skip to content

Bunčić, Daniel

Overview
Works: 48 works in 90 publications in 4 languages and 358 library holdings
Genres: Dictionaries  Bibliography  Conversation and phrase books  History  Criticism, interpretation, etc 
Roles: Author, Editor, Thesis advisor, dgs
Classifications: PG3827, 400
Publication Timeline
Key
Publications about Daniel Bunčić
Publications by Daniel Bunčić
Most widely held works by Daniel Bunčić
Iter philologicum : Festschrift für Helmut Keipert zum 65. Geburtstag ( Book )
6 editions published in 2006 in German and held by 48 libraries worldwide
Biscriptality : a sociolinguistic typology by Daniel Bunčić( Book )
7 editions published in 2016 in English and held by 31 libraries worldwide
"Serbs write their language in Cyrillic or Latin letters in seemingly random distribution. Hindi-Urdu is written in Nagari by Hindus and in the Arabic script by Muslims. In medieval Scandinavia the Latin alphabet, ink and parchment were used for texts 'for eternity', whereas ephemeral messages were carved into wood in runes. The Occitan language has two competing orthographies. German texts were set either in blackletter or in roman type between 1749 and 1941. In Ancient Egypt the distribution of hieroglyphs, hieratic and demotic was much more complex than commonly assumed. Chinese is written with traditional and simplified characters in different countries. This collective monograph, which includes contributions from eleven specialists in different philological areas, for the first time develops a coherent typological model on the basis of sociolinguistic and graphematic criteria to describe and classify these and many other linguistic situations in which two or more writing systems are used simultaneously for one and the same language."--Page [4] of cover
Rozmova = Besěda : das ruthenische und kirchenslavische Berlaimont-Gesprächsbuch des Ivan Uževyč : mit lateinischem und polnischem Paralleltext by Noël de Berlemont( Book )
4 editions published in 2005 in German and Church Slavic and held by 30 libraries worldwide
Macroprudential stress testing of credit risk : a practical approach for policy makers by Daniel Bunčić( Book )
10 editions published between 2011 and 2012 in English and held by 7 libraries worldwide
Drawing on the lessons from the global financial crisis and especially from its impact on the banking systems of Eastern Europe, the paper proposes a new practical approach to macroprudential stress testing. The proposed approach incorporates: (i) macroeconomic stress scenarios generated from both a country specific statistical model and historical cross-country crises experience; (ii) indirect credit risk due to foreign currency exposures of unhedged borrowers; (iii) varying underwriting practices across banks and their asset classes based on their relative aggressiveness of lending; (iv) higher correlations between the probability of default and the loss given default during stress periods; (v) a negative effect of lending concentration and residual loan maturity on unexpected losses; and (vi) the use of an economic risk weighted capital adequacy ratio as the relevant outcome indicator to measure the resilience of banks to materializing credit risk. The authors apply the proposed approach to a set of Eastern European banks and discuss the results
Rozmova das ruthenische und kirchenslavische Berlaimont-Gesprächsbuch des Ivan Uževyč ; mit lateinischem und polnischem Paralleltext = Besěda by Ivan Uževyć( Book )
1 edition published in 2005 in Latin and held by 6 libraries worldwide
Mutual fund style, characteristic-matched performance benchmarks and activity measures : a new approach by Daniel Bunčić( Book )
3 editions published in 2010 in English and held by 4 libraries worldwide
Essays on the economic relevance of volatility spillovers by Katja Ida Maria Gisler( file )
2 editions published in 2016 in English and held by 3 libraries worldwide
The first chapter focuses on the relevance of covariances in the transmission mechanism of variance spillovers across the US stock, US bond and gold markets. For that purpose, we perform a comparative spillover analysis between a model that considers covariances and a model that considers only variances. Our results emphasise the importance of covariances in the transmission mechanism. Including covariances leads to an overall increase of the spillover level and detects the beginnings of the financial crisis and of the US debt-ceiling crisis earlier than the spillover measure that considers only variances. The second chapter evaluates the role of the United States as a source of important spillover information in forecasting realised volatility for a large cross-section of international equity markets. For this purpose, we extend the heterogeneous autoregressive (HAR) model of realised volatility of Corsi (2009) by including US equity volatility information. More precisely, we augment the standard HAR model by US realised volatility and VIX HAR components, and compare it to the original HAR model across 17 international equity markets. Our in-sample and out-of-sample findings show that the US equity market volatility information is statistically significant and sizeable economically across all equity markets that we consider. The last chapter introduces a new system-wide network-based risk factor into the empirical asset pricing literature and examines its pricing ability for carry trade returns in currency markets. I find that system-wide volatility connectedness risk carries a significant and negative risk premium. That is, I show that low interest rate currencies are positively related to system-wide volatility connectedness risk, while high interest rate currencies display a negative correlation. Low interest rate currencies thus serve as a hedge during unexpectedly high system-wide volatility connectedness episodes, typical
Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries : Pre- And Post-September 11 by Abdulnasser Hatemi-J( file )
2 editions published in 2006 in English and held by 2 libraries worldwide
Understanding forecast failure of ESTAR models of real exchange rates by Daniel Bunčić( file )
1 edition published in 2011 in English and held by 2 libraries worldwide
Equilibrium credit the reference point for macroprudential supervisors by Daniel Bunčić( Book )
5 editions published in 2013 in English and held by 2 libraries worldwide
Equilibrium credit is an important concept because it helps identify excessive credit provision. This paper proposes a two-stage approach to determine equilibrium credit. It uses two stages to study changes in the demand for credit due to varying levels of economic, financial and institutional development of a country. Using a panel of high and middle-income countries over the period 1980-2010, this paper provides empirical evidence that the credit-to-GDP ratio is inappropriate to measure equilibrium credit. The reason for this is that such an approach ignores heterogeneity in the parameters that determine equilibrium credit across countries due to different stages of economic development. The main drivers of this heterogeneity are financial depth, access to financial services, use of capital markets, efficiency and funding of domestic banks, central bank independence, the degree of supervisory integration, and experience of a financial crisis. Countries in Europe and Central Asia show a slower adjustment of credit to its long-run equilibrium compared with other regions of the world
Risk and return of hedge funds by Brian Klic( file )
1 edition published in 2013 in English and held by 1 library worldwide
The master thesis measures risk and return of diverse hedge fund indices that were retrieved from the HFRX database. Fung and Hsieh [2001, 2004] were able to replicate the characteristics of the excess returns from their hedge fund indices with seven risk factors. We add further factors to their model and regress them on the excess returns of our eight fund indices in order to compute estimates from OLS, Monte Carlo, Bootstrapping and Bayesian methods
Time Series Models of Interest Rates by Maurice Witschi( file )
1 edition published in 2011 in English and held by 1 library worldwide
This thesis delineates the ATSM NCVAR(3) model, an affine term structure model (ATSM), as introduced by Jardet, Monfort and Pegoraro. Hence, a general derivation of an ATSM is presented. In addition, the thesis summarizes some concepts from time series analysis which are needed to illustrate the suitability of the ATSM NCVAR(3) model: Chapter 3 discusses unit root tests, leg length criteria, cointegration and forecasting. Chapter 4 introduces the Kalman filter. The study demonstrates that the ATSM NCVAR(3) model provides relatively good estimates of long-term forecasts compared with some standard benchmarks. I argue that the superiority of the ATSM NCVAR(3) generated long-run forecasts stem from the model's ability to adopt to regime switches. However, the short-run forecasts from the Nelson-Siegel framework tend to outperform those from the ATSM NCVAR(3)
A contemporary analysis of stock price linkages between the U.S., the U.K. and Australia by Daniel Bunčić( Archival Material )
1 edition published in 2001 in English and held by 1 library worldwide
The extent and stability of long-run relationship between stock prices : evidence from the U.S., the U.K. and Australia by Daniel Bunčić( file )
1 edition published in 2005 in English and held by 1 library worldwide
The apostrophe: A neglected and misunderstood reading aid by Daniel Bunčić( file )
1 edition published in 2004 in English and held by 1 library worldwide
Film-Untertitel als Quelle eines quasi-mündlichen Parallelkorpus? by Daniel Bunčić( file )
1 edition published in 2012 in German and held by 0 libraries worldwide
Macroeconomic factors and equity premium predictability ( file )
1 edition published in 2015 in English and held by 0 libraries worldwide
Hari Poter und die Gefangenen vom Westbalkan, oder: Die Magie in den serbischen und kroatischen Harry-Potter-Übersetzungen by Daniel Bunčić( file )
1 edition published in 2008 in German and held by 0 libraries worldwide
Definitheit als >verborgene Kategorie< im Russischen? by Daniel Bunčić( file )
1 edition published in 2014 in German and held by 0 libraries worldwide
 
moreShow More Titles
fewerShow Fewer Titles
Languages
English (36)
German (23)
Latin (1)
Church Slavic (1)
Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.