Details about Bernardo da Veiga
Access statistics for papers by Bernardo da Veiga.
Last updated 2019-03-15. Update your information in the RePEc Author Service.
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- Value-at-Risk for Country Risk Ratings
Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (3)
Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (2)
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
- It Pays to Violate: How Effective are the Basel Accord Penalties?
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (1)
- Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives
DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
- Risk Management of Daily Tourist Tax Revenues for the Maldives
Working Papers, Fondazione Eni Enrico Mattei View citations (6)
- The effect of heteroskedasticity on factors affecting stock repurchases
Global Business and Economics Review, 2014, 16, (2), 142-156
- 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 (2)
- Value-at-Risk for country risk ratings
Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1454-1463 View citations (2)
See also Working Paper (2010)
- 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 (6)
- Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
Journal of Forecasting, 2008, 27, (1), 1-19 View citations (87)
- 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 (9)
- Single-index and portfolio models for forecasting value-at-risk thresholds
Journal of Forecasting, 2008, 27, (3), 217-235 View citations (87)
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