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All Journal JAAF (Journal of Applied Accounting and Finance) Operations Research: International Conference Series Journal of Actuarial, Finance, and Risk Managment
Elmguirhi, Sonia
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Mathematics

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The Estimation of relationship between actuarial rate of return, Maturity and Coupon: The case of Tunisia Elmguirhi, Sonia
Operations Research: International Conference Series Vol. 5 No. 3 (2024): Operations Research International Conference Series (ORICS), September 2024
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v5i3.318

Abstract

The aim of this paper is to study the Estimation of the relationship between the actuarial rate of return, Maturity and Coupon issued by the Tunisian banking and financial institutions knowing that it is a significant component of financing. So, this relationship issue is an essential link of investments. The studying of yield bond is an important first step. For many types of financial research. To  date, this research has focused on the bond yield for institutions, with the exception of works by institution, financial and banking. There regression models are tested by different methods. The first model is based only on relationship between Actuarial Rate of Return, maturity and coupon. The other models are prominent in the published literature on the bond yield.
The Estimation of relationship between actuarial rate of return, Maturity and Coupon: The case of Tunisia ELMGUIRHI, SONIA
Journal of Actuarial, Finance, and Risk Management Vol 3, No 2 (2024)
Publisher : President University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33021/jafrm.v3i2.5399

Abstract

The aim of this paper is to study the estimation of the relationship between the actuarial rate of return, maturity, and coupon issued by the Tunisian banking and financial institutions, knowing that it is a significant component of financing. Therefore, this relationship issue is an essential link between investments. An important first step is to study yield bonds. For various forms of financial research.To date, the research has primarily focused on the yield bonds for institutions, except for studies conducted by institutions, financial and banking. There are regression models that are tested by different methods. The first model focuses only on the relationship between the actuarial rate of return, maturity, and coupon. The other models are prominently featured in the published literature regarding the yield of bonds. From these models, we discovered that the interest rate has an impact on the yield bonds. These results indicate that the maturity and coupon have a significant impact and exhibit a favorable correlation with the actuarial rate of return. Our estimation of our models proves to provide a high level of explained variation in the yields observed in the Tunisian bonds market
Stock market volatility during post-crisis, case of US S&P500 Elmguirhi, Sonia
JAAF (Journal of Applied Accounting and Finance) Vol 9, No 1 (2025): JAAF (Journal of Applied Accounting and Finance)
Publisher : President University Press

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33021/jaaf.v9i1.5579

Abstract

This study examines the volatility of market indices and derivatives. This created a major impact on the financial system. This impact appeared in a big way during the last financial crisis of 2008 which is still felt even until now. Using daily closing price from S&P500 stock index starting from 2005 to 2009, and 2015 to 2022, graphical and regression analysis (OLS) and DCC-GARCH a are used to explore the volatility of the stocks. The findings show that the financial market is highly interconnected, and an inverse relationship between the S&P 500 and the VIX occur, with the VIX rising significantly during post-crisis periods when the S&P 500 is low, indicating market stress and volatility. It implies that growing systemic risks, fueled by complex and poorly regulated financial instruments, may lead to future financial crises driven by contagion and market imbalances.
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