Details about Bernardo da Veiga

Access statistics for papers by Bernardo da Veiga.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pda364

Working Papers

2010

1. Value-at-Risk for Country Risk Ratings
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (3)
   Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (2)
   See also Journal Article Value-at-Risk for country risk ratings, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (4) (2011)

2009

2. It Pays to Violate: How Effective are the Basel Accord Penalties?
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
   Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (1)
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)

2005

3. Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
4. Risk Management of Daily Tourist Tax Revenues for the Maldives
   Working Papers, Fondazione Eni Enrico Mattei View citations (8)
   Also in Natural Resources Management Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2005) View citations (4)

Journal Articles

2014

1. The effect of heteroskedasticity on factors affecting stock repurchases
   Global Business and Economics Review, 2014, 16, (2), 142-156

2012

2. It pays to violate: how effective are the Basel accord penalties in encouraging risk management?
   Accounting and Finance, 2012, 52, (1), 95-116 View citations (5)

2011

3. Value-at-Risk for country risk ratings
   Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1454-1463 View citations (4)
   See also Working Paper Value-at-Risk for Country Risk Ratings, Working Papers in Economics (2010) View citations (3) (2010)

2008

4. Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
   Pacific-Basin Finance Journal, 2008, 16, (4), 453-475 View citations (7)
5. Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
   Journal of Forecasting, 2008, 27, (1), 1-19 View citations (82)
6. Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk
   Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 155-171 View citations (10)
7. Single-index and portfolio models for forecasting value-at-risk thresholds
   Journal of Forecasting, 2008, 27, (3), 217-235 View citations (85)