómez, Alicia - In: Economía 38 (2013) 35, pp. 11-56

The microcredits are short-term loans and/or micro ventures with a small amount of money given to poor people in order to contribute to poverty reduction. In the last few years, there has been a fast growth in microcredits programmes; experts wonder whether those loans are reaching the poor...

Persistent link: https://www.econbiz.de/10010962220

Forecasting the variance and return of Mexican financial series with symmetric GARCH models

PADILLA, Fátima Irina VILLALBA; FLORES-ORTEGA, Miguel - In: Theoretical and Applied Economics XVIII(2013) (2013) 3(580), pp. 61-82

The present research shows the application of the generalized autoregresive conditional heteroskedasticity models (GARCH) in order to forecast the variance and return of the IPC, the EMBI, the weighted-average government funding rate, the fix exchange rate and the Mexican oil reference, as...

Persistent link: https://www.econbiz.de/10011005041

Financial and non-financial variables in predicting failure of small business reorganisation

Laitinen, Erkki K. - In: International Journal of Accounting and Finance 4 (2013) 1, pp. 1-34

purpose is to assess the importance of financial and non-financial variables in predicting their survival or failure in the …. The results show that pre-filing financial variables are not efficient in predicting failure. However, non-financial … variables (such as the use of active reorganisation actions) prove to be efficient predictors of failure. In classification …

Persistent link: https://www.econbiz.de/10010817011

Financial and non-financial variables in predicting failure of small business reorganisation

Laitinen, Erkki K. - In: International journal of accounting and finance 4 (2013) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10009752647

Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession

Ferrara, Laurent; Marsilli, Clément - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012

financial sector in macroeconomics. In this paper, we evaluate the predictive power of some major financial variables to …

Persistent link: https://www.econbiz.de/10010570417

Does noncausality help in forecasting economic time series?

Nyberg, Henri; Lanne, Markku; Saarinen, Erkka - In: Economics Bulletin 32 (2012) 4, pp. 2849-2859

In this paper, we compare the forecasting performance of univariate noncausal and conventional causal autoregressive models for a comprehensive data set consisting of 170 monthly U.S. macroeconomic and financial time series. The noncausal models consistently outperform the causal models. For a...

Persistent link: https://www.econbiz.de/10011278622

Real estate industry takeover bid patterns : Spanish, a case study

González-Arias, Julio; Arguedas-Sanz, Raquel; … - In: Revista de contabilidad : RC-SAR 20 (2017) 2, pp. 225-234

Persistent link: https://www.econbiz.de/10011780962

Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs

Louzis, Dimitrios P. - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 569-598

Persistent link: https://www.econbiz.de/10012019346