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IOSR Journal of Economics and Finance最新文献

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Comparing Methods to Forecasting Var: Fhs Versus Evt Approaches 预测Var的方法比较:Fhs与Evt方法
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802026368
Panagiotis Delis, John Hlias Plikas
{"title":"Comparing Methods to Forecasting Var: Fhs Versus Evt Approaches","authors":"Panagiotis Delis, John Hlias Plikas","doi":"10.9790/5933-0802026368","DOIUrl":"https://doi.org/10.9790/5933-0802026368","url":null,"abstract":"Financial institutions have for many years sought measures, which identify and approach market risks in portfolios of financial instruments. Forecasting VaR has attracted a great deal of attention in the financial econometrics literature, the so-called filtered historical simulation (FHS) and Extreme Value Theory approaches. The paper provides a methodological contribution to the one-step-ahead VaR forecasting through some FHS and EVT approaches, which combine some conditional models for variance. Accounting asymmetrically distributed portfolio returns within the conditional variance process, accurate 99 per cent VaR forecasts are calculated for one-day-ahead horizon under Basel accords. After calculating VaR, we evaluate these methods for presenting the most appropriate methodology.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"168 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126742276","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Impact of Oil Dependence on the Nigeria’s Economic Growth 石油依赖对尼日利亚经济增长的影响
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802030106
Abubakar Musa Nyako
{"title":"Impact of Oil Dependence on the Nigeria’s Economic Growth","authors":"Abubakar Musa Nyako","doi":"10.9790/5933-0802030106","DOIUrl":"https://doi.org/10.9790/5933-0802030106","url":null,"abstract":"This study aims to capture the effect of oil dependence on the Nigeria’s economic growth from 1973 to 2013. Applying the ARDL bounds testing co-integration procedure, the oil rents ratio to GDP was used as a proxy for oil dependence and a significant negative correlation was discovered between oil dependence and GDP per capita, which was robust to the specification employed. The export sector value added had an insignificant negative correlation with GDP per capita in the long run; this is due to the high level of dependence on oil. Thus validating the presence of Dutch disease in the Nigerian economy. The study suggested the expansion of Foreign Direct Investment and sterilization of oil rents overseas by fostering Incentives so as to reduce the oil price shocks and the negative effects of crude oil prompted capital inflow in the Nigeria’s economy.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128571609","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Impact of Selected Macro-Economic Variables on the Export Performance of Bangladesh 选定的宏观经济变量对孟加拉国出口绩效的影响
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802032127
F. Rahman
{"title":"Impact of Selected Macro-Economic Variables on the Export Performance of Bangladesh","authors":"F. Rahman","doi":"10.9790/5933-0802032127","DOIUrl":"https://doi.org/10.9790/5933-0802032127","url":null,"abstract":"This paper investigates the short run and long run dynamics between export performance of Bangladesh and selected macro-economic variables using various econometrics tools. The variables considered are Interest rate, Inflation rate, Broad money (M2), and Exchange rate and Quantum index of industrial production. Monthly data has been analyzed over the period spanning July 2011 to June 2016. According to Johansen multivariate co-integration tests the export of Bangladesh and the selected five macroeconomic variables are co-integrated, this gives a clear indication of long-run associations. No short-run dynamics is found through error correction model which is again strengthened by Variance Decomposition (VDC) tests. The VDC test established that, a significant proportion of the variability in the export performance was mainly due to its own innovations while only a minimal proportion was explained by the chosen variables. The findings of existent long run relationship and no short-run dynamics can help astute policy makers in making efficient, appropriate and effective decisions regarding Export performance and policy.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126009431","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Performance Des entreprises informelles en Côte d’Ivoire : Quelle contribution du microcrédit? cote d ' ivoire非正式企业的绩效:小额信贷的贡献是什么?
