Currency Demand Modeling In Estimating The Underground Economy: A Critique on ‘Excess Sensitivity’ Method and Support for VAR Framework
Abstract: The ‘excess sensitivity’ as the method of estima...
A high degree of multicollinearity among the explanatory variables severely impairs estimation of regression coefficients by the Ordinary Least Squares. Several methods have been suggested to ameli...
This paper will discuss market risk in banks as the basis for determining capital
adequacy, focusing on the variety of bank risks associated with volatility of market rates
and prices. The purpos...