Korean OFDI: investment strategies and corporate motivations for investing abroad

Includes bibliography

United States interest rates, Latin American debt and financial contagion

Includes bibliography

Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

Capital flows to Latin America: first quarter 2002

Includes bibliography

Capital flows to Latin America: second quarter 2002

Includes bibliography

Capital flows to Latin America: third quarter 2002

Includes bibliography

Capital flows to Latin America: second quarter 2003

Includes bibliography

Capital flows to Latin America: third quarter 2003

Includes bibliography

Capital flows to Latin America: first quarter 2004

Includes bibliography

Capital flows to Latin America: second quarter 2004

Includes bibliography

Capital flows to Latin America: third quarter 2004

Includes bibliography

Capital flows to Latin America: first quarter 2005

Includes bibliography

Capital flows to Latin America: 2005 highlights

Includes bibliography

Capital flows to Latin America: year end 2005

Includes bibliography

Capital flows to Latin America: first quarter 2006

Includes bibliography