Zobrazeno 1 - 10
of 59
pro vyhledávání: '"G.D.I. Barr"'
Autor:
G.D.I. Barr, T. Petousis
Publikováno v:
Studies in Economics and Econometrics. 40:41-70
This paper applies the Nelson Siegel (NS) parameterisation framework adopted by Diebold and Li (2006) to model the 10-year South African Government yield curve over the period February 2005 to October 2014, producing R-squared values exceeding 80% in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe4d5d81357f9fb4eda7dab6d8949d83
https://doi.org/10.1080/10800379.2016.12097291
https://doi.org/10.1080/10800379.2016.12097291
Autor:
D. J. Bradfield, G.D.I. Barr
Publikováno v:
South African Journal of Accounting Research. 29:197-203
In this comment we add to the discussion on rebalancing portfolios by Sher and Barr (2011). In particular we highlight how a recent rebalancing proposal by Chan and Ramkumar (2011) is found to significantly improve rebalancing performance. An importa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa20dcf9583e650ba06aae7b7032dc3a
https://doi.org/10.1080/10291954.2015.1006475
https://doi.org/10.1080/10291954.2015.1006475
Autor:
G.D.I. Barr, B. S. Kantor
Publikováno v:
Studies in Economics and Econometrics. 37:23-39
This paper reconsiders the relationship between measures of money and measures of economic activity in the South African economy and the role of the Reserve Bank in moderating South African economic cycles. By using data for the past twenty years, th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::78199dc9ac83396019abd41841cebeb6
https://doi.org/10.1080/10800379.2013.12097250
https://doi.org/10.1080/10800379.2013.12097250
Publikováno v:
Journal of Behavioral Decision Making. 25:239-247
Social discounting refers to the fact that most people assign more value to the welfare of close affiliates than they do to the welfare of distant affiliates—they discount the latter compared to the former. We report the first study to apply a soci
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::639ed1dc74fee85e4cda7bd4649091f0
https://doi.org/10.1002/bdm.719
https://doi.org/10.1002/bdm.719
Autor:
Ian N. Durbach, G.D.I. Barr
Publikováno v:
Teaching Statistics. 30:89-92
Summary This article illustrates the concept of statistical independence using the example of slot machines that may be played on multiple lines.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::063a1907d2a4e6647d4d76eea3309367
https://doi.org/10.1111/j.1467-9639.2008.00334.x
https://doi.org/10.1111/j.1467-9639.2008.00334.x
Publikováno v:
South African Journal of Business Management
South African Journal of Business Management, Vol 38, Iss 1, Pp 45-58 (2007)
South African Journal of Business Management, Vol 38, Iss 1, Pp 45-58 (2007)
This paper investigates the relationship between the returns of the ALSI Top 40 companies and changes in the Rand-Dollar exchange rate. Each of the Top 40 companies was grouped, a priori, according to their global positioning vis-à-vis income and co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4c33c43bcad862ee4f9d36c6179c1f2
https://doi.org/10.4102/sajbm.v38i1.577
https://doi.org/10.4102/sajbm.v38i1.577
Publikováno v:
South African Journal of Accounting Research. 21:81-101
This paper considers how portfolios may be structured which provide protection against Rand exchange rate movement and, in particular, against Rand weakness. Two portfolio optimisation methods are ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d19d971363f4f95ce34840cf0ae72716
https://doi.org/10.1080/10291954.2007.11435127
https://doi.org/10.1080/10291954.2007.11435127
Autor:
G.D.I. Barr, L. Sharp
Publikováno v:
Studies in Economics and Econometrics. 30:41-58
It is common to treat the political system (including ownership and expropriation risks, and civil and electoral freedoms) as an exogenous influence over economic conditions. Nonetheless, there is an increasing tendency in economics and political sci
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ee32db1391cdb345bcba19cd0ff6a29
https://doi.org/10.1080/10800379.2006.12106399
https://doi.org/10.1080/10800379.2006.12106399
Autor:
B. S. Kantor, G.D.I. Barr
Publikováno v:
Journal of the Operational Research Society. 55:1266-1274
The batting average statistic has been used almost exclusively to assess the worth of a batsman. It reveals a great deal about the potential performance of batsmen in cricket played at the first class level. However, in the one-day game, strict limit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4939bf37c544105764003accc0f69f00
https://doi.org/10.1057/palgrave.jors.2601800
https://doi.org/10.1057/palgrave.jors.2601800
Autor:
G.D.I. Barr, B. S. Kantor
Publikováno v:
The South African Journal of Economics. 71:182-190
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26c0329dc2e61f7697d87f002ef26b7c
https://doi.org/10.1111/j.1813-6982.2003.tb01312.x
https://doi.org/10.1111/j.1813-6982.2003.tb01312.x