Value at Risk (VaR) is the metric adopted by the Basel Accords for banking industry internal control and regulatory reporting. This has focused attention on the measuring, estimating and forecasting of lower tail risk. Engle and Manganelli (2004) developed the conditional autoregressive value at...

In the aftermath of the Global Financial Crisis (GFC), the Canadian and Australian banking systems have been singled out by some commentators as having performed better than many other banking systems, particularly those in Europe, America and the United Kingdom. Banks in both Canada and...

Traditionally pulses have been considered important elements of cropping systems in the Indo-Gangetic Plains. They were popular because of their importance as a source of protein and ability to fix atmospheric nitrogen (N) and thus improve soil fertility. During the late 1960s and early 1970s, a...

This paper features an analysis of the relationship between the S&P500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P500 daily continuously compounded...

This paper features an analysis of the relationship between the S&P500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacic). We explore the relationship between the S&P500 daily continuously compounded return...

Organisations today strive to augment job satisfaction in the workforce for it is conducive to lower employee turnover, higher engagement and greater productivity. The present study examines the impact of work life balance and burnout on job satisfaction in the context of the Information...