Results 111 to 120 of about 66,578 (384)

State of the Field: The History of Masculinities

History, EarlyView.
Abstract This State of the Field article discusses how, when and why the history of masculinities has emerged since the 1980s, and why it continues to be an important research field today. The article begins with the field's multiple origin stories and then discusses its expansion in chronology, geography and theme, as well as newer directions for ...
ERICA L. FRASER
wiley   +1 more source

Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model [PDF]

We present a two-factor stochastic default intensity and interest rate model for pricing single-name default swaptions. The specific positive square root processes considered fall in the relatively tractable class of affine jump diffusions while allowing
Damiano Brigo, Naoufel El-Bachir
core  

An Empirical Comparison of Default Swap Pricing Models [PDF]

, 2001
: In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model with a constant recovery rate outperforms the market practice of directly comparing bonds' credit spreads to default swap ...
Houweling, P. (Patrick), Vorst, A.C.F. (Ton)   +1 more
core  

CHINA’S LAND FINANCE AS ACTIVE MODE OF LAND DEVELOPMENT AND INFRASTRUCTURE DELIVERY: Reality, History and Prospects

International Journal of Urban and Regional Research, EarlyView.
Abstract Henry George advocated for capturing land value increases for public ends. The active approach of public authorities organizing and financing land development can help capture higher land value increases, as Hartman and Spit indicate. However, this approach hardly happens in developing countries, where the coalition of private developers and ...
Nannan Xu
wiley   +1 more source

Credit Risk and the Yen Interest Rate Swap Market [PDF]

, 2001
In this paper, we investigate the pricing of Japanese yen interest rate swaps during the period 1990-96. We obtain measures of the spreads of the swap rates over comparable Japanese Government Bonds (JGBs) for di erent maturities and analyze the ...
Eom, Young Ho, Subrahmanyam, Marti G., Uno, Jun   +2 more
core  

News media coverage and the predictability of house prices

Real Estate Economics, EarlyView.
Abstract This article introduces new housing‐media‐attention indices for the 50 U.S. states based on the Bloomberg Terminal News Trends (NT) function, which collects articles from various news and social media sources and identifies their content using artificial intelligence tools.
Oguzhan Cepni
wiley   +1 more source

Volatility spillover networks of credit risk: Evidence from ASW and CDS spreads in Turkey and Brazil [PDF]

Panoeconomicus
This study examines received and transmitted volatility spillovers of Credit Default Swap (CDS) and Asset-Swap Spread (ASW) for Brazil and Turkey. The empirical analysis is implemented using two country-based (stock markets and exchange rates) and two ...
Gunay Samet, Cevik Emrah Ismai, Dibooglu Sel   +2 more
doaj   +1 more source

Pricing default swaps: empirical evidence [PDF]

In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model with a constant recovery rate outperforms the market practice of directly comparing bonds' credit spreads to default swap premiums.
Houweling, P., Vorst, A.C.F.
core   +1 more source

Co‐phylogeny and biogeography of the myrmecophilous beetle Paussus favieri (Carabidae, Paussinae) and its host ant Pheidole pallidula (Hymenoptera, Myrmicinae)

Insect Science, EarlyView.
Strict patterns of co‐divergence have rarely been documented other than among organisms and their symbionts. In this paper, using a molecular approach, we inferr the population‐level phylogenies of a Mediterranean ant species Pheidole pallidula and its nest parasite, the obligate myrmecophilous beetle Paussus favieri. We then investigate the role of co‐
Davide Bergamaschi, Wendy Moore, Andrea Di Giulio   +2 more
wiley   +1 more source

Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing

International Journal of Financial Studies, 2018
We propose a simple but practical methodology for the quantification of correlation risk in the context of credit derivatives pricing and credit valuation adjustment (CVA), where the correlation between rates and credit is often uncertain or unmodelled ...
Colin Turfus
doaj   +1 more source