Aestimatio Nº 8, 2014

RESEARCH ARTICLES

The term structure, latent factors and macroeconomic data: A local linear level model
Jakas, Vicente

Fitting the Pareto-Lévy distribution on the yield curve: An application to forecasting
Rostan, Pierre; Rostan, Alexandra

Momentum Strategies in the Portuguese Stock Market
Lobão, Júlio; Da Mota Lopes, Cátia

Reinsurance analysis with respect to its impact on the performance: evidence from non-life insurers in Pakistan
Iqbal, Hafiza Tahoora; Rehman, Mobeen Ur

A wave smoothing algorithm and applications to the financial markets
Ait Hellal, Omar; Meyer, Gerald H.

An application of the Black-Scholes-Merton (Osborne-Samuelson) Model to the Mexican Stock Exchange
Castañeda-Leyva, Netzahualcóyotl; Sáinz-Fernández, Manuel Delfino; Trejo-Pech, Carlos Omar

PROFESSIONAL BRIEFINGS

Welfare economics, welfare state and the real economy
Olier, Eduardo

Measuring market risk under the basel accords: VaR, stressed VaR, and expected shortfall
Chen, James Ming

Si continuas utilizando este sitio aceptas el uso de cookies. más información

Los ajustes de cookies de esta web están configurados para "permitir cookies" y así ofrecerte la mejor experiencia de navegación posible. Si sigues utilizando esta web sin cambiar tus ajustes de cookies o haces clic en "Aceptar" estarás dando tu consentimiento a esto.

Cerrar