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Convexity and correlation effects in expected credit loss calculations for IFRS9/CECL and stress testing

Chawla, Gaurav; Forest, Lawrence R. <Jr.>; Aguais, Scott D. - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 99-110

Persistent link: https://www.econbiz.de/10011670653

Mutual funds in India-emerging trends

Mukhopadhyay, J. N.; Vishwanathan, Veena - In: Global review of business and economic research 12 (2016) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10011673236

How to combine a billion alphas

Kakushadze, Zura; Yu, Willie - In: The journal of asset management 18 (2017) 1, pp. 64-80

Persistent link: https://www.econbiz.de/10011592763

Athen's game of chicken or the conditional dependence between the Greek banks

Derbali, Abdelkader; Hallara, Slaheddine; Sy, Aida - In: International journal of economics and accounting : IJEA 7 (2016) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10011636103

Do survey indicators let us see the business cycle? : a frequency decomposition

Dresse, Luc; Van Nieuwenhuyze, Christophe - 2008

This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …

Persistent link: https://www.econbiz.de/10011610229

ROA vs. ROIC

Burcă, Valentin; Gomoi, Bogdan Cosmin - In: Journal of economics and business research 22 (2016) 1, pp. 19-41

Persistent link: https://www.econbiz.de/10011572534

Correlations between insurance lines of business : an illusion or a real phenomenon? : some methodological considerations

Avanzi, Benjamin; Taylor, Greg; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 225-263

Persistent link: https://www.econbiz.de/10011576713

Essentials aspects on macroeconomic variables and their correlations

Anghelache, Constantin; Manole, Alexandru; Anghel, … - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 151-162

Persistent link: https://www.econbiz.de/10011563809

An investigation of hypothetical variance-covariance matrix stress-testing

Rayer, Quintin - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 264-288

Persistent link: https://www.econbiz.de/10011661846

Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity

Emenike, Kalu O. - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 21-36

, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors’ returns. Furthermore …

Persistent link: https://www.econbiz.de/10011862130