This paper examines whether women entrepreneurs operating in the informal sector in the small island economy of Mauritius have been affected by the global financial crisis, an area which is largely under-researched due to data limitations. Survey data of 158 women entrepreneurs operating in the...

Preface -- Introduction / Sanjeev K. Sobhee -- The macroeconomics of household indebtedness / Harshana Kasseeah -- Household indebtedness in mauritius : the broad picture / Harshana Kasseeah -- Survey methods and profile of respondents / Ruben Thoplan -- An assessment of the financial...

In this paper, we employ 99% intraday value-at-risk (VaR) and intraday expected shortfall (ES) as risk metrics to assess the competency of the Multiplicative Component Generalised Autoregressive Heteroskedasticity (MC-GARCH) models based on the 1-min EUR/USD exchange rate returns. Five...

Purpose: This study aims to use a novel methodology to investigate the performance of several multivariate value at risk (VaR) and expected shortfall (ES) models implemented to assess the risk of an equally weighted portfolio consisting of high-frequency (1-min) observations for five foreign...

In this paper, we employ 99% intraday value-at-risk (VaR) and intraday expected shortfall (ES) as risk metrics to assess the competency of the Multiplicative Component Generalised Autoregressive Heteroskedasticity (MC-GARCH) models based on the 1-min EUR/USD exchange rate returns. Five...