Zobrazeno 1 - 8
of 8
pro vyhledávání: '"James Kolari"'
Publikováno v:
Applied Finance Letters, Vol 3, Iss 1 (2014)
This paper shows how the dependency of time-varying conditional crosscorrelation on prevailing market conditions can be modeled. With this modelling approach it is possible to empirically investigate how correlations between different markets are dep
Externí odkaz:
https://doaj.org/article/c53d4fed85b54f579cae6c284d729ce0
In a series of papers, Fama and French showed that the CAPM failed to explain U.S. stock returns. Subsequently, they declared the CAPM dead. In its place, they proposed a number of different factors to better explain stock returns. Given that Sharpe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=intech______::9ab97c7d0e7edf8b87b17c08056d9c23
https://mts.intechopen.com/articles/show/title/the-capm-is-not-dead-it-works-better-for-average-daily-returns
https://mts.intechopen.com/articles/show/title/the-capm-is-not-dead-it-works-better-for-average-daily-returns
Autor:
James Kolari, Ivan Pastor Sanz
Publikováno v:
Journal of Finance Issues. 20:40-64
This study investigates the efficacy of the Prophet model by Facebook with respect to forecasting bank capital ratios. Bank financial ratios and macroeconomic information are combined to forecast total risk-adjusted capital ratios for 19 large U.S. b
Understanding today's rapidly changing global business environment can be challenging, particularly with conflicting news about how business actions in the European Union or emerging economies of Asia, or migrations from Mexico and Central America ar
The global business environment is rapidly changing due to shifts in geopolitical alliances, active support of global international institutions in promoting market-oriented economic reforms, and advances in the development and use of information tec
Can computer-based models, using publicly available information, be used as off-site early warning systems (EWS) to identify banks that will become inadequately capitalized in the near future? The EWS models analyzed in this article are able to detec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::27dc25b2845926647ce64d9f58c4db45
http://www.chicagofed.org/digital_assets/publications/economic_perspectives/2003/3qeppart4.pdf
http://www.chicagofed.org/digital_assets/publications/economic_perspectives/2003/3qeppart4.pdf
Publikováno v:
Journal of Money, Credit and Banking. 20:283