Results 31 to 40 of about 43,092 (274)
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
An Empirical Comparison of Default Swap Pricing Models [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 ...
Houweling, P., Vorst, A.C.F.
core +4 more sources
Implied Default Barrier in Credit Default Swap Premia [PDF]
SSRN Electronic Journal, 2008 This paper applies the methodology developed by Forte (2008) to extract the implied default point in the premium on credit default swaps (CDS). As well as considering a more extensive international sample of corporations (96 US, European and Japanese companies) and a longer time interval (2001-2004), we make two significant contributions to the ...
Francisco Alonso +2 more
openaire +2 more sources
Science Education, EarlyView.ABSTRACT Health disparities rooted in systemic oppression and perpetuated by implicit bias among medical professionals remain pervasive across North America. These inequities are often sustained by providers' limited awareness of social realities that shape the lives of people from marginalized communities.
Sabah K. Elias +13 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
Ed Davey's Tory Removals: The Liberal Democrats and the 2024 General Election
The Political Quarterly, Volume 96, Issue 1, Page 83-90, January/March 2025.Abstract The 2024 general election represented a remarkable comeback for the Liberal Democrats. Less than a decade on from the coalition and the 2015 election debacle, Sir Ed Davey's party reclaimed third‐party status in the House of Commons with seventy‐two MPs—the largest total for the Liberal Democrats or their Liberal Party predecessors since the ...
Peter Sloman
wiley +1 more source
The Modern Law Review, EarlyView.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
On pricing basket credit default swaps [PDF]
Quantitative Finance, 2013 In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model. We give the analytical expressions for the ordered default time distributions with recursive formulas for the coefficients ...
Ching, WK, GU, J, Siu, T, Zheng, H
openaire +5 more sources
International Journal of Urban and Regional Research, EarlyView.Abstract Asset managers, private equity firms and other institutional investors have assumed an increasingly important role in the ownership and management of housing and infrastructure since the Global Financial Crisis. This article analyses how social housing in London is being transformed into a financial asset through an analysis of ‘income strip ...
Aretousa Bloom, Joe Penny
wiley +1 more source
The Determinants of Credit Default Swap Premia [PDF]
Using a new dataset of bid and offer quotes for credit default swaps, we investigate the relationship between theoretical determinants of default risk and actual market premia using linear regression.
Jan Ericsson +2 more
core +3 more sources