Results 101 to 110 of about 151,782 (265)
Techniques used on the credit derivatives market: credit default swaps. [PDF]
As a response to the need for credit risk protection, the credit derivatives market has seen substantial growth over the past few years. While the deteriorating credit status of a large number of issuers in 2002 contributed to the expansion of this ...
Olléon-Assouan, E.
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Entretien avec Mthuli Ncube, Chief Economist, Banque africaine de développement
Mthuli Ncube, Ibrahim Magassa
openalex +2 more sources
Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle [PDF]
Using median-unbiased estimation based on Augmented-Dickey-Fuller (ADF) regressions, recent research has questioned the validity of Rogoff's "remarkable consensus" of 3-5 year half-lives of deviations from PPP. The confidence intervals of these half-life
Lopez, C., Murray, C J., Papell, D H.
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La Universitat Rovira i Virgili treballa en l’aprovació d’un Programa d’Aprenentatge Servei que ha de permetre la institucionalització d’una metodologia que compta ja amb experiències prèvies en diversos àmbits de coneixement.
Maria Marquès i Banqué
doaj
Les ressources phytogénétiques pour l'alimentation et l'agriculture constituent la matière première pour améliorer la productivité et la qualité des produits agricoles et ainsi garantir la sécurité alimentaire.
Ali Sahri +4 more
doaj +1 more source
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector. [PDF]
The aim of this paper is to build and estimate a macroeconomic model of credit risk for the French manufacturing sector. This model is based on Wilson's CreditPortfolioView model (1997a, 1997b); it enables us to simulate loss distributions for a credit ...
Avouyi-Dovi, S. +4 more
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The decade (1973–1982) that followed the ‘Trente Glorieuses’ was marked by a paradox. On the one hand France along with the rest of the Western world experienced markedly more difficult economic conditions, with slower growth and higher inflation and unemployment.
openaire +2 more sources
Market liquidity and banking liquidity: linkages, vulnerabilities and the role of disclosure. [PDF]
During the course of 2007, global financial markets went through noticeable periods of turbulence. In particular, complex credit markets suffered a marked set-back.
Herzberg, V., Praet, P.
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New Information Response Functions. [PDF]
We propose a new methodology for the analysis of impulse response functions in VAR or VARMA models. More precisely, we build our results on the non ambiguous notion of innovation of a stochastic process and we consider the impact of any kind of new ...
Jardet, C., Monfort, A., Pegoraro, F.
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Emerging contours of financial regulation: challenges and dynamics. [PDF]
The current ongoing financial crisis is attributed to a variety of factors such as the developments in the subprime mortgage sector, excessive leverage, lax financial regulation and supervision, and global macroeconomic imbalances. At a fundamental level,
Mohan, R.
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