Results 101 to 110 of about 501 (229)
Modelling sovereign credit ratings and assessing the impartiality: A case study of China. [PDF]
PLoS One, 2023 Su M.
europepmc +1 more source
Entrepreneurship and Financial Deregulation
International Economic Review, EarlyView.ABSTRACT We quantitatively analyze the impact of US banking deregulation in the 1980s on the aggregate economy. Using recent econometric techniques, we first reexamine existing empirical evidence on the real effects of banking deregulation. We then construct a quantitative model that integrates imperfectly competitive banks into a general equilibrium ...
Toshihiko Mukoyama, Gang Zhang
wiley +1 more source
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees. [PDF]
Comput Econ, 2022 Dong L, Yang Z.
europepmc +1 more source
A Horse Race of Machine‐Learning Methods to Predict Banking Crises
International Finance, EarlyView.ABSTRACT To examine if one machine‐learning model can consistently elucidate financial vulnerabilities, both over time and across levels of development, this paper applies 13 machine‐learning algorithms to evaluate comparative forecasting performance across several banking crises.
Emile du Plessis
wiley +1 more source
From Open Banking Regulation to Platform Orchestration: The Evolution of Digital Platform Governance
Information Systems Journal, EarlyView.ABSTRACT This study contributes to information systems (IS) scholarship by extending platform governance theory to regulatory contexts, explaining how regulatory forces co‐evolve with technological architectures to shape openness and control. This research examines the evolution of platform governance in the context of open banking, where regulatory ...
Priyadharshini Muthukannan +3 more
wiley +1 more source
International Transactions in Operational Research, EarlyView.Abstract Multi‐restart metaheuristics can be highly effective for complex optimization problems, yet their performance depends critically on how restarts and algorithmic parameters are selected. This paper introduces a reinforcement learning approach for managing restart‐level decisions and parameter configurations in the UES–CMA‐ES hybrid ...
Antonio Bolufé‐Röhler, Bowen Xu
wiley +1 more source
Credit Spread Modeling: Macro-financial versus HOC Approach
Economic Analysis, 2014 The aim of this paper is to throw light on the relationship between credit spread changes and past changes of U.S. macro-financial variables when invariants do not have Gaussian distribution.
Sanja Dudaković
doaj
Borsa Istanbul ReviewUsing the panel-data approach with a sample of emerging countries, this study examines the relationship between exchange-rate movements from 2011 to 2022, on the one hand, and sovereign debt credit default swap (CDS) premiums and market volatility, on ...
Alan T. Wang, Chin-Chia Liang
doaj +1 more source
Journal of Business Finance &Accounting, EarlyView.ABSTRACT We use banks’ quarterly fair value disclosures to perform the first short‐window event study of fair value adjustments excluded from net income and offer three main results. First, we find that fair value adjustments for banks’ loan portfolios are positively associated with short‐window stock returns and that they impact investors’ response to
John L. Campbell +2 more
wiley +1 more source
Why do firms strategically delay payments of corporate loans?
Journal of Financial Research, EarlyView.Abstract Firms may prefer to delay some loan payments while continuing to service others because of lender and loan characteristics. I explore the impact of bank‐level and bank‐firm‐level indicators on the strategic delay behaviors of nonfinancial corporations. Three factors play a key role in their strategic delay decisions.
Ahmet Deryol
wiley +1 more source