Results 171 to 180 of about 65,859 (324)
The Journal of Finance, EarlyView.ABSTRACT We introduce the concept of subtle discrimination—biased acts that cannot be objectively ascertained as discriminatory. When candidates compete for promotions by investing in skills, firms' subtle biases induce discriminated candidates to overinvest when promotions are low‐stakes (to distinguish themselves from favored candidates) but ...
ELENA S. PIKULINA, DANIEL FERREIRA
wiley +1 more source
A Market for End-of-The-World Insurance? Credit Default Swaps on US Government Debt [PDF]
, 2012 Richard Squire
openalex
A translated utopia: Embodied communication, media ideologies, and Star Trek's Universal Translator
Journal of Linguistic Anthropology, EarlyView.Abstract This paper uses Star Trek's “Universal Translator” (UT) as a point of departure for considering the imagined future of mediated linguistic interactions and of contact across difference. Although such a technology does not exist, taking its potentialities seriously as folkloric devices allows for an exploration of ideologies relating to ...
Sarah Shulist
wiley +1 more source
Investigating the determinants of corporate bond credit spreads in the euro area
, 2023 Letta S, Mirante P.
europepmc +1 more source
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 Naifar N, Shahzad SJH.
europepmc +1 more source
Examining the Research Taxonomy of Credit Default Swaps Literature Through Bibliographic Network Mapping [PDF]
Tabassum, Jasvinder Sidhu, Najul Laskar
openalex +1 more source
A Unified Framework for Pricing Credit and Equity Derivatives
, 2008 We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit bond and equity option pricing formulas that can be calibrated to find a ...
Bayraktar, Erhan, Yang, Bo
core +1 more source
Gambling for market recovery? European insurers' corporate bond investments during market stress
Journal of Risk and Insurance, EarlyView.Abstract Using daily stock market data for European insurers, I investigate how a stock market contraction, as experienced during the COVID‐19 pandemic, affects insurers' credit risk allocation of their corporate bond portfolio. I find that insurers shift their portfolio holdings pro‐cyclically towards lower credit risk assets in the first month of the
Marcel Beyer
wiley +1 more source