Natural Value Theory: Empirical Evidences of the Long Term World Financial Market Function

2004 ◽  
Author(s):  
Gonzalo Perez-Seoane
Keyword(s):  
Financial Market ◽  
Value Theory

scholarly journals Identifying long-term precursors of financial market crashes using correlation patterns

2018 ◽  
Vol 20 (10) ◽  
pp. 103041 ◽  
Author(s):  
Hirdesh K Pharasi ◽  
Kiran Sharma ◽  
Rakesh Chatterjee ◽  
Anirban Chakraborti ◽  
Francois Leyvraz ◽  
...  
Keyword(s):  
Financial Market ◽  
Market Crashes

scholarly journals Multifactor APT Approach towards Predicted Patterns of Long-term ASEAN Financial Market Integration

2018 ◽  
Author(s):  
Andysah Putera Utama Siahaan ◽  
Rusiadi
Keyword(s):  
Data Analysis ◽  
Financial Market ◽  
Market Integration ◽  
Southeast Asian ◽  
Asian Countries ◽  
Financial Market Integration ◽  
Asean Country ◽  
Asean Countries ◽  
Southeast Asian Countries

The purpose of this study is to obtain a predictive pattern of the integration of ASEAN financial markets with the Multifactor Arbitrage Pricing Theory (APT) approach. The specific target in this study is Analyzing the effectiveness of the Multifactor APT Model in forming a predictive pattern of financial market integration in Southeast Asian countries, both in the short, medium and long-term. Establish the fastest and most appropriate ASEAN country in predicting financial market integration in Southeast Asian countries, both in the short, medium and long-term. The hypothesis in this study is that the Multifactor APT model is useful in forming a predictive pattern of financial market integration in Southeast Asian countries. Indonesia is the fastest and appropriate ASEAN country to use in predicting the occurrence of financial market integration in Southeast Asian countries. The data analysis model used is Vector Autoregression (VAR), Impulse Response Function (IRF), Forecast Error Variance Decomposition (FEVD). The assumption test used is Stationarity Test, Cointegration Test, Lag Stability Test, VAR Structure and Determination of Optimal Lag Levels. The results of data analysis with VAR are expected to be able to form a pattern of predictions of effective financial market integration in ASEAN countries. Varian Decomposition results can determine which ASEAN countries are the fastest and most appropriate in predicting the occurrence of financial market integration in Southeast Asian countries, both in the short, medium and long-term.

Probabilistic Analysis of LIST Data for the Estimation of Extreme Design Loads for Wind Turbine Components*†

2003 ◽  
Vol 125 (4) ◽  
pp. 531-540 ◽  
Author(s):  
M. D. Pandey ◽  
H. J. Sutherland
Keyword(s):  
Wind Turbine ◽  
Sampling Error ◽  
Test List ◽  
Structural Data ◽  
Value Theory ◽  
Extreme Value ◽  
Sampling Errors ◽  
Extreme Loads ◽  
Design Loads

The robust estimation of wind turbine design loads for service lifetimes of 30 to 50 years that are based on limited field measurements is a challenging problem. Estimating the long-term load distribution involves the integration of conditional distributions of extreme loads over the mean wind speed and turbulence intensity distributions. However, the accuracy of the statistical extrapolation can be sensitive to both model and sampling errors. Using measured inflow and structural data from the Long Term Inflow and Structural Test (LIST) program, this paper presents a comparative assessment of extreme loads using three distributions: namely, the Gumbel, Weibull and Generalized Extreme Value distributions. The paper uses L-moments, in place of traditional product moments, with the purpose of reducing the sampling error. The paper discusses the effects of modeling and sampling errors and highlights the practical limitations of extreme value theory.

scholarly journals The relationship between remittances and economic growth in Vietnam in the period of international integration

2015 ◽  
Vol 18 (4) ◽  
pp. 104-112
Author(s):  
Tung Thanh Le
Keyword(s):  
Economic Growth ◽  
Financial Market ◽  
Foreign Currency ◽  
Positive Impact ◽  
Balance Of Payments ◽  
Exchange Market ◽  
Lag Model ◽  
Short And Long Term ◽  
The Relationship

Over nearly three decades, remittances are one of the most important sources of foreign currency in ensuring balance of payments, foreign currency reserves increase, stabilize exchange market and financial market in Vietnam. This paper uses the AutoregressiveDistributed Lag model (ARDL) to study the relationship between remittances and economic growth in Vietnam in 1990-2014. Results of Perasan’ test confirmed the existence of long-term relationship between remittances and economic growth in Vietnam. The results also provide evidence of the positive impact of remittances to economic growth both in the short and long term.

Key Aspects to Develop Long-Term Microfinance and Financial Inclusion for Social Development

2016 ◽  
pp. 257-278 ◽  
Author(s):  
Omar Alonso Patiño Castro
Keyword(s):  
Social Development ◽  
Financial Market ◽  
Financial System ◽  
Operating Conditions ◽  
Financial Inclusion ◽  
Poverty Eradication ◽  
Financial Model ◽  
Key Aspects

This chapter presents the main guidelines for microfinance to be a successful financial model, mainly for who do not have any access to the traditional financial market. The model can be active for reaching one of its main objectives (to reach poverty eradication worldwide). This will be achieved only if the microcredit institutions do not consider the operating conditions that may oblige them to be part of the traditional financial system. Nowadays, governments, financial sectors, and multilateral agencies have focused their efforts on financial inclusion, as a first experience before using a broad portfolio of microcredit services.

Key Aspects to Develop Long-Term Microfinance and Financial Inclusion for Social Development

2019 ◽  
pp. 340-361
Author(s):  
Omar Alonso Patiño Castro
Keyword(s):  
Social Development ◽  
Financial Market ◽  
Financial System ◽  
Operating Conditions ◽  
Financial Inclusion ◽  
Poverty Eradication ◽  
Financial Model ◽  
Key Aspects

This chapter presents the main guidelines for microfinance to be a successful financial model, mainly for who do not have any access to the traditional financial market. The model can be active for reaching one of its main objectives (to reach poverty eradication worldwide). This will be achieved only if the microcredit institutions do not consider the operating conditions that may oblige them to be part of the traditional financial system. Nowadays, governments, financial sectors, and multilateral agencies have focused their efforts on financial inclusion, as a first experience before using a broad portfolio of microcredit services.

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