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Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
(UNIV RIJEKA, FAC ECOMOMICS, 2009)
We investigate the relative performance of a wide array of Value at Risk (VaR) models with the daily returns of Turkish (XU100) and Croatian (CROBEX) stock index prior to and during the ongoing financial crisis. In addition ...
An empirical study on Banks profitability in the KSA: A co-integration approach
(ACADEMIC JOURNALS, 2009)
This study aims to give the analysis of the determinants of banks' profitability in the Kingdom of Saudi Arabia (KSA) over the period 1999-2007. This paper investigates the co-integration and causal relationship between ...
A COMPARISON OF DATA MINING TECHNIQUES FOR CREDIT SCORING IN BANKING: A MANAGERIAL PERSPECTIVE
(VILNIUS GEDIMINAS TECH UNIV, 2009)
Credit scoring is a very important task for lenders to evaluate the loan applications they receive from consumers as well as for insurance companies, which use scoring systems today to evaluate new policyholders and the ...
DETERMINANTS OF NON-PERFORMING LOANS: A COMPARATIVE ANALYSIS
(NATL ACAD MANAGEMENT, 2009)
We investigate the factors that contributed to the increase in non-performing loans (NPLs) in large state-owned commercial banks over the period 1999-2001 and 1996-1998 in Turkey and Pakistan respectively. This paper uses ...
The investment decision-making process from a risk manager's perspective: a survey
(EMERALD GROUP PUBLISHING LTD, 2009)
Purpose - The purpose of this paper is to identify associations between various inputs in the investment decision process of Saudi Arabian risk managers (RMs). Design/methodology/approach - The paper reports the views of ...
Empirical examination of REITs in Turkey: an emerging market perspective
(EMERALD GROUP PUBLISHING LTD, 2009)
Purpose - The aim of this paper is to investigate the risk-return relationship of REITs listed on the Istanbul Stock Exchange (ISE) in order to assess the risk and to find some empirical results for investors within the ...