Results 121 to 130 of about 66,578 (384)
Default swaps and hedging credit baskets [PDF]
We investigate the pricing of basket credit derivatives and their hedging with single name credit default swaps (CDS) based on a model for the joint dynamics of the fair CDS spreads.
Schmidt, Wolfgang M.
core
Team photo‐diaries: Making places, people, and power more visible
Geographical Research, EarlyView.The article reflects on the use of research associates‐generated photo‐diaries during household census data collection in Northwest Cambodia. Initially a training tool for Cambodian researchers, they became essential for data collection and collaboration between Cambodian and Australian teams, highlighting ethical challenges and power imbalances in ...
Ariane Utomo +18 more
wiley +1 more source
Local economic resilience and economic specialization in Greece during the crisis
Regional Science Policy &Practice, EarlyView., 2023 Abstract This paper scrutinizes the issue of economic resilience, aiming to detect the existence of a systematic link with economic specialization. To this end, the paper conducts an empirical analysis at the local (i.e., municipal) level of Greece during the economic crisis period (2009–2015), providing cartographic visualizations and spatial ...
Panagiotis Artelaris +2 more
wiley +1 more source
, 2023 https://ia904700.us.archive.org/2/items/variableMbsValuation/variableMbsValuation ...
openaire +2 more sources
Determinantes do Bond Spread e do Credit Default Swap: Por que são diferentes? O caso da Petrobras
Revista Contabilidade & Finanças, 2016 Neste artigo, estudamos os principais determinantes do risco de crédito da Petrobras, medido por meio dos asset swap spreads (ASW) e dos credit default swaps (CDS), replicando os principais trabalhos sobre o tema e analisando se os dois produtos apreçam ...
Fernando Nascimento de Oliveira +1 more
doaj +1 more source
De‐Dollarization Is a Plausible Outcome of the New Washington Consensus
Global Policy, EarlyView.ABSTRACT A trend towards de‐dollarization of the global economy in which the US dollar ceases to be used as the world's reserve currency for international transactions confronts some of the existing structures of international economic law, built upon the rules set out by US‐led organizations like the WTO, the IMF, and the World Bank. This article will
David Collins
wiley +1 more source
The pricing of risk in European credit and corporate bond markets [PDF]
This paper investigates the determinants of the default risk premia embedded in the European credit default swap spreads. Using a modified version of the intertemporal capital asset pricing model, we show that default risk premia represent compensation ...
Berndt, Antje, Obreja, Iulian
core
The informativeness of consolidated and parent‐only earnings to investors: Evidence from India
Contemporary Accounting Research, EarlyView.Abstract We examine whether earnings from parent‐only financial statements are incrementally informative to those from consolidated financial statements. We use a unique mandate in India that requires firms to provide both consolidated and parent‐level financial statements, since currently neither US GAAP nor IFRS mandates this level of disaggregation.
Sudhakar V. Balachandran +3 more
wiley +1 more source
RisksCarbon risk, a type of climate risk, is expected to have a crucial impact, especially on high-carbon-emitting, “polluting” firms as opposed to less carbon-intensive, “clean” ones.
Aimee Jean Batoon, Edit Rroji
doaj +1 more source
Crisis financiera internacional: enfoque en instrumentos y riesgos
Pensamiento Crítico, 2011 La crisis financiera 2008 fue muy diferente respecto a otras crisis financieras porque en esta el mercado de capitales tenía instrumentos financieros muy sofisticados que tuvieron dos características: por un lado, permitieron estructurar deuda a través ...
Carlos Palomino Selem
doaj +1 more source