Results 151 to 160 of about 40,982 (261)
Credit Derivatives and the Default Risk of Large Complex Financial Institutions [PDF]
This paper addresses the impact of developments in the credit risk transfer market on the viability of a group of systemically important financial institutions.
Christos Ioannidis +2 more
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Why Do Hedgers Hedge? The Role of Ambiguity
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley +1 more source
The combination of Hebbian and predictive plasticity learns invariant object representations in deep sensory networks. [PDF]
Halvagal MS, Zenke F.
europepmc +1 more source
Credit ratings and credit risk [PDF]
This paper investigates the information in corporate credit ratings. We examine the extent to which firms' credit ratings measure raw probability of default as opposed to systematic risk of default, a firm's tendency to default in bad times. We find that
Jens Hilscher, Mungo Wilson
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ABSTRACT Transcranial photobiomodulation (tPBM) has been employed for cognitive enhancement in healthy individuals. This study aimed to investigate the effects of tPBM applied bilaterally over the dorsolateral prefrontal cortex (DLPFC) on convergent thinking (CT), divergent thinking (DT), and the Stroop test.
Javier Peña +7 more
wiley +1 more source
The economic impact of credit default swap on credit markets [PDF]
This study conducts a comprehensive analysis of the economic benefits and costs of credit default swap (CDS) in credit markets since its inception.
Kim, Gi Hyun, Li, Haitao, Zhang, Weina
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ABSTRACTPerennial bioenergy crops, such as miscanthus and switchgrass, and crop residues have the potential to scale up sustainable aviation fuel (SAF) production and mitigate carbon emissions. However, high establishment costs, delayed returns, and risk–return profiles that diverge from those of conventional crops can hinder incentives to adopt ...
Fahd Majeed, Madhu Khanna, Ruiqing Miao
wiley +1 more source
Default Dependence: The Equity Default Relationship [PDF]
The paper examines three equity-based structural models to study the nonlinear relationship between equity and credit default swap (CDS) prices. These models differ in the specification of the default barrier.
Jun Yang, Stuart M. Turnbull
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This paper explores how the affordability of rents is addressed in the long‐anticipated reform of the English private rental sector (PRS) by the Renters’ Rights Act 2025. The PRS has doubled in size since 2010, acting as a social housing substitute for some households.
Emma Laurie
wiley +1 more source
Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives [PDF]
This paper investigates movements of market indicators of banking fragility, namely, Japan premium, stock prices, and credit derivative spreads of Japanese banks.
Kimie Harada, Takatoshi Ito
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