Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Carlos del Carpio"'
Autor:
Mauricio Zevallos, Carlos del Carpio
Publikováno v:
Economía, Vol 38, Iss 75, Pp 101-122 (2015)
Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comov
Externí odkaz:
https://doaj.org/article/640311f1c1a24627a140e3493c84cc2e
Publikováno v:
Economía, Vol 40, Iss 79 (2017)
In this paper we use the conditional Value at Risk (CoVaR) and CoVaR variation (ΔCoVaR) proposed by Adrian and Brunnermeier (2008, 2011, 2016) to estimate the Peruvian stock market risk (through the IGBVL) conditioned on the international financial
Externí odkaz:
https://doaj.org/article/1774ac2ea2714f1fa5d090b9b09035e7
Publikováno v:
Economía; Volume 40 Issue 79 (2017); 87-104
PUCP-Institucional
Pontificia Universidad Católica del Perú
instacron:PUCP
PUCP-Institucional
Pontificia Universidad Católica del Perú
instacron:PUCP
En este trabajo utilizamos el Valor en Riesgo condicional (CoVaR) y la variación CoVaR (ΔCoVaR) propuestos por Adrian and Brunnermeier (2008, 2011, 2016) para estimar el riesgo bursátil peruano (a través del IGBVL) condicionado en el mercado inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0d171436c2c89d074352b697bdb3db71
https://doi.org/10.18800/economia.201701.003
https://doi.org/10.18800/economia.201701.003
Autor:
Carlos del Carpio, Mauricio Zevallos
Publikováno v:
Economía, Vol 38, Iss 75, Pp 101-122 (2015)
Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c02efd293fc50f0f8ce16ac37fd35f09
http://revistas.pucp.edu.pe/index.php/economia/article/view/13734
http://revistas.pucp.edu.pe/index.php/economia/article/view/13734
This book uses newly collected data with nearly 2000 observations across Africa and Latin America of SME owner/operators to examine if psychometric tools can distinguish the good ones from the bad ones. This book fully describes the development prob
Publikováno v:
SpringerBriefs in Psychology ISBN: 9781461472261
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5caa327452ad616f4d0294c5a3b67970
https://doi.org/10.1007/978-1-4614-7227-8_3
https://doi.org/10.1007/978-1-4614-7227-8_3
Publikováno v:
SpringerBriefs in Psychology ISBN: 9781461472261
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::985799bf0c2d772eed6d1a41d2e1119c
https://doi.org/10.1007/978-1-4614-7227-8_5
https://doi.org/10.1007/978-1-4614-7227-8_5
Publikováno v:
SpringerBriefs in Psychology ISBN: 9781461472261
Industrial and Organizational Psychology has developed tools to solve a similar problem: personnel selection. Big companies need to select among a large number of individuals applying for a job. This has to be done with relatively low transaction cos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd605de9eaa0d3f8e68c6cbd6fb6ec2f
https://doi.org/10.1007/978-1-4614-7227-8_2
https://doi.org/10.1007/978-1-4614-7227-8_2
Publikováno v:
SpringerBriefs in Psychology ISBN: 9781461472261
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e941cc4f59261db22086f537bfe556b5
https://doi.org/10.1007/978-1-4614-7227-8_4
https://doi.org/10.1007/978-1-4614-7227-8_4
Publikováno v:
SpringerBriefs in Psychology ISBN: 9781461472261
Enterprising Psychometrics and Poverty Reduction
Enterprising Psychometrics and Poverty Reduction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13fccf7a519038d15851cd52365aa082
https://doi.org/10.1007/978-1-4614-7227-8
https://doi.org/10.1007/978-1-4614-7227-8