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Budgetary cash flows in the EU and their impact on national budget liquidity : the case of Slovenia
Tanja Markovič-Hribernik, Monika Kirbiš Rojs, 2005, pregledni znanstveni članek

Opis: On May 1, 2004 ten new states joined the EU. At the same time, budgetary cash flow mechanisms between the EU budget (as the central subject) and national budgets were established. Despite the fact that all the rules are clear and known in advance - stipulated by the EU directives and regulations - there are some uncertainties, which may have an important effect on the liquidity as well as on the budgetary cash flows in new member states. The greatest problem for the liquidity of new member states' budgets is posed by the time lags between inflows and outflows of EU funds. These lags are mainly because of delayed payments from the EU budget and problems with some member state's absorption capacity. This article deals with the dynamics and the scale of budgetary cash flows between the Slovenian budget and the EU budget until 2006. A couple of likely scenarios are presented, which could happen in case of delayed payments of European funds. Consequently, both an unexpected state budget liquidity deficit and an additional burden arising from interest on delayed payments to the Brussels are possible for Slovenia.
Ključne besede: EU budget, Slovenian budget, budget liquidity, budgetary cash flows, European funds
Objavljeno v DKUM: 17.07.2017; Ogledov: 656; Prenosov: 80
.pdf Celotno besedilo (798,53 KB)
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Spread and liquidity issues : a markets comparison
Sebastjan Strašek, Bor Bricelj, 2016, izvirni znanstveni članek

Opis: The financial crises are closely connected with spread changes and liquidity issues. After defining and addressing spread considerations, we research in this paper the topic of liquidity issues in times of economic crisis. We analyse the liquidity effects as recorded on spreads of securities from different markets. We stipulate that higher international risk aversion in times of financial crises coincides with widening security spreads. The paper then introduces liquidity as a risk factor into the standard value-at-risk framework, using GARCH methodology. The comparison of results of these models suggests that the size of the tested markets does not have a strong effect on the models. Thus, we find that spread analysis is an appropriate tool for analysing liquidity issues during a financial crisis.
Ključne besede: liquidity, financial crisis, GARCH VaR models
Objavljeno v DKUM: 03.04.2017; Ogledov: 642; Prenosov: 103
.pdf Celotno besedilo (582,62 KB)
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