Vesna Bucevska

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Background: In light of the latest global financial crisis and the ongoing sovereign debt crisis, accurate measuring of market losses has become a very current issue. One of the most popular risk measures is Value-at-Risk (VaR). Objectives: Our paper has two main purposes. The first is to test the relative performance of selected GARCH-type models in terms(More)
In this paper, we examine the patterns of behaviour of companies from former socialist countries related to the application of good corporate governance practices. We try to assess the level of transparency and to determine if there are any factors that systematically influence corporate behaviour in this regard. Using a sample of 145 companies from(More)
The objective of this paper is to estimate the relative contribution of a wide array of determinants to outbreak of financial crises in the EU candidate countries (Croatia, Macedonia and Turkey) and to identify the best-performing early warning indicators of financial crises. We have estimated a binomial logit model of the three EU candidate countries for(More)
Statistical Process Control (SPC) aims at quality improvements through reduction of variances. The best known tool of SPC is the control chart. Over the years the control chart has proved to be a successful practical technique for monitoring process measurements. However, its usefulness in practice is limited to those situations where it can be assumed that(More)
Although Macedonia is among the top emigration countries in the world, and in spite of the fact that private transfers from abroad have covered more than 50% of the trade deficit in the last ten years, relatively little is known about the determinants of the remittances and their impact on the macroeconomic stability of the Macedonian economy. The purpose(More)
The article investigates the relationship between unemployment rate and development indicators: (1) the GDP per capita in Purchasing Power Parities (PPP in current international $); and (2) the Internet penetration rate, defined as the percentage of Internet users per 100 people. For 34 countries in 2013, only two simple linear regression models based on(More)
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