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Benchmarking Malaysia in the Global Information Society: Regressing or Progressing?
(Pontificia Universidad Católica del Perú. CENTRUM, 2010)
The purpose of this paper is to elucidate how the Dalenius-Hodges stratification methodology typically used in sampling, when combined with ranking and index standardization procedures, becomes a powerful policy tool for ...
Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2020-02)
This paper quantifies and assesses the impact of an adverse loan supply (LS) shock on Peruís main
macroeconomic aggregates using a Bayesian vector autoregressive (BVAR) model in combination
with an identification scheme ...
Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors
(Pontificia Universidad Católica del Perú. Departamento de Economía, 2017-03)
The study of the yield curve has been a topic that interested economists for a long time since the term structure of interest rates is an important transmission channel of monetary policy to inflation and real activity. ...
An Organizational Capability-Based Performance Measurement Model for Technology Conversion Process
(Pontificia Universidad Católica del Perú. CENTRUM, 2012)
The capabilities reconfiguration theme is presented in contemporary literature as a useful approach to business-model adjustment for the conversion of new technologies into processes, products, and services. This work ...
Competitive Advantage of Operational and Dynamic Information Technology Capabilities
(Pontificia Universidad Católica del Perú. CENTRUM, 2009)
Based on contradictory findings reported by researchers into the payoffs of information technology (IT) investments, a key question for information system researchers and practitioners concerns what role IT may play in ...
Estrategia de transformación digital ¿Ud. consideró todas las partes?
(Pontificia Universidad Católica del Perú. Facultad de Ciencias e Ingeniería., 2017)
An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options
(Pontificia Universidad Católica del Perú. CENTRUM, 2012)
Derivatives have become widely accepted as tools for hedging and risk-management, as well as speculation to some extent. A more recent trend has been gaining ground, namely, arbitrage in derivatives.
Towards Informal Planning: Mapping the Evolution of Spontaneous Settlements in Time
(Editorial Universitat Politècnica de València, 2017)
Cities are the largest complex adaptive system in human culture and have always been changing in time according to largely unplanned patterns of development. Though urban morphology has typically addressed studies of form ...
Option Pricing Models with HF Data: An Application of the Black Model to the WIG20 Index
(Pontificia Universidad Católica del Perú. CENTRUM, 2012)
In this paper, we compared several Black option pricing models by applying different measures of volatility and examined the Black model with historical (BHV), implied (BIV), and several different types of realized (BRV) ...
La orientación TOE en la investigación de la transformación digital con modelos probabilísticos de tópicos
(Asociación Latino-Iberoamericana de Gestión Tecnológica y de la Innovación (ALTEC), 2021)
Los estudios en la transformación digital (TD) han sido de creciente interés ya que el mundo digital ha hecho que las organizaciones se enfoquen en la tecnología digital para responder a nuevos escenarios. Varias perspectivas ...