We estimate the risk spillover among European banks from equity log-return data via Conditional Value at Risk (CoVaR). The joint dynamic of returns is modeled with a spatial DCC-GARCH which allows conditional variance log-returns each bank to depend on past volatility shocks other and their squared in parsimonious way. backtesting resulting measures provides evidence that (i) multivariate GARCH...

this study empirically examines whether managers manipulate reported income through the timing of sales of long-lived assets and investments. several empirical implications of the income-smoothing and debt-equity hypothesis in the context of asset sales were tested. the findings are consistent with the timing of asset sales by managers so that the recognized accounting income from these sales s...

Background. The brand equity is raised as one key subject in founding the value creation for the brand. Nowadays, the sports managers are searching for creating a very powerful brand and favorable for their own organizations obtaining one long term and highlighting the consumers’ athletic experiences and the continuous relationship with them. Objectives. The purpose of this study was to focus ...

the aim of this study is to examine the effect of advertising and sales promotions on brand equity creation. regarding the research purpose, this study is applied, and in terms of data collection this study is descriptive-causal based on structural equation modeling. the research tool for data collection was a valid questionnaire and the research population included consumers of samsung brand o...

This Project evaluates the forecasting performance of a Brownian Semi-Stationary (BSS) process in modelling the volatility of 21 equity indices. We implement a sophisticated Hybrid Scheme to simulate BSS processes with high efficiency and precision. These simulations are useful to price derivatives, accounting for rough volatility. Then we calibrate the BSS parameters for the realised kernel of...

Considering educational equity in English education as an important issue at schools in this modern time, this study aimed at comparing English education at schools of Iran and Finland from an educational equity point of view. The researcher used a qualitative research method comprising library method of research to do this study. To this end, a lot of up-to-date and useful articles, theses and...

During the past couple of decades, brand equity has emerged as one of the key concepts in marketing. Literature concerned with consumer brand relationship is calling for more studies in order to increase understanding of brand equity dimensions. Therefore, this study aims to contribute to the existing body of knowledge by investigates the impact of brand equity, on consumers’ brand purchase int...

electronic word of mouth (e-wom) is a new emergent arena in which, consumers share their experiences and reviews on various brands and products such as laptop with each other, through online communication channels. this is a practical and survey research. research’s statistical society is the students of allameh tabatabaei university. statistical sample is selected by relative categorized and a...