|
|
|
|
|
Luigi Buzzacchi and Luca Ghezzi
|
|
|
|
|
|
|
|
|
|
|
Zdenek Zme?kal, Dana Dluho?ová, Karolina Lisztwanová, Antonín Poncík and Iveta Ratmanová
The paper is focused on predicting the financial performance of a small open economy with an automotive industry with an above-standard share. The paper aims to predict the probability distribution of the decomposed relative economic value-added measure ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Luiz de Magalhães Ozorio,Carlos de Lamare Bastian-Pinto,Tara Nanda Baidya,Luiz Eduardo Teixeira Brandão
Pág. 215 - 241
Steel is a commodity with significant price volatility and the choice of stochastic process that better describes its price performance is a fundamental issue in real options valuation in steel industry projects. As verified with other commodities, it is...
ver más
|
|
|
|
|
|
|
|
|
|
|
Carlos L. Bastian-Pinto,Luiz E. T. Brandão
Pág. pp. 97 - 124
Commodity prices are generally better modeled by a long-term Mean Reverting Process, than by a Geometric Brownian Motion stochastic diffusion process, which is more generally used to value real options, since it is simpler to use. In this article we mode...
ver más
|
|
|
|
|
|
|
|
|
|
|
Yolanda Stander,Daniël Marais,Ilse Botha
AbstractA 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 cop...
ver más
|
|
|
|
|
|
|
|
|
|
|
Yip Chee Yin,Woo Kok Hoong,Oon Kam Hoe,Nabihah Binti Aminaddin,Nurfadhilah Binti Abu Hasan
Pág. 132 - 138
This paper aims to differentiate housing price bubble from a housing price cycle through the investigation and analysis of the price volatility driving components using graphical analysis, cointegrating regression and mean reversion regression. The findi...
ver más
|
|
|
|
|
|
|
|
|
|
|
Chyi-Lun Chiou
Pág. 148 - 157
This article investigates the use of cash flow-fundamental ratio in forecasting stock market return and examines implications behind this ratio. By presuming the dynamics of cash flow-fundamental ratio I identify the relationship between economic uncerta...
ver más
|
|
|
|
|
|
|
|
|
|
|
Samih Antoine Azar
Pág. 723 - 733
This paper analyses the statistical behavior of the US dollar, against nine different currencies, over the float period, with a monthly data set. The martingale hypothesis is rejected for all currencies. However, all currencies have a unit root. There is...
ver más
|
|
|
|
|
|
|
|
|
|
|
Marek Kwas and Michal Rubaszek
The random walk, no-change forecast is a customary benchmark in the literature on forecasting commodity prices. We challenge this custom by examining whether alternative models are more suited for this purpose. Based on a literature review and the result...
ver más
|
|
|
|
|
|
|
|
|
|
|
Xiaofeng Zhao
This paper examines the unusual and puzzling stock price performance of USEC Inc. during July 2013. The stock price surged as much as ten times during merely sixteen trading days without apparent value-changing information being released. Four possible r...
ver más
|
|
|
|
|
|
|
|
|
|
|
Juan Alejandro Mardones Alarcón, Evelyn Carolina Vásquez Salazar, Alejandro Javier Andalaft Chacur
En este trabajo se analizan y comparan los resultados obtenidos en la valoración económica de un proyecto de inversión, por medio de los métodos tradicionales de evaluación de proyectos (VAN>0) y la metodología de opciones reales propuesta por S. Myer...
ver más
|
|
|
|
|
|