
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
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Pages | Title and author(s) |
364-391 | International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment surveyFilippo M. Pericoli; Eleonora Pierucci; Luigi Ventura DOI: 10.1504/IJCEE.2015.072292 |
392-405 | The US home mortgage market during the financial crisisHassen Chtourou DOI: 10.1504/IJCEE.2015.072293 |
406-429 | Credit risk and universal banking: evidence from the banking industry in GhanaFranklin Amuakwa-Mensah; George Marbuah; Victoria N. Sam; Alfred Barimah DOI: 10.1504/IJCEE.2015.072294 |
430-450 | Risk-management criteria in the Latin-American stock markets: an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetryArturo Lorenzo-Valdés; Antonio Ruíz-Porras DOI: 10.1504/IJCEE.2015.072298 |
451-479 | Historical and risk-neutral estimation in a two factors stochastic volatility model for oil marketsGaetano Fileccia; Carlo Sgarra DOI: 10.1504/IJCEE.2015.072289 |