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Details about Bernardo da Veiga

E-mail:
Workplace:School of Economics and Finance, Curtin Business School, Curtin University, (more information at EDIRC)

Access statistics for papers by Bernardo da Veiga.

Last updated 2019-03-15. Update your information in the RePEc Author Service.

Short-id: pda364


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Working Papers

2010

  1. Value-at-Risk for Country Risk Ratings
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (3)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (2)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)

2009

  1. 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 Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (1)

2005

  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 Downloads
  2. Risk Management of Daily Tourist Tax Revenues for the Maldives
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (6)

Journal Articles

2014

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

2012

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

2011

  1. Value-at-Risk for country risk ratings
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1454-1463 Downloads View citations (2)
    See also Working Paper (2010)

2008

  1. 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 Downloads View citations (6)
  2. Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
    Journal of Forecasting, 2008, 27, (1), 1-19 Downloads View citations (87)
  3. 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 Downloads View citations (9)
  4. Single-index and portfolio models for forecasting value-at-risk thresholds
    Journal of Forecasting, 2008, 27, (3), 217-235 Downloads View citations (87)
 
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