Results 91 to 100 of about 5,454,495 (242)
Where the Brake Slips: A Feedback View of the Micro‐Drama Platform
Systems Research and Behavioral Science, EarlyView.
Johnny Chan
wiley +1 more source
On Liquidity Spillovers in Sovereign Bond Spot and Futures Markets During the COVID‐19 Outbreak
Bulletin of Economic Research, EarlyView.ABSTRACT We examine liquidity spillovers within and between the sovereign bond spot and futures markets in the euro area, covering the periods before, during, and after the COVID‐19‐induced dash for cash episode. Our results indicate that while liquidity spillovers were significantly amplified during the height of the crisis, the magnitude of these ...
Vassilios G. Papavassiliou, Fan Dora Xia
wiley +1 more source
The Economic History Review, EarlyView.Abstract To persuade creditors to lend, cities in the Low Countries relied on a community responsibility system that made all citizens personally liable for public debt. This exposed itinerant citizens to significant risks: their merchandise could be confiscated by creditors, and they could even be imprisoned for debt.
Jaco Zuijderduijn
wiley +1 more source
The first bear raid and squeeze: Isaac Le Maire and the Dutch East India Company
The Economic History Review, EarlyView.Abstract In 1609, the Dutch East India Company (VOC) faced a bear raid by a syndicate of short sellers led by Isaac Le Maire, a former director. We reconstruct the forward trade between 1607 and 1611, the actions taken by the syndicate members, and the responses to these actions by the company.
Oscar Gelderblom +2 more
wiley +1 more source
TYPOLOGY OF CREDIT RISK IN ECONOMY [PDF]
Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2019 Today, many techniques are known regarding credit risk management, starting from traditional techniques of risk exposure assessment, aimed at limiting excessive concentration at the level of the debtor, sector of activity, industrial branch, etc., until ...
Marinela BARBULESCU, Alina HAGIU
doaj
Problemy Zarządzania, 2015 Polish banks have a large long currency position resulting from the portfolio of foreign currency mortgages, which they secure mainly using FX swaps and cross-currency interest rate swaps (CIRS).
Jan Koleśnik
doaj +1 more source
Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest [PDF]
The price of financial derivative with unilateral counterparty credit risk can be expressed as the price of an otherwise risk-free derivative minus a credit value adjustment(CVA) component that can be seen as shorting a call option, which is exercised ...
Liu, Guimei +3 more
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The Effect of Traffic Congestion on Labour Investment Efficiency
European Financial Management, EarlyView.ABSTRACT The study examines the effects of headquarters‐city traffic congestion on labour investment efficiency. The results indicate that firms headquartered in congested cities may engage in inefficient labour investment decisions. Further analysis indicates that the inefficiency is associated with both overinvestment and underinvestment in labour ...
Rajib Chowdhury
wiley +1 more source
Three Seas Economic JournalThe objective of this paper is to examine and enhance strategies for managing relationships with counterparties and mitigating risks in utility infrastructure enterprises.
Olena Chepurna, Nikita Razinkin
doaj +1 more source
CVA calculation for CDS on super senior ABS CDO [PDF]
The way monoline insurers estimate the FAS 157 credit value adjustments (CVA) on their ABS CDO insurance portfolios vastly overstates the benefits. We propose a simple method that is more accurate, especially when the counterparty default risk is high ...
Li, Hui
core