Emerald
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Risk exposure and corporate financial policy on the Ghana Stock ExchangePurpose The purpose of this paper is to examine the extent to which corporate managers alter their capital structure in response to risk exposures on the Ghana Stock Exchange (GSE). Design/methodology/approach A panel data covering t...
Emerald - - 2010
Dividend policy and share price volatility: UK evidencePurpose The purpose of this paper is to examine the relation between dividend policy and share price changes in the UK stock market. Design/methodology/approach Multiple regression analyses are used to explore the association between...
Emerald - - 2011
Finance looking fine, looking DAPR: the importance of dynamic anomaly and pattern response
Emerald - - 2004
Decisions on capital structure in a Zakat environment with prohibition of ribaPurpose The purpose of this paper is to assess and explain the leverage of Saudi companies (53 companies) during the period 2003‐2007. Design/methodology/approach This paper reviews two different classical capital structure theories,...
Emerald - - 2009
The continuing saga — Basel II developments: liquidity regulation into the 21st centuryPractitioners with elephantine memories will recall that for over 25 years the Bank of England and more recently the Financial Services Authority have been discussing with banks and periodically making relatively modest changes to liquidity regulation in banking.
Emerald - Tập 5 Số 3 - Trang 23-27 - 2004
An Introduction to Credit DerivativesThe authors provide the reader with a simple introduction to credit derivatives. The article includes a broad overview of the market, estimates of the global market size, and a description of the most widely used products.
Emerald - - 2002
Accounting for financial instruments under IAS: The European dimensionThe proposals on accounting for financial instruments developed by the Joint Working Group look as though they will take several years to sort out. In the meantime listed companies in Europe have to report under international standards by the year 2005. The author looks at how companies, and in particular financial institutions, are going to have to respond to the European deadline.
Emerald - - 2002
Dimension Reduction in the Computation of Value‐at‐RiskRegulators require banks to employ value‐at‐risk (VaR) to estimate the exposure of their trading portfolios to market risk, in order to establish capital requirements. However, portfolio‐level VaR analysis is a high‐dimensional problem and hence computationally intensive. This article presents two new portfolio‐based approaches to reducing the dimensionality of the VaR analysis.
Emerald - - 2002
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