Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue12.2001:
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As a result, variation in our measure of breakeven income reflects the combined influence on labour supply of changes in real earnings disregards and benefit reduction rates across
VaR , this being an alternative measure of tail risk with better theoretical properties than the quantile. Using backtesting of historical daily return series we show that our
The striking feature of the equilibrium growth rate in the Jones model is that per capita consumption, per capita output and capital, and technology all grow at a common rate
The pre-oer and post-oer periods are de®ned as 25 trading days prior to the announcement date and 25 trading days subsequent to the expiration date, re- spectively.. Tests of the
One reason why the number of simulations for the Monte Carlo method must be so high is that in order to determine the VaR, only the 1% level is important. As a consequence, only a
Although the main issue of the text is to get the manager to think in a real- options framework, a second aspect extends this notion to developing corpo- rate strategy by using
In recent years, securitization and other ®nancial innovations have provided unprecedented opportunities for banks to reduce substantially their regulatory measures of risk, with
We examined expression of the lipophorin (Lp) gene, lipophorin (Lp) synthesis and secretion in the mosquito fat body, as well as dynamic changes in levels of this lipoprotein in
