All Outputs (3)

On the Prediction of Emerging Market Sovereign Credit Spreads (2015)
Journal Article
Audzeyeva, A., & Fuertes, A. (2015). On the Prediction of Emerging Market Sovereign Credit Spreads. https://doi.org/10.2139/ssrn.2649216

This paper examines the quarter-ahead out-of-sample predictability of Brazil, Mexico, the Philippines and Turkey credit spreads before and after the Lehman Brothers' default. A model based on the country-specific credit spread curve factors predicts... Read More about On the Prediction of Emerging Market Sovereign Credit Spreads.

Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability (2015)
Journal Article
Audzeyeva, A., & Fuertes, A. (2015). Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability. https://doi.org/10.2139/ssrn.2649216

This paper investigates the quarter-ahead predictability of Brazil, Mexico, Philippines and Turkey credit spreads for short and long maturity bonds during two separate periods preceding and following the Lehman Brothers' default. A model based on the... Read More about Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability.

How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank (2015)
Journal Article
Audzeyeva. (2015). How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank. European Journal of Information Systems, 29-46. https://doi.org/10.1057/ejis.2014.44

This paper focuses on the process of maximizing the benefits from a business intelligence (BI) application. A general theoretical framework of analysis is formulated based on previous research into organizational deep structure and inertia. Our frame... Read More about How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank.