Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Yolanda S. Stander"'
Autor:
Yolanda S. Stander
Publikováno v:
Journal of Economic and Financial Sciences, Vol 16, Iss 1, Pp e1-e13 (2023)
Orientation: Market events during the coronavirus disease 2019 (COVID-19) pandemic exposed flaws in the econometric models used to derive International Financial Reporting Standards (IFRS) 9 impairments. Models were unable to capture the level of gov
Externí odkaz:
https://doaj.org/article/14c73baa2a844c198011e0a71394e996
Autor:
Yolanda S. Stander
Publikováno v:
Journal of Risk and Financial Management; Volume 16; Issue 1; Pages: 47
Extraordinary economic conditions during the COVID-19 pandemic caused many IFRS 9 impairment models to produce unreliable results. Severe market reactions, resulting from unprecedented events, prompted swift action from the regulatory authorities to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3513c4246fa251e4e89635366eb66662
Publikováno v:
Journal of Economic and Financial Sciences, Vol 6, Iss 1, Pp 83-108 (2013)
A new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate copulas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a8a5c7b6d2002f7969fe74b976b1b35
https://jefjournal.org.za/index.php/jef/article/view/278
https://jefjournal.org.za/index.php/jef/article/view/278
Autor:
Yolanda S. Stander
Publikováno v:
Yield Curve Modeling ISBN: 9781349524280
In this chapter the relationships between nominal interest rates, real interest rates, and inflation rates are shown. Various ways in which to derive real yield curves are discussed.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8a634564c1928871bd86e3f297cf6d94
https://doi.org/10.1057/9780230513747_6
https://doi.org/10.1057/9780230513747_6
Autor:
Yolanda S. Stander
Publikováno v:
Yield Curve Modeling ISBN: 9781349524280
This chapter provides a basic overview of the three types of yield curve models known as regression-type models, empirical models, and equilibrium models. In Section 3.1 various regression-type models are discussed. Regression modeling is the most tr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::521e7d29f80374a1a9ae33e35c8f52c4
https://doi.org/10.1057/9780230513747_3
https://doi.org/10.1057/9780230513747_3
Autor:
Yolanda S. Stander
Publikováno v:
Yield Curve Modeling ISBN: 9781349524280
It is important to financial institutions to understand the different sources of risk inherent in any transaction and to be able to quantify it. Traders need to understand the dynamics of credit, liquidity, and country premiums, otherwise they will n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f138b2eed50ef80dd23cca57f520a538
https://doi.org/10.1057/9780230513747_7
https://doi.org/10.1057/9780230513747_7
Autor:
Yolanda S. Stander
Publikováno v:
Yield Curve Modeling ISBN: 9781349524280
In this chapter a few basic types of interest rates and the relationships between them are defined. The formulae denoting these relationships are derived by using very straightforward arguments; this involves the breaking up of instruments into their
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c11b55e42dda1b3c68723344cd5ef1ab
https://doi.org/10.1057/9780230513747_2
https://doi.org/10.1057/9780230513747_2
Autor:
Yolanda S. Stander
Publikováno v:
Yield Curve Modeling ISBN: 9781349524280
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5fa5b704bb18babadf626d7ac9354ff
https://doi.org/10.1057/9780230513747_4
https://doi.org/10.1057/9780230513747_4
Autor:
Yolanda S. Stander
Publikováno v:
Yield Curve Modeling ISBN: 9781349524280
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2883b549128e85b330e13ac925a95394
https://doi.org/10.1057/9780230513747_1
https://doi.org/10.1057/9780230513747_1
Autor:
Yolanda S. Stander
Publikováno v:
Yield Curve Modeling ISBN: 9781349524280
In this chapter we explore how to derive yield curves from the various types of instruments available in the market.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a49b331e695b0738fb22cffde7848d42
https://doi.org/10.1057/9780230513747_5
https://doi.org/10.1057/9780230513747_5