Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho
Risk Management and Insurance Review, EarlyView.Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania +2 more
wiley +1 more source
Do CDS spreads reflect default risks? Evidence from UK bank bailouts [PDF]
, 2010 CDS spreads are generally considered to reflect the credit risks of their reference entities. However, CDS spreads of the major UK banks remained relatively stable in response to the recent credit crisis.
Constantinou, N +2 more
core
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
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 Naifar N, Shahzad SJH.
europepmc +1 more source
Interaction Between Credit Default Swap (CDS) and Borsa Istanbul Selected Share Indexes
, 2023 Onur Şeyranlıoğlu, Arif Çilek
openalex +1 more source
Sociological Forum, EarlyView.ABSTRACT Drawing on 71 interviews with 20 respondents across four waves before and after their graduation, we explore whether and how the transition from college to career can lead to new experiences with and understandings of gender inequality for elite graduates of color. While all respondents experienced or witnessed gender inequality and recognized
Emily K. Carian, Amy L. Johnson
wiley +1 more source
The combination of Hebbian and predictive plasticity learns invariant object representations in deep sensory networks. [PDF]
Nat Neurosci, 2023 Halvagal MS, Zenke F.
europepmc +1 more source
The Role of Tax‐Benefit Systems in Reducing the Gender Income Gap in Latin America
Social Policy &Administration, EarlyView.ABSTRACT This paper aims to assess the extent to which cash transfers, direct taxes, and social insurance contributions help to reduce gender income inequalities in seven Latin American countries: Argentina, Bolivia, Colombia, Ecuador, Mexico, Peru, and Uruguay.
María Cecilia Deza +4 more
wiley +1 more source
Real-time extended psychophysiological analysis of financial risk processing. [PDF]
PLoS One, 2022 Singh M +5 more
europepmc +1 more source
Can Credit Default Swaps Predict Financial Crises: An Empirical Test on Emerging Markets [PDF]
We explore the informational value of credit default swaps and the extent to which they may be linked to financial crises. After developing a theoretical framework to model the relationship between credit default swap market and equity and currency ...
Neziri, Hekuran
core +1 more source