English, Article, Journal or magazine article edition: The role of the portfolio measurement in actual economic crisis Covaci, Brindusa; Oprea, Cristian Constantin; Picu, Alina; ...

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/1390
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The role of the portfolio measurement in actual economic crisis
Author
  • Covaci, Brindusa
  • Oprea, Cristian Constantin
  • Picu, Alina
  • Rotaru, Alina
Physical Description
  • preprint
Notes
  • The main banking operation is lending. Indeed, between banks investments at the first place are credits. For good credits bank have to be visible, especially at stock exchange. In the study of capital markets, the temptation of yield is a forecast great. Many studies and models have tried to discover which is the future trend of banking activity on stock exchange and the interest rates, starting from a set of information from the past that many behavior often includes prices, the PER, capitalization, etc. An interesting theory in this field theory is walking randomly (the random walk hypothesis). The most dificile to manage is the portofolio in crisis conditions. In this sense we propose ARCH models to manage the portofolio quality in crisis conditions for some banks at BSE (Bucharest Stock Exchange).
  • portofolio quality; economic crisis; ARCH model
  • RePEc:ris:sphedp:2009_016
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment