Articles tagged with: VaR

Assessing systemic risk in Morocco’s banking sector: Conditional value-at-risk approach

Soufiane Benbachir, Mohamed Beraich
Banks and Bank Systems Volume 20 2025, Issue #4

Mind over market: Impact of investor sentiment on the Indian stock market

Aakruthi Amrut Alarnkar, K. G. Sankaranarayanan
Investment Management and Financial Innovations Volume 22 2025, Issue #3

The impact of renewable energy consumption on export performance in Uzbekistan: A vector autoregression approach

Arslonbek Nurjanov, Fozil Xolmurotov, Ergash Ibadullaev, Jasurbek Ataniyazov, Manzura Masharipova, Feruza Yusupova, Xolilla Xolmuratov
Environmental Economics Volume 16 2025, Issue #2

Unveiling the impact of macroeconomic factors in export destinations on Indian textile exports

Raksha Jain, Geetha E., Linsy Mathew, Aleena Joseph
Problems and Perspectives in Management Volume 23 2025, Issue #1

From innovation to stability: Evaluating the ripple influence of digital payment systems and capital adequacy ratio on a bank’s Z-score

Jamileh Ali Mustafa
Banks and Bank Systems Volume 19 2024, Issue #3

Interaction between decentralized financial services and the traditional banking system: A comparative analysis

Serhiy Frolov, Maksym Ivasenko, Mariia Dykha, Iryna Shalyhina, Vladyslav Hrabar, Veronika Fenyves
Banks and Bank Systems Volume 19 2024, Issue #2

The impact of fiscal policy on female labor force participation in Egypt

Emad Attia Mohamed Omran, Yuriy Bilan
Problems and Perspectives in Management Volume 21 2023, Issue #4

On the effectiveness of the interest rate channel within inflation targeting in Ukraine: a VAR approach

Yevhen Bublyk, Sergiy Korablin, Yuliia Shapoval
Banks and Bank Systems Volume 18 2023, Issue #4

Impact of Brexit on bond yields and volatility spillover across France, Germany, UK, USA, and India’s debt markets

Sangeetha G Nagarakatte, Natchimuthu Natchimuthu
Investment Management and Financial Innovations Volume 19 2022, Issue #3
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