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Bernardo da Veiga

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This is information that was supplied by Bernardo da Veiga in registering through RePEc. If you are Bernardo da Veiga , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Bernardo
Middle Name:
Last Name: da Veiga
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RePEc Short-ID: pda364

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Affiliation

School of Economics and Finance
Curtin Business School
Curtin University of Technology
Location: Perth, Australia
Homepage: http://www.cbs.curtin.edu.au/business/faculties/economics-and-finance
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Postal: GPO Box U1987, Perth 6845, Western Australia
Handle: RePEc:edi:securau (more details at EDIRC)

Works

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Working papers

  1. Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo.
  2. Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
  3. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives," DEA Working Papers 11, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  4. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Risk Management of Daily Tourist Tax Revenues for the Maldives," Working Papers 2005.137, Fondazione Eni Enrico Mattei.

Articles

  1. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 453-475, September.
  2. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
  3. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2009-11-27. Author is listed
  2. NEP-FIN: Finance (1) 2005-12-09. Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-09-19. Author is listed
  4. NEP-REG: Regulation (1) 2009-11-27. Author is listed
  5. NEP-RMG: Risk Management (3) 2005-12-09 2009-09-19 2009-11-27. Author is listed
  6. NEP-TUR: Tourism Economics (2) 2005-12-09 2006-04-08. Author is listed

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Corrections

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