Results 231 to 240 of about 4,043,177 (393)
Asset correlations and credit portfolio risk: an empirical analysis [PDF]
In credit risk modelling, the correlation of unobservable asset returns is a crucial component for the measurement of portfolio risk. In this paper, we estimate asset correlations from monthly time series of Moody's KMV asset values for around 2,000 ...
Düllmann, Klaus +2 more
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Optimal Fiscal and Monetary Policies Under Limited Asset Market Participation
, 2016 Lorenzo Menna
semanticscholar +1 more source
Advanced Energy and Sustainability Research, EarlyView.This study aims to provide actionable recommendations for leveraging digital innovation for the achievement of scalable, equitable, and transparent Net Zero Energy Transition by offering actionable recommendations. As a result of this comprehensive analysis, the review highlights the critical interplay between digital technologies and GF as vital ...
Furkan Ahmad +3 more
wiley +1 more source
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
, 1996 John Cochrane, Jesús Saá-Requejo
openalex +1 more source
Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing [PDF]
, 2001 Richard Heaney, Vincent J. Hooper
openalex +1 more source
Is the FOMC’s policy inflating asset prices? [PDF]
Keeping the policy rate significantly and persistently below "long-run equilibrium rates" may inflate asset prices.Federal Open Market Committee ; Asset ...
Daniel L. Thornton
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Bulk and Surface Reactivity of LiNi0.5Mn1.5O4 in Contact with (Acidic) Water
Advanced Energy and Sustainability Research, EarlyView.The comprehensive investigation of the influence of (acidic) water on LiNi0.5Mn1.5O4 as cobalt‐free lithium‐ion battery cathode material reveals that such treatment particularly affects a very thin layer at the particle surface, while the bulk material remains unaffected.
Annika R. Schuer +16 more
wiley +1 more source
Homogeneity Hypothesis in the Context of Asset Pricing Models: The Quadratic Market Model [PDF]
, 2001 Giovanni Barone‐Adesi +2 more
openalex +1 more source
Adverse Selection, Liquidity, and Market Breakdown [PDF]
This paper studies the interaction between adverse selection, liquidity risk and beliefs about systemic risk in determining market liquidity, asset prices and welfare.
Koralai Kirabaeva
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