Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Thomas Bundt"'
Autor:
David Basterfield, Thomas Bundt
Publikováno v:
Journal of Finance Issues. 8:29-37
This paper backtests Value-at-Risk (VaR) for the Stable Paretian and GARCH models applied to the real estate bubble of 2005-2008. Specifically, we use a rolling time-varying quantile estimation method to backtest Value-at-Risk (VaR) on a widely-held
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6caeb8cbb244d9eb225189feb0757205
https://doi.org/10.58886/jfi.v8i2.2342
https://doi.org/10.58886/jfi.v8i2.2342
Publikováno v:
Managerial Finance. 36:525-533
PurposeThe purpose of this paper is to explore risk management models applied to electric power markets. Several Value‐at‐Risk (VaR) models are applied to day‐ahead forward contract electric power price data to see which, if any, could be best
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed1b5eee814e50cc1fb085b4c9738cf8
https://doi.org/10.1108/03074351011043008
https://doi.org/10.1108/03074351011043008
Autor:
Thomas Bundt, Robert P. Murphy
Publikováno v:
The Review of Austrian Economics. 21:329-340
In both theoretical and applied contexts, neoclassical economics typically assumes that residual economic relationships are mean-zero, finite-variance, normally distributed random variables. However, many have challenged this view, from various persp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58473e0c987761de783afc02eef28903
https://doi.org/10.1007/s11138-008-0045-5
https://doi.org/10.1007/s11138-008-0045-5
Autor:
David Basterfield, Thomas Bundt
Publikováno v:
Journal of Finance Issues. 5:187-195
This paper explores practical applications of multivariate stable distributions to value at risk modeling during the Asian currency crisis. We fit multivariate stable distributions to daily foreign exchange rate data 1996 through 1998 for six Asian c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::433254b835a80c9595e46a13aaf84272
https://doi.org/10.58886/jfi.v5i1.2601
https://doi.org/10.58886/jfi.v5i1.2601
Autor:
Thomas Bundt, Jeffrey H. Bergstrand
Publikováno v:
Journal of International Money and Finance. 9:325-334
This paper presents new evidence of currency substitution using the two-step estimator of cointegrated systems developed by Engle and Granger (1987). We estimate and find cointegration among variables suggested by the money-services model of currency
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b49b99a849d2c158e025b9f0d6a001d5
https://doi.org/10.1016/0261-5606(90)90013-p
https://doi.org/10.1016/0261-5606(90)90013-p
Autor:
Thomas Bundt, Andrew Solocha
Publikováno v:
Journal of Policy Modeling. 10:581-600
This paper examines the relationship between the budget deficit and the trade deficit in the United States by presenting new evidence on the impact effects of debt disturbances on the exchange rate. Based upon estimates of a general two-country portf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7eaa9a99e111fe50aeda4b385c14e0cc
https://doi.org/10.1016/0161-8938(88)90021-x
https://doi.org/10.1016/0161-8938(88)90021-x
Publikováno v:
Review of Social Economy. 47:27-42
The era of deregulation in consumer financial services has focused atten? tion on the effects for commercial banks and, recently, the solvency of savings and loan associations. Often neglected in the financial press are credit unions: not-for-profit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::89fb515ea76dd2eac01e022f5b9c15cf
https://doi.org/10.1080/00346768900000003
https://doi.org/10.1080/00346768900000003
Autor:
Barry Keating, Thomas Bundt
Publikováno v:
Applied Economics. 20:1333-1342
The purpose of this paper is to analyse the effect of deregulation and enhanced competition on the costs and performance of large credit unions. Using a sample of large credit unions over the period 1979 through to 1985, we find no evidence that cred
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9873c668fc7c8a0e4a9b70aee1fce247
https://doi.org/10.1080/00036848800000104
https://doi.org/10.1080/00036848800000104
Autor:
Thomas Bundt, Robert L. Schweitzer
Publikováno v:
The Financial Review. 24:417-430
Deposit interest rate deregulation and financial service innovation have led to dramatic changes in large banks' deposit composition. This paper presentes a statistical cost analysis of changes in unit costs faced by banks under comprehensive financi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3710d28195695e7a94f65aaa5ed06a02
https://doi.org/10.1111/j.1540-6288.1989.tb00350.x
https://doi.org/10.1111/j.1540-6288.1989.tb00350.x