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International Journal of Computational Economics and Econometrics

2015 Vol. 5 No. 4

Special Issue on Managing Risk in the Globalisation Era: Micro and Macro Evidence

Guest Editor: Assistant Professor Eleonora Pierucci


PagesTitle and authors
364-391International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey
Filippo M. Pericoli; Eleonora Pierucci; Luigi Ventura
DOI: 10.1504/IJCEE.2015.072292

392-405The US home mortgage market during the financial crisis
Hassen Chtourou
DOI: 10.1504/IJCEE.2015.072293

406-429Credit risk and universal banking: evidence from the banking industry in Ghana
Franklin Amuakwa-Mensah; George Marbuah; Victoria N. Sam; Alfred Barimah
DOI: 10.1504/IJCEE.2015.072294

430-450Risk-management criteria in the Latin-American stock markets: an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetry
Arturo Lorenzo-Valdés; Antonio Ruíz-Porras
DOI: 10.1504/IJCEE.2015.072298

451-479Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Gaetano Fileccia; Carlo Sgarra
DOI: 10.1504/IJCEE.2015.072289