Emerald
SCOPUS (2000-2022)ESCI-ISI
1526-5943
Cơ quản chủ quản: Emerald Group Publishing Ltd.
Lĩnh vực:
AccountingFinance
Các bài báo tiêu biểu
Financial development index and economic growth: empirical evidence from IndiaPurpose The purpose of this paper is to construct a financial development index (FDI) for the Indian economy and also examine the relationship between FDI and economic growth. Design/methodology/approach Augment Dickey Fuller, Philli...
Tập 12 Số 2 - Trang 98-111 - 2011
Forecast of value at risk for equity indices: an analysis from developed and emerging marketsPurpose The purpose of this paper is to compare the performance of commonly used value at risk (VaR) estimation methods for equity indices from both developed countries and emerging markets. Design/methodology/approach In addition to...
- 2009
Comparison of temperature models using heating and cooling degree days futuresPurpose The purpose of this paper is to compare the ability of popular temperature models, namely, the models given by Alaton et al. , by Benth and Benth, by Campbell and Diebold and by Brody et al. , to forecast the prices of heating/cooling degree days (HDD/CDD) futures f...
- 2013
Conceptual lessons on financial strategy following the US sub‐prime crisisPurpose On September 18, 2007, the Federal Reserve Open Market Committee took a major step by cutting the federal funds rate by one‐half a percent (50 basis points). The only time this had happened in the USA was immediately after the September 11, 2001 attacks. Then the sub‐prime derivatives market threatened to engulf the ...
- 2008
Basis risk and hedging efficiency of weather derivativesPurpose The purpose of this paper is to examine empirically the basis risk and hedging efficiency of temperature‐indexed standardized weather derivatives in hedging weather risks in the US energy industry. Design/methodology/approach ...
- 2009