May 2021 - 21 articles
The issues related to management control and risk management are related not only to the safe operation of a given organization, but also contribute to ensuring the continuity of its operations. The main purpose of this article is to present the gene...
The aim of this work was to test how returns are distributed across multiple asset classes, markets and sampling frequency. We examine returns of swaps, equity and bond indices as well as the rescaling by their volatilities over different horizons (s...
The volatility analysis of stock returns data is paramount in financial studies. We investigate the dynamics of volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and before th...
Public healthcare organizations usually operate under significant financial strain and frequently strive for survival. Thus, in most cases, financial stability is a “holy grail” of public healthcare organizations in general and hospitals in particula...
The question of non-financial and risk disclosures in corporate annual statements has been discussed globally for over a decade. The stakeholders of socially responsible organisations report a constantly growing demand for financial and non-financial...
In this paper, we consider a two-dimensional risk process in which the companies split each claim and premium in a fixed proportion. It serves as a classical framework of a quota-share reinsurance contract for a given business line. Such a contract r...
This study is aimed at estimation of the exchange rate volatility and its impact on the business cycle fluctuations in four central and eastern European countries (the Czech Republic, Hungary, Poland, and Romania). Exchange rate volatility is estimat...
The use of personalization mechanisms should allow the insurance distributor to reduce exploration costs and adjust the offered insurance product to the needs, features, and situation of each individual client. This study seeks to examine how liabili...
The focus of this study is to examine the investment project process. Since investment can also be considered as economic interactions, certain risks are associated with their implementation. Risk factors were given a particular priority during the s...
Uncertainty in economic environment leads economic agents to act cautiously. In this paper, we postulate that such uncertainty leads banks to charge higher interest rate on loans. Measuring aggregate country-level economic uncertainty with the World...
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