Open Access. Powered by Scholars. Published by Universities.®
- Institution
- Keyword
Articles 1 - 4 of 4
Full-Text Articles in Business
Central Bank Of Nigeria Annual Report And Statement Of Accounts For The Year Ended 31st December 2001, Central Bank Of Nigeria
Central Bank Of Nigeria Annual Report And Statement Of Accounts For The Year Ended 31st December 2001, Central Bank Of Nigeria
CBN Annual Report
The Report, as in the past, reviews the operations of the Central Bank of Nigeria in its efforts at discharging its mandate for the fiscal year 2001. The major objectives of monetary policy for 2001 were outlined in the Bank's Monetary Policy Circular No. 35, which aimed to maintain internal and external balance, contribute to sustainable output growth and poverty reduction, and focus on the banking system, rate, rate regime, viability, and stability. Key policy targets included growth in broad money, narrow money, aggregate bank credit, growth in bank credit to the government, private sector, inflation rate, and GDP growth. …
Forecasting Volatility: Evidence From The German Stock Market, Hagen H. W. Bluhm, Jun Yu
Forecasting Volatility: Evidence From The German Stock Market, Hagen H. W. Bluhm, Jun Yu
Research Collection School Of Economics
In this paper we compare two basic approaches to forecast volatility in the German stock market. The first approach uses various univariate time series techniques while the second approach makes use of volatility implied in option prices. The time series models include the historical mean model, the exponentially weighted moving average (EWMA) model, four ARCH-type models and a stochastic volatility (SV) model. Based on the utilization of volatility forecasts in option pricing and Value-at-Risk (VaR), various forecast horizons and forecast error measurements are used to assess the ability of volatility forecasts. We show that the mode lrankings are sensitive to …
Norms & Corporate Law: Introduction, Edward B. Rock, Michael L. Wachter
Norms & Corporate Law: Introduction, Edward B. Rock, Michael L. Wachter
All Faculty Scholarship
No abstract provided.
Islands Of Conscious Power: Law, Norms, And The Self-Governing Corporation, Edward B. Rock, Michael L. Wachter
Islands Of Conscious Power: Law, Norms, And The Self-Governing Corporation, Edward B. Rock, Michael L. Wachter
All Faculty Scholarship
No abstract provided.