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802015064
Becho Isabelle
{"title":"Performance Des entreprises informelles en Côte d’Ivoire : Quelle contribution du microcrédit?","authors":"Becho Isabelle","doi":"10.9790/5933-0802015064","DOIUrl":"https://doi.org/10.9790/5933-0802015064","url":null,"abstract":"This study assesses the link between access to microcredit and the performance of informal enterprises in Côte d'Ivoire based on the quasi-experimental approach using the PSM (Propensity Score Matching) method. The results show that microcredit has a positive and significant impact on the performance of informal enterprises. Access to microcredit contributes to increasing turnover, net income and labor force, but this contribution is small in terms of labor force growth. One of the main reasons for this weakness is the reimbursement policy practiced by Microfinance Institution (MFIs). Indeed, this policy is perceived by the beneficiaries as a major constraint in the development of their activities. Mots clés: Approche quasi-expérimentale, Entreprises informelles, Performance, Microcrédit","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125345131","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
The Effects of Government Policy on Craftsmen Welfare in Badung Regency of Bali Province; Mediating Social Infrastrcture, Entrepreneurship, and Competitive Resources 巴厘省巴东县政府政策对工匠福利的影响中介社会基础设施、企业家精神和竞争资源
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802030715
I. Wijaya, I. Utama
{"title":"The Effects of Government Policy on Craftsmen Welfare in Badung Regency of Bali Province; Mediating Social Infrastrcture, Entrepreneurship, and Competitive Resources","authors":"I. Wijaya, I. Utama","doi":"10.9790/5933-0802030715","DOIUrl":"https://doi.org/10.9790/5933-0802030715","url":null,"abstract":"Export craft of Badung regency, Bali Province, during the five years has decreased. Therefore, it becomes extremely relevant to collate and analyze the theoretical model in order to drive performance improvement and expansion of the international market segments on the craft, so as to achieve the export performance craft such as the period before five years ago. This study aims to determine the role of social infrastructure, entrepreneurship, and the competitive resources in mediating the effects of government policies on the craftsmen welfare in Badung. Data analysis was performed using SEM-PLS. The results showed that direct, government policy not significant effect on the welfare of craftsman. Therefore, public policy should be realized through various programs and activities to support the craft business conditions so as to realize the craftsman welfare. Furthermore, that the role of social infrastructure, entrepreneurship, and competitive resources proven to mediate significantly the influence of government policies on the craftsmen welfare. Some examples of government programs recommended to improve the craftsman welfare is to facilitate the sale of products through exhibitions, conducting management training and technology, as well as the expansion of craft products.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121853613","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Employee Shareholding and the Opportunity Cost of Lending Funds: An Empirical Study in the Context of French Companies in the SBF 250 员工持股与借贷资金的机会成本:基于SBF 250指数中的法国公司的实证研究
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802024959
Sara Elouadi
{"title":"Employee Shareholding and the Opportunity Cost of Lending Funds: An Empirical Study in the Context of French Companies in the SBF 250","authors":"Sara Elouadi","doi":"10.9790/5933-0802024959","DOIUrl":"https://doi.org/10.9790/5933-0802024959","url":null,"abstract":"Considering trust as a universal mechanism of governance inherent in any cooperation. Our study proposes to invest a new facet of employee ownership. Indeed, the participation of employees in the capital of their businesses, by trust it induces, is likely to limit the uncertainty and distrust of resource providers. To test this relationship, we conducted two empirical studies. The first is to study the structure ratios and liquidity of companies in the SBF 250, in a longitudinal sample of 2001 to 2009. The second study provides a comparison of a matched cross sectional sample, on the score of Altman 19 pairs businesses.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124154444","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Contribution of Official Development Assistance to Poverty Alleviation In The Ecowas 官方发展援助对西非经共体减轻贫穷的贡献
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802013749
Nitin David
{"title":"Contribution of Official Development Assistance to Poverty Alleviation In The Ecowas","authors":"Nitin David","doi":"10.9790/5933-0802013749","DOIUrl":"https://doi.org/10.9790/5933-0802013749","url":null,"abstract":"This thesis studies the effect of Official Development Assistance (ODA) on Poverty in the Economic Community of West African States (ECOWAS). The transmission channel extends from ODA to Poverty alleviation through economic growth. Using panel data from 1980 to 2014 and a four-equation simultaneous model, the results show that ODA contributes to reduce poverty, measured by the infant mortality rate. However, its effect on economic growth was found to be harmful. Therefore, it can be concluded that ODA is pro-poor, but not growth enhancing in West African countries. A policy implication of this study is that ECOWAS member countries should adopt strategies and policies in order to use the foreign aid to achieve both objectives, which consist of promoting economic growth and reducing poverty.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"102 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132263316","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Investigate The Factors Affecting Dividend Policy in Listed Firms on Tehran Stock Exchange 德黑兰证券交易所上市公司股利政策影响因素研究
