Bernardo da Veiga

Curtin University - School of Economics and Finance

GPO Box U 1987

Perth , Western Australia 6845

Australia

SCHOLARLY PAPERS

5

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CITATIONS
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17

Scholarly Papers (5)

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 875 (25,901)

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

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 751 (31,536)

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

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

Accounting & Finance, Vol. 52, Issue 1, pp. 95-116, 2012
Number of pages: 22 Posted: 17 Jan 2012
Bernardo da Veiga, Felix Chan and Michael McAleer
Curtin University - School of Economics and Finance, Curtin University - Centre for Research in Applied Economics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 2 (661,313)
Citation 3
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Value‐at‐risk, GARCH, Risk management, Forecasting, Simulations, Backtesting, Basel accord penalties

3.

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 745 (32,376)

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VaR, Portfolio GARCH, Basel II

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 506 (53,857)
Citation 14

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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 94 (272,711)

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