Results 191 to 200 of about 65,859 (324)
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
PLoS OnePing WY, Hu YW, Luo LQ.
europepmc +1 more source
Credit market structure and strategic collateral provision
The Scandinavian Journal of Economics, EarlyView.Abstract In a simple lending model with informational asymmetry, we investigate the effect of bank market structure on the amount of collateral provided by firms. We analyze the strategic decision of a potential entrepreneur regarding the amount of wealth to pledge as collateral to secure a loan.
Rosaria Distefano, Francesco Reito
wiley +1 more source
Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
Entropy (Basel)Batrancea LM +4 more
europepmc +1 more source
COVID-19 Pandemic and Global Corporate CDS Spreads. [PDF]
J Bank Financ, 2023 Hasan I, Marra M, To TY, Wu E, Zhang G.
europepmc +1 more source
Systemic Risk Management in Financial Networks with Credit Default Swaps
, 2016 Mathieu V. Leduc +2 more
openalex +1 more source
Distorted distributions and ROC curves
Scandinavian Journal of Statistics, EarlyView.Abstract We consider new distortion functions based on the receiver operating characteristic (ROC) and ordinal dominance (OD) curves. Various stochastic orders and aging properties are characterized by using the interpretation of ROC and OD distortions as cumulative distribution functions of suitable relative random variables.
Marco Capaldo +2 more
wiley +1 more source
African sovereign risk premia and international market assets: A relook under the COVID-19 outbreak. [PDF]
HeliyonAmewu G, Akosah NK, Armah M.
europepmc +1 more source
Determinants of Sovereign Credit Default Swap spreads for PIIGS - A macroeconomic approach
, 2010 Christoffer Brandorf, Johan Holmberg
openalex +1 more source
Credit Default Swaps Around the World: Investment and Financing Effects
, 2018 Söhnke M. Bartram +3 more
openalex +1 more source