WorldCat Identities

Bunčić, Daniel

Overview
Works: 54 works in 101 publications in 4 languages and 528 library holdings
Genres: Dictionaries  Bibliography  Conversation and phrase books  History  Criticism, interpretation, etc  Conference papers and proceedings  Academic theses 
Roles: Author, Editor, Other, Thesis advisor, dgs
Classifications: PG3827, 400
Publication Timeline
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Most widely held works by Daniel Bunčić
Biscriptality : a sociolinguistic typology by Daniel Bunčić( )

9 editions published in 2016 in English and held by 116 WorldCat member 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
Macroprudential Stress Testing of Credit Risk A Practical Approach for Policy Makers by Daniel Bunčić( )

10 editions published between 2011 and 2012 in English and held by 67 WorldCat member 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
Equilibrium credit the reference point for macroprudential supervisors by Daniel Bunčić( )

5 editions published in 2013 in English and held by 54 WorldCat member 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
Iter philologicum : Festschrift für Helmut Keipert zum 65. Geburtstag( Book )

6 editions published in 2006 in German and held by 53 WorldCat member libraries worldwide

Linguistische Beiträge zur Slavistik : XXIV JungslavistInnen-Treffen in Köln, 17.-19. September 2015 by Daniel Bunčić( )

4 editions published in 2019 in German and Undetermined and held by 34 WorldCat member libraries worldwide

Dieser Band dokumentiert das XXIV. JungslavistInnen-Treffen, das vom 17. bis zum 19. September 2015 an der Universität zu Köln stattfand. Wie gewohnt wurden auch auf diesem Treffen Themen aus den unterschiedlichsten (inhaltlichen wie methodischen) Bereichen der slavistischen Linguistik behandelt. Im Sammelband finden sich daher genderlinguistische und kulturwissenschaftliche Beiträge ebenso wie aktuelle slavistische Arbeiten zur Syntax, Semantik, Psycho-, Kontakt- und Gebärdensprachlinguistik. Damit liefert der Band mit 11 Beiträgen einen guten Überblick über die aktuelle linguistische Forschung der deutschsprachigen Slavistik
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 WorldCat member libraries worldwide

Equilibrium Credit The Reference Point for Macroprudential Supervisors by Daniel Bunčić( )

1 edition published in 2013 in English and held by 21 WorldCat member libraries worldwide

Macroprudential Stress Testing of Credit Risk : a Practical Approach for Policy Makers by Milan Bunčić( )

1 edition published in 2012 in English and held by 13 WorldCat member libraries worldwide

Bulletin der Deutschen Slavistik 2019 Jahrgang 25, 2019 by Daniel Bunčić( )

2 editions published in 2019 in German and held by 9 WorldCat member libraries worldwide

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 WorldCat member 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 5 WorldCat member libraries worldwide

Essays on the economic relevance of volatility spillovers by Katja Ida Maria Gisler( )

2 editions published in 2016 in English and held by 3 WorldCat member 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
Macroeconomic factors and equity premium predictability( )

1 edition published in 2015 in English and held by 2 WorldCat member libraries worldwide

The apostrophe: A neglected and misunderstood reading aid by Daniel Bunčić( )

1 edition published in 2004 in English and held by 1 WorldCat member library worldwide

Risk and return of hedge funds by Brian Klic( )

1 edition published in 2013 in English and held by 1 WorldCat member 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
The extent and stability of long-run relationship between stock prices : evidence from the U.S., the U.K. and Australia by Daniel Bunčić( )

1 edition published in 2005 in English and held by 1 WorldCat member library worldwide

The Role of Factor Models in Forecasting the Equity Premium by Martin Tischhauser( )

1 edition published in 2014 in English and held by 1 WorldCat member library worldwide

We investigate the ability of latent factor models to predict the U.S. equity premium in a predictive regression framework. Academic research studies largely bivariate relationships of a narrow set of economic, financial, or technical variables. Our paper extends these approaches by including information from the well known Stock and Watson macroeconomic dataset via a latent factor model. Furthermore, we apply Akaike's information criterion and adaptive LASSO to select the specific factors which are then included in the predictive regression. Additionally, we do forecast combination and introduce an economically motivated positivity restriction on the forecasts. In our out-of-sample analysis we find an increased predictive ability when we include the broad set of macroeconomic variables, in particular via forecast combination. Further, we show that the predictive regression models which include factors as predictors do exhibit forecasting ability but that the results are not robust to the selection of the sample period
A contemporary analysis of stock price linkages between the U.S., the U.K. and Australia by Daniel Bunčić( )

1 edition published in 2001 in English and held by 1 WorldCat member library worldwide

Linguistische Beiträge zur Slavistik : XXIV. JungslavistInnen-Treffen in Köln, 17.-19. September 2015( )

1 edition published in 2019 in German and held by 1 WorldCat member library worldwide

Dieser Band dokumentiert das XXIV. JungslavistInnen-Treffen, das vom 17. bis zum 19. September 2015 an der Universität zu Köln stattfand. Wie gewohnt wurden auch auf diesem Treffen Themen aus den unterschiedlichsten (inhaltlichen wie methodischen) Bereichen der slavistischen Linguistik behandelt. Im Sammelband finden sich daher genderlinguistische und kulturwissenschaftliche Beiträge ebenso wie aktuelle slavistische Arbeiten zur Syntax, Semantik, Psycho-, Kontakt- und Gebärdensprachlinguistik. Damit liefert der Band mit 11 Beiträgen einen guten Überblick über die aktuelle linguistische Forschung der deutschsprachigen Slavistik
 
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Alternative Names
Bunčić, D. 1973-

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