Results 101 to 110 of about 418 (215)
Investigating the determinants of corporate bond credit spreads in the euro area
, 2023 Letta S, Mirante P.
europepmc +1 more source
When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune? [PDF]
Comput Econ, 2022 Huynh TLD.
europepmc +1 more source
Pricing and Hedging of SOFR Derivatives
Mathematical Finance, EarlyView.ABSTRACT The London Interbank Offered Rate (LIBOR) has served since the 1970s as a fundamental measure for floating term rates across multiple currencies and maturities. However, in 2017, the Financial Conduct Authority announced the discontinuation of LIBOR from the end of 2021, and the New York Fed declared the Treasury repo financing rate, called ...
Matthew Bickersteth +2 more
wiley +1 more source
Continuous action with a neurobiologically inspired computational approach reveals the dynamics of selection history. [PDF]
PLoS Comput Biol, 2023 Makwana M, Zhang F, Heinke D, Song JH.
europepmc +1 more source
Nonlinear Dependence Structure Between BRICS Stock Markets, Gold, and Cryptocurrencies
The Manchester School, EarlyView.ABSTRACT This study aims to conduct an in‐depth analysis of the complex nonlinear dependence relationships between cryptocurrencies and gold within the stocks of BRICS countries. The study employs a GARCH‐EVT‐Vine‐Copula and wavelet coherence models to evaluate the interconnectedness, tail risk and Co‐movement pattern of these assets before and after ...
Jiale Yan
wiley +1 more source
Constructing Country‐Specific Debt Indices for Developing Countries
Review of Development Economics, EarlyView.ABSTRACT Contemporary crises continue to keep governments in protracted periods of borrowing, increasing the stock and flow of sovereign indebtedness. Especially for developing economies and small states, singular metrics of public debt such as the debt‐to‐GDP ratio may not reflect the country's true debt position.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley +1 more source
Policy Packages and Policy Space: Lessons from COVID-19. [PDF]
Eur Econ Rev, 2023 Bergant K, Forbes K.
europepmc +1 more source
A Coupled Markov Chain approach to risk analysis of credit default swap index products [PDF]
, 2009 Ronald Hochreiter, David Wozabal
openalex
Kredi temerrüt swapları ile borsa İstanbul (bist) 100 endeksi arasındaki ilişkinin analizi
, 2020 Kredi Temmerrüt Swap sözleşmeleri en basit tanımıyla, kredi riskinden doğan borcun yerine getirilememesi durumuna karşı yapılan bir çeşit finansal uzlaşma yöntemidir. Riskten korunma tekniği olarak da kullanılan Kredi Temerrüt Swapları, en bilinen adıyla CDS (Credi Default Swap)’dır.
openaire +1 more source