Bernardo da Veiga

Curtin University - School of Economics and Finance

GPO Box U 1987

Perth , Western Australia 6845

Australia

  • Curtin University - School of Economics and Finance

SCHOLARLY PAPERS

5

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6

Scholarly Papers (5)

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1.

Value-at-Risk for Country Risk Ratings

Number of pages: 20 Posted: 06 Sep 2009
Michael McAleer, Bernardo da Veiga and Suhejla Hoti
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Curtin University - School of Economics and Finance and Government of Western Australia - Treasury
Downloads 909 (48,421)
Citation 1

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Country risk ratings, debt default, value-at-risk, risk bounds, risk management

2.

Modelling and Forecasting Dynamic VAR Thresholds for Risk Management and Regulation

Number of pages: 14 Posted: 24 Aug 2006
David E. Allen, Michael McAleer and Bernardo da Veiga
School of Mathematics and Statistics, The University of Sydney, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Curtin University - School of Economics and Finance
Downloads 811 (56,586)

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VaR, Portfolio GARCH, Basel II

3.

It Pays to Violate: How Effective are the Basel Accord Penalties in Encouraging Risk Management?

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 37 Posted: 12 Jan 2010 Last Revised: 14 Sep 2010
Bernardo da Veiga, Michael McAleer and Felix Chan
Curtin University - School of Economics and Finance, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Curtin University - Centre for Research in Applied Economics
Downloads 809 (56,773)
Citation 1

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Value-at-Risk (VaR), GARCH, risk management, violations, forecasting, simulations, backtesting, Basel Accord penalties

4.

Risk Management of Daily Tourist Tax Revenues for the Maldives

FEEM Working Paper No. 137.05
Number of pages: 37 Posted: 29 Nov 2005
Michael McAleer, Riaz Shareef and Bernardo da Veiga
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, University of Western Australia - School of Economics and Commerce and Curtin University - School of Economics and Finance
Downloads 616 (80,832)
Citation 9

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Small Island Tourism Economies (SITEs), International tourist arrivals, Tourism tax, Volatility, Risk, Value-at-Risk (VaR), Sustainable Tourism-@-Risk (ST@R)

5.

Heterogeneity and Strategic Choices: The Case of Stock Repurchases

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 39 Posted: 24 Aug 2010
Anup Menon Nandialath and Bernardo da Veiga
Zayed University and Curtin University - School of Economics and Finance
Downloads 114 (439,681)

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Heterogeneity, Stock Repurchases, Probit, Choice Modelling, Strategic Descision Making