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Information about:
Bernardo da Veiga

Personal Details | Affiliation | Works

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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

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

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Affiliation

(in no particular order)

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: Curtin University of Technology, GPO Box U1987, Perth 6845, Western Australia
Handle: RePEc:edi:securau (registered authors at this institution)

Works

Working papers

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. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]

Articles

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. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-FIN: Finance (1) 2005-12-09 Author is listed
NEP-FMK: Financial Markets (1) 2009-09-19 Author is listed
NEP-RMG: Risk Management (2) 2005-12-09 2009-09-19 Author is listed
NEP-TUR: Tourism Economics (2) 2005-12-09 2006-04-08 Author is listed

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This page was last updated on 2009-11-24.

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