Results 51 to 60 of about 66,578 (384)
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
The Impact of Covid-19 on Emerging Stock Market Volatility: Empirical Evidence from Borsa Istanbul
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020 The study aims to examine the impact of COVID-19 on the Turkish stock market volatility and reveal how different industries are affected by COVID-19. Volatility between pre-COVID and COVID periods are compared across industries to understand the impact ...
İbrahim Yağlı
doaj +1 more source
The credit default swap market and the settlement of large defaults [PDF]
International Economics, 2010 Résumé L’ampleur des positions prises sur le marché des swaps de défaut de crédit (CDS) a soulevé des inquiétudes sur la capacité du marché à régler les défauts lorsque ceux-ci concernent de très gros emprunteurs. La quasi-faillite de AIG et la faillite avérée de Lehman Brothers en 2008 ont révélé l’exposition des acheteurs de CDS au risque de ...
Virginie Coudert, Mathieu Gex
openaire +1 more source
Credit Risk and the Yen Interest Rate Swap Market [PDF]
, 2000 In this paper, we investigate the pricing of Japanese yen interest rate swaps during the period 1990-96. We obtain measures of the spreads of the swap rates over comparable Japanese Government Bonds (JGBs) for different maturities and analyze the ...
Eom, Young Ho +2 more
core +1 more source
Digital tracking, gamification, social media, and AI: How technology influences motivation
Consumer Psychology Review, EarlyView.Abstract Digital tools, from activity trackers and calorie‐counting apps to learning platforms and AI‐coaches, underlie much of consumers' goal pursuit. Yet features that inspire motivation can also undermine it. When do technologies motivate, and when do they backfire?
Kaitlin Woolley, Marissa A. Sharif
wiley +1 more source
Carbon Default Swap - Disentangling the Exposure to Carbon Risk Through CDS
Social Science Research Network, 2022 Using Credit Default Swap spreads, we construct a forward-looking, market-implied carbon risk factor and show that carbon risk affects firms’ credit spread.
Alexander Blasberg +2 more
semanticscholar +1 more source
Balancing act: An autoethnographic study of one medical educator's first year as a mentor
Anatomical Sciences Education, EarlyView.Abstract Novice faculty mentors often struggle with the transition from mentee to mentor. Although they may face similar challenges, each mentor's experience and journey of professional identity formation is unique, influenced by their background, experiences, relationships, and context.
Andrew S. Cale
wiley +1 more source
Credit Default Swaps and the Credit Crisis [PDF]
Journal of Economic Perspectives, 2009 Many observers have argued that credit default swaps contributed significantly to the credit crisis. Of particular concern to these observers are that credit default swaps trade in the largely unregulated over-the-counter market as bilateral contracts involving counterparty risk and that they facilitate speculation involving negative views of a firm's
openaire +4 more sources
Commissioning an Inexpensive Off‐The‐Shelf Spectrograph for Radial‐Velocity Studies
Astronomische Nachrichten, EarlyView.ABSTRACT We present a way to set up an inexpensive out of the shelf spectrograph at a local observatory. Stability and resolution of the spectrograph are high enough for radial velocity determination of binary stars or determination of stellar characteristics. Even some exoplanets might be detectable via the radial velocity method.
Lukas Stock, Andreas Schrimpf
wiley +1 more source
The Effect of Executive Compensation on Credit Default Swap Spread
Gadjah Mada International Journal of Business, 2019 Investors have been trying to formulate the optimum composition of executives’ compensation which will incentivize the executives to perform better and act in the shareholders’ best interests.
Meizaroh Meizaroh, Masripah Masripah
doaj +1 more source