Purpose–The purpose of this thesis is to develop a conceptual model that connects factors affecting students’ enrollment in Higher Education Institutions and evaluates the extent to which these factors are influencing institutions’ Value at Risk (VaR). Design/methodology/approach–Structural PCA modeling was employed in this study to examine the association of institutions’ admissions and different influence parameters, and to derive corresponding VaR as a measure of financial risks. Questionnaires were also completed by Grade Ten students of eight different high schools, prior and post orientation ...

Purpose: The purpose of this study is to empirically test the level of interdependence between three major assets: Gold, crude oil and USD index in terms of the return volatility spillover effects. This helps investors managing their portfolios and provides them with sense of direction on how to use these assets in portfolio diversification leading to a risk reduction benefits. Design/methodology/approach: Gold, oil and USD index volatilities are estimated using EGARCH (1, 1) model after detecting the stationarity and heteroskedasticity of the sample using the following diagnostic tests: Augmented ...