Evolution of Cohesion between USA Financial Sector Companies before, during, and Post-Economic Crisis: Complex Networks Approach. [PDF]
Entropy (Basel), 2022 Stević V +2 more
europepmc +1 more source
Copula based simulation procedures for pricing basket Credit Derivatives [PDF]
This paper deals with the impact of structure of dependency and the choice of procedures for rare-event simulation on the pricing of multi-name credit derivatives such as nth to default swap and Collateralized Debt Obligations (CDO).
Fathi, Abid, Nader, Naifar
core +1 more source
A multimethod synthesis of Covid-19 education research: the tightrope between covidization and meaningfulness. [PDF]
Univers Access Inf Soc, 2023 Saqr M +5 more
europepmc +1 more source
Quantifying hot topic dynamics in scientific literature: An information-theoretical approach. [PDF]
PLoS OneChumachenko A.
europepmc +1 more source
Research on Financial Systemic Risk in ASEAN Region. [PDF]
Entropy (Basel), 2021 Fan H, Liu R.
europepmc +1 more source
The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds [PDF]
We study European banks’ demand for short-term funds (liquidity) during the summer 2007 subprime market crisis. We use bidding data from the European Central Bank’s auctions for one-week loans, their main channel of monetary policy implementation.
Cassola, Nuno +2 more
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Research on the Pathway of Green Financial System to Implement the Realization of China's Carbon Neutrality Target. [PDF]
Int J Environ Res Public Health, 2022 Wang G, Li S, Yang L.
europepmc +1 more source
, 2016 It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use column generation,
Howley, Robert +3 more
core +1 more source
Leveraging Blockchain-Based Archival Solutions for Sensitive Documentation: a Xinjiang Case Study. [PDF]
Digit Soc, 2022 Hellstern R +3 more
europepmc +1 more source
Can banks circumvent minimum capital requirements? The case of mortgage portfolios under Basel II [PDF]
The recent mortgage crisis has resulted in several bank failures as the number of mortgage defaults increased. The current Basel I capital framework does not require banks to hold sufficient amounts of capital to support their mortgage lending activities.
Christopher Henderson, Julapa Jagtiani
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