Results 51 to 60 of about 669 (248)
An Analysis of Insider Trading in the Credit Derivatives Market Using the Event Study Methodology
Management and Business Administration. Central Europe, 2013 Purpose: In this paper I investigate the information fl ow between the credit default swap market and the stock market as well as insider trading in the credit default swap market. Methodology: For my analysis I use the event study methodology.
Ewa Wareluk
doaj
Empirical dynamics of emerging financial markets during the global mortgage crisis
Borsa Istanbul Review, 2015 Focusing on five major emerging markets, I investigate the interactions between credit default swap premiums, foreign exchange rates, local currency government bond spreads, and national stock market returns over the period 4/2/2007 to 8/27/2009 ...
Rahmi Erdem Aktuğ
doaj +1 more source
Broad Skills, Smaller Footprints? Generalist CEOs and Firm Biodiversity Exposure
Business Strategy and the Environment, EarlyView.ABSTRACT We examine whether CEO generalist skills predict firm‐level biodiversity risk exposure, an emerging strategic and financial concern. Using the biodiversity indicator developed based on textual analysis and the General Ability Index, we find that firms led by generalist CEOs are associated with significantly lower disclosed biodiversity risk ...
Hafiz Hoque +2 more
wiley +1 more source
Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model
Journal of Applied Mathematics, 2014 We propose approximate solutions for pricing zero-coupon defaultable bonds, credit default swap rates, and bond options based on the averaging principle of stochastic differential equations.
Beom Jin Kim, Chan Yeol Park, Yong-Ki Ma
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A Raroc Valuation Scheme for Loans and Its Application in Loan Origination
Risks, 2020 In this article, a risk-adjusted return on capital (RAROC) valuation scheme for loans is derived. The critical assumption throughout the article is that no market information on a borrower’s credit quality like bond or CDS (Credit Default Swap) spreads ...
Bernd Engelmann, Ha Pham
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines how macroeconomic and firm‐level financial factors shape environmental, social and governance (ESG) disclosures across different institutional environments. The study utilises 41,060 firm‐year observations from 14 developed and emerging economies covering the period 2015–2024.
Okan Garip, Talha Gezgin
wiley +1 more source
The study on risk avoidance of transaction default based on the herding effect
Systems Science & Control Engineering, 2021 There is a widespread phenomenon of trading goods ordered in advance in the commodity market, and consumers choose to imitate others for security reasons, to form a herd phenomenon of following the trend and following the crowd, this has become an ...
Liang Wu
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Epilepsia, EarlyView.Abstract Objective Memory impairment is a common comorbidity in temporal lobe epilepsy (TLE) and is thought to arise from hippocampal dysfunction and disrupted interactions within a distributed memory network involving medial temporal, frontal, and parietal cortical regions.
Ruxue Gong +8 more
wiley +1 more source
The Relationship Between Geopolitical Risk and Credit Default Swap Premium: Evidence from Turkey*
Ekonomika, 2023 This study investigates the relationship between the geopolitical risk in Turkey arising out of the war and terror incidents happened in the region during the period 2003:01-2020:06 with the CDS premium.
Esra Soyu Yıldırım +1 more
doaj +1 more source
Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
Journal of Forecasting, EarlyView.ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source