Results 131 to 140 of about 24,543 (234)
Investigating the determinants of corporate bond credit spreads in the euro area
, 2023 Letta S, Mirante P.
europepmc +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
The Economic History Review, Volume 79, Issue 1, Page 89-132, February 2026.Abstract Did democratization reduce the likelihood of politically connected bank bailouts in the past? What role did private central banks play as independent lenders of last resort? To answer these questions, this article provides new detailed archival evidence on the causes of bank failures in Spain in July 1931.
Enrique Jorge‐Sotelo
wiley +1 more source
Hedging tranches index products : illustration of model dependency [PDF]
In this paper, index tranches'properties and several hedging strategies are discussed. Model risk and correlation risk are analysed through the study of the efficiency of several factor based copula models, like the Gaussian, the double-t and the double ...
Dominique Guegan, Julien Houdain
core
Are Risky Banks Disciplined by Large Corporate Depositors?
Journal of Money, Credit and Banking, Volume 58, Issue 1, Page 39-77, February 2026.Abstract We analyze depositor discipline using auctions of unsecured money market deposits of firms to banks. In each auction, only the firm observes the banks and their interest rate bids. We observe that deposit interest rate bids increase with bank risk.
BJÖRN IMBIEROWICZ +2 more
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 Tree Implementation of a Credit Spread Model for Credit Derivatives [PDF]
In this paper we present a tree model for defaultable bond prices which can be used for the pricing of credit derivatives. The model is based upon the two-factor Hull-White (1994) model for default-free interest rates, where one of the factors is taken ...
Philipp J. Schönbucher
core
Models in Decision‐Making Under Risk and Uncertainty
Journal of Economic Surveys, Volume 40, Issue 1, Page 304-320, February 2026.ABSTRACT This paper systematically compares dominant frameworks for modeling decision‐making under risk and uncertainty, evaluating their theoretical trade‐offs and practical relevance for economic research. We establish key criteria for model selection—including predictive accuracy, descriptive realism, computational tractability, and ecological ...
Martin Höppner
wiley +1 more source
Psychophysiology, Volume 63, Issue 2, February 2026.ABSTRACT Objects typically appear within rich visual scenes. By capitalizing on learnt statistical pairings between objects and scenes, the visual system can use scene information to generate predictions about objects likely to occur within a given environment.
Morgan Kikkawa +2 more
wiley +1 more source
"A Survey on Modeling and Analysis of Basis Spreads" [PDF]
The recent financial crisis has spiked the credit and liquidity premia among financial products, and significant widening of basis spreads among Libors with different tenors and currencies has been observed in interest rate markets. Our previous work, "A
Akihiko Takahashi, Masaaki Fujii
core