Results 121 to 130 of about 11,077 (282)
The pricing of correlated default risk: evidence from the credit derivatives market [PDF]
In order to analyze the pricing of portfolio credit risk – as revealed by tranche spreads of a popular credit default swap (CDS) index – we extract risk-neutral probabilities of default (PDs) and physical asset return correlations from single-name CDS ...
Zhu, Haibin, Tarashev, Nikola A.
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Copulas : an open field for risk management [PDF]
, 2001 One of the main issues of risk management is the aggregation of individual risks. A powerful concept to aggregate the risks — the copula function — has been introduced in finance by Embrechts, McNeil, and Straumann [1999,2000].
Roncalli, Thierry +4 more
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Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT Wellbore instability driven by the volumetric expansion of reactive shale formations remains a primary operational challenge in modern drilling engineering, causing severe mechanical failures and substantial economic deficits. The objective of this study is to formulate and evaluate a novel dual‐action chemical additive capable of ...
Ghaleb Oriquat +8 more
wiley +1 more source
Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises [PDF]
This paper investigates how financial troubles among Japanese banks in the second half of the 1990s were viewed by the market. Two indicators, the Japan premium and the stock price index of the banking sector in Tokyo, were examined.
Takatoshi Ito, Kimie Harada
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Gonadal development in scorpion mud‐turtles, Kinosternon scorpioides, in a controlled environment
The Anatomical Record, EarlyView.Stage 20 was identified as the critical point for gonadal differentiation in Kinosternon scorpioides, providing key insights into sex determination. These findings enhance conservation strategies by supporting reproductive management and population viability in both in situ and ex situ programs. Abstract Research on gonadal development including sexual
Brenda Braga +4 more
wiley +1 more source
Risk and Policy Shocks on the US Term Structure [PDF]
We document two stylised facts of US short- and long-term interest rate data incompatible with the pure expectations hypothesis: Relatively slow adjustment to long-run relations and low contemporaneous correlation.
Weber, Enzo, Wolters, Jürgen
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The Anatomical Record, EarlyView.Abstract Differences in skull and tooth morphology, stomach contents, and estimated bite force between medium‐to‐large sized (≥100 kg) predatory theropod dinosaurs have long been suspected to correlate with differences in their diets and dietary guilds (e.g., hypercarnivory, piscivory).
Cassius Morrison +9 more
wiley +1 more source
British Educational Research Journal, EarlyView.Abstract This paper critically analyses how school readiness has been historically and discursively constructed in Early Childhood Education (ECE) policy in England over the past four decades. Using Bacchi's ‘What's the Problem Represented to be?’ framework and Foucauldian concepts of governmentality, the paper explores how school readiness has shifted
Louise Kay
wiley +1 more source
Aggregate idiosyncratic volatility in G7 countries [PDF]
The paper analyzes average idiosyncratic volatility in G7 countries. We find that idiosyncratic volatility is highly correlated across countries and there is a significant Granger causality from the U.S. to the other countries and vice versa.
Hui Guo, Robert Savickas
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