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 ...

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 ...

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 ...

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 ...

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 ...

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 ...