Zobrazeno 1 - 10 of 26 pro vyhledávání: '"Viviane Y. Naimy"'
1
The impact of the recent oil price decline on the GCC banking system
Autor: Ruba Kattan, Viviane Y. Naimy
Publikováno v: Middle East Development Journal. 12:326-339
This paper applies the econometric Chow test to determine the impact of the recent oil price decline on the GCC banking system for the period 2011–2017. Structural breaks in the performance of sele...
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9fc7e14f8ea6ff9351566a11df3c4cdb
https://doi.org/10.1080/17938120.2020.1770564
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2
ESG Versus Corporate Financial Performance: Evidence from East Asian Firms in the Industrials Sector
Autor: Sahar Iskandar, Viviane Y. Naimy, Rim El Khoury
Publikováno v: Studies of Applied Economics. 39
Given the unsettled ESG-CFP (Environmental, Social, Governance-Corporate Financial Performance) relationship and the scarcity of research covering emerging markets firms and the impact of each of the ESG pillars on CFP while considering the industry
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2ead2e652632fdcace06fddf18c5bfaf
https://doi.org/10.25115/eea.v39i3.4457
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3
Market Volatility of the Three Most Powerful Military Countries during Their Intervention in the Syrian War
Autor: José-María Montero, Nisrine Maalouf, Rim El Khoury, Viviane Y. Naimy
Publikováno v: Mathematics
Volume 8
Issue 5
Mathematics, Vol 8, Iss 834, p 834 (2020)
This paper analyzes the volatility dynamics in the financial markets of the (three) most powerful countries from a military perspective, namely, the U.S., Russia, and China, during the period 2015&ndash
2018 that corresponds to their interventio
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c46db105e78835fac689e6b9c66604c6
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4
Volatility and Value at Risk of Crypto Versus Fiat Currencies
Autor: Viviane Y. Naimy, Johnny El Chidiac, Rim El Khoury
Publikováno v: Business Information Systems Workshops ISBN: 9783030611453
BIS (Workshops)
This paper examines the behavior of Bitcoin and Ripple compared to the three fiat currencies, EURUSD, GBPUSD and CNYUSD, by comparing their volatility and VaR during the period extending from March 01, 2016 to February 28, 2019. EWMA, GARCH (1, 1), G
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::237bc7d3445da0f443fdb4ac8e96bd28
https://doi.org/10.1007/978-3-030-61146-0_12
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5
Testing VaR Accuracy for CDS Portfolios Using Historical Simulation and Delta-Normal Models
Autor: Viviane Y. Naimy
Publikováno v: Journal of Mathematics and Statistics. 12:99-106
This paper studies the accuracy of the VaR using the Delta-Normal and Historical approaches in measuring the risk of CDS portfolios in three different zones, US, Europe and Asia, for the period March 2013-November 2015. The portfolios consist exclusi
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8af3f5d1f6973ac3dc69b7c6142e401b
https://doi.org/10.3844/jmssp.2016.99.106
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7
Forecasting value at risk (VAR) for emerging and developed markets
Autor: Melissa Bou Zeidan, Viviane Y. Naimy
Publikováno v: Studies of Applied Economics. 37:133
espanolEste documento explora diferentes enfoques para modelar y pronosticar el VaR, utilizando tanto la simulacion historica como los metodos de bootstrap ponderados por volatilidad, en los que la volatilidad se estima utilizando GARCH (1,1) y EGARC
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::3f87386ce684cc0e41f0c28ccc30e4a8
https://doi.org/10.25115/eea.v37i3.2778
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8
Using Regression to Establish Weights for a Set of Composite Equations through a Numerical Analysis Approach: A Case of Admission Criteria to a College
Autor: Viviane Y. Naimy, Ramzi Nasser
Publikováno v: Journal of Mathematics and Statistics. 6:300-305
Problem statement: Mathematically little is known of college admissio n criteria as in school grade point average, admission test scores o r rank in class and weighting of the criteria into a composite equation. Approach: This study presented a metho
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b36df485c91ce021acd9d397cfd4f384
https://doi.org/10.3844/jmssp.2010.300.305
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9
Modelling and predicting the Bitcoin volatility using GARCH models
Autor: Viviane Y. Naimy, Marianne R. Hayek
Publikováno v: International Journal of Mathematical Modelling and Numerical Optimisation. 8:197
This paper is the first to forecast the volatility of the Bitcoin/USD exchange rate. It assesses and compares the predictive ability of the generalised autoregressive conditional heteroscedasticity (GARCH) (1,1), the exponentially weighted moving ave
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c8e6d74881d0f16fdb497244c92b4aa0
https://doi.org/10.1504/ijmmno.2018.10009955
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10
Liquidity Planning Between Theory And Practice: An Overall Examination Of The GCC Banks During The Crisis Du Jour
Autor: Viviane Y. Naimy
Publikováno v: Journal of Business Case Studies (JBCS). 5:1-12
After giving a rundown on banks liquidity risk and management, and suggesting a simple model aiming at improving the efficiency of banks liquidity management, this paper gauges the possible impact of the current crisis on the GCC economies, specifica
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d8b038a627e3ba36b9f658b9b02c758c
https://doi.org/10.19030/jbcs.v5i6.4727
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