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802026062
Amir Mohammad Hooshyar, M. Mohammadi, A. Valizadeh
{"title":"Investigate The Factors Affecting Dividend Policy in Listed Firms on Tehran Stock Exchange","authors":"Amir Mohammad Hooshyar, M. Mohammadi, A. Valizadeh","doi":"10.9790/5933-0802026062","DOIUrl":"https://doi.org/10.9790/5933-0802026062","url":null,"abstract":"One of the most controversial topics in the field of financial literature is dividend policy. So, the dividend is one of the issues that has been attracted the attention of financial analysts and investors. In this study, we tried to examine the factors affecting dividend policy based on panel data method of listed firmson Tehran Stock Exchange. For this reason,firmslisted on Tehran Stock Exchange during the years 2009 to 2014, with systematic deletion method and by considering inherent limitations in this field have been screened, and the number of remaining firms to test research hypotheses were 106 firms in terms of 630 observation. The results showed that, the current ratio and financial leverage have a significant and reverse effect on dividend policy in listed firms on Tehran Stock Exchange. Profitability variable has a positive and significant impact on dividend policy in listed firms on Tehran Stock Exchange, and firm size variable doesn’t have a negative and significant impact on dividend policy on listed firms on Tehran Stock Exchange.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"20 5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130209859","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Relationship between Credit Risk Management and the Performance of Money Deposit Banks in Nigeria 尼日利亚货币存款银行信用风险管理与绩效的关系
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802023848
Adebayo Adebayo
{"title":"Relationship between Credit Risk Management and the Performance of Money Deposit Banks in Nigeria","authors":"Adebayo Adebayo","doi":"10.9790/5933-0802023848","DOIUrl":"https://doi.org/10.9790/5933-0802023848","url":null,"abstract":"","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132563642","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Effect of Credit Zip Code Application onReducing Bank Credit Risks: Case Study on a Sample of Saudi Banks 信用邮政编码申请对降低银行信用风险的影响——以沙特银行为例
IOSR Journal of Economics and Finance Pub Date : 2017-03-01 DOI: 10.9790/5933-0802021724
Yousif Monaha
{"title":"Effect of Credit Zip Code Application onReducing Bank Credit Risks: Case Study on a Sample of Saudi Banks","authors":"Yousif Monaha","doi":"10.9790/5933-0802021724","DOIUrl":"https://doi.org/10.9790/5933-0802021724","url":null,"abstract":"The current study is an attempt to identify the effect of Credit Zip Code application on reducing bank credit risks in Saudi Arabia and to getfunding operations and interestsmore secured. The study adopted the descriptive and analytical method. A questionnaire was utilized as a tool for data collection after verifying its validity and reliability; it was distributed to the staff of some Saudi banks, finance and sales departments, who were randomly selected.Number of 70 questionnaires were distributed, 66 were restored with 6 waste questionnaires and 60 questionnaires were able to be statistically analyzed which represents (85.7%) of the total questionnaires. Data were discharged & statistically analyzed by using \"SPSS-18\" software; questionnaire has two divisions, the first represented sample features and the second division has two domains represented questionnaire inquiries, study validity & reliability were examined by Cronbach's Alpha laboratories test, that ensured it as it indicated (.81 & .900) as validity & reliability rating. The results of the first domain of the study showed that the averagepercentage of agreementrated(98.8%), and the average response was (4.58), standard deviation was (0.52), and T-value was (11.80), significant at the level of (0.01). The results of the second domain of the study indicated that the average percentage of agreementrated (93.8%), and the average response was (4.43), with standard deviation of (0.63), and T-value was (12.1), significant at the level of (0.01). The study concluded that the total data and information provided by the application of credit Zip code system tobank customersreduce bank credit risks and bad loan, and to get banking funded operations more effective. The study recommended that Credit Zip Code system should be circulated to all Saudi banks to get more secured and free of bank financing risks and bad funding.","PeriodicalId":387621,"journal":{"name":"IOSR Journal of Economics and Finance","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133535175","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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