Results 171 to 180 of about 5,830,336 (226)

Development of a conceptual model for an information management system in spatial planning projects. Case study of making-city project. [PDF]

Heliyon
Yehorchenkova N, Yehorchenkov O, Finka M, Ondrejicka V, Ondrejickova S.   +4 more
europepmc   +1 more source

The ‘Hidden Cost’ of Sustainable Debt Financing in Emerging Markets

Rickman J, Kothari S, Ameli N.
europepmc   +1 more source

The Case for a European Credit Council: Historical and Constitutional Fine-Tuning. [PDF]

Account Econ Law
van 't Klooster J.
europepmc   +1 more source

Impact of Systemically Important Counterparty Default on Counterparty Credit Risk

Asia-Pacific Financial Markets
openaire   +1 more source

A study of Chinese enterprises' business models to determine the impact of dynamic capabilities on innovation and performance. [PDF]

PLoS One
Jingwen Y, Rahman AA, Tong T, Kamarulzaman NH, Sidek SB.   +4 more
europepmc   +1 more source

Research on the mechanism of leader-follower product sales competition based on market access restrictions and forward contract considerations. [PDF]

Heliyon
Wang L, Cao Z, Li P.
europepmc   +1 more source

Credit Contagion from Counterparty Risk

SSRN Electronic Journal, 2008
ABSTRACTStandard credit risk models cannot explain the observed clustering of default, sometimes described as “credit contagion.” This paper provides the first empirical analysis of credit contagion via direct counterparty effects. We find that bankruptcy announcements cause negative abnormal equity returns and increases in CDS spreads for creditors ...
PHILIPPE JORION, GAIYAN ZHANG
openaire   +2 more sources

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Counterparty Credit Risk and AmericanOptions

The Journal of Derivatives, 2010
One of the many counterintuitive things students in a first course on options learn is that premature exercise of an American call option on a nondividend paying stock is a mistake, and that for a dividend-paying stock, early exercise is never rational except just before the stock goes ex-dividend. Efforts to incorporate counterparty credit risk in the
Peter Charles Klein, Jun Yang
openaire   +1 more source

Counterparty credit risk and the credit default swap market

Journal of Financial Economics, 2011
Abstract Counterparty credit risk has become one of the highest-profile risks facing participants in the financial markets. Despite this, relatively little is known about how counterparty credit risk is actually priced. We examine this issue using an extensive proprietary data set of contemporaneous CDS transaction prices and quotes by 14 different ...
Priyank Gandhi, Francis A. Longstaff, Navneet Arora   +2 more
openaire   +1 more source