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Element des Zinsrisiko-Managements wird im Anschluss kurz besprochen. …
Persistent link: https://www.econbiz.de/10009449363
Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 …
Persistent link: https://www.econbiz.de/10009433722
standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …
Persistent link: https://www.econbiz.de/10009467122
Ziel der Diplomarbeit ist es, die Vorschriften und Auswirkungen der ersten Teilphase des IFRS 9 darzustellen. Der Teilstandard wurde im Rahmen des Ersatzprojektes des IAS 39 entwickelt und regelt die Kategorisierung und Bewertung finanzieller Vermögenswerte in der internationalen...
Persistent link: https://www.econbiz.de/10009434192
of ITEM and B2BEC benefits; and (2) the impact of organizational characteristics (e.g. organizational IT maturity and IT … organizational IT maturity has a direct and significant impact on the adoption of ITEM; (b) the adoption of ITEM has a positive …
Persistent link: https://www.econbiz.de/10009481218
endogenous liquidity crises and maturity mismatches due to fi nancial underdevelopment. I use the model to analyse the impact of … IMF lending during debt crises on the sovereign’s optimal maturity structure. Within the model, although IMF assistance is … varios vencimientos en el que existen crisis de liquidez endógenas y desbalances de vencimientos (maturity mismatches …
Persistent link: https://www.econbiz.de/10012530397
Bank. As a result, inflation leads to an uncertaininterest rate cycle and a period of uncertain interest rate levels as it … bank’s profitability.The study starts with a review of the bank risk management processes, and then discusses theenterprise … tendencies of bank riskmanagement in South Africa and globally.The empirical findings reveal that most banks (i.e. eighty per …
Persistent link: https://www.econbiz.de/10009429600
-M) model to consider the time-series sensitivity of Australian bank stock returns to market, interest rate and foreign exchange … rate risks. Daily Australian bank portfolio returns, a market wide accumulation index, short, medium and long-term interest … suggest that market risk is an important determinant of bank stock returns, along with short and medium term interest rate …
Persistent link: https://www.econbiz.de/10009437451
This paper uses a multifactor model to examine the role of crude oil as a pricing factor in Australian excess industry returns over the period January 1980 to August 2006. A dynamic model is also specified to provide insights into the relationship between the stock market and past oil price...
Persistent link: https://www.econbiz.de/10009457366
This paper employs a Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the effect of macroeconomic factors on Australian property returns over the period 1985 to 2002. Three direct (office, retail and industrial property) and two indirect (listed...
Persistent link: https://www.econbiz.de/10009457497