Results 101 to 110 of about 520 (246)

Modelling sovereign credit ratings and assessing the impartiality: A case study of China. [PDF]

PLoS One, 2023
Su M.
europepmc   +1 more source

College Loans and Human Capital Investment

International Economic Review, EarlyView.
ABSTRACT College loans facilitate access to education, but the repayment burden may distort posteducation human capital investment. We examine the role of college loans and loan repayment policies through a structural model of individuals' dynamic decisions on borrowing/saving, labor supply, and costly human capital investment. We estimate two versions
Chao Fu, Hsuan‐Chih (Luke) Lin, Atsuko Tanaka   +2 more
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

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

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

Deep reinforcement learning for multi‐restart metaheuristics: an environment design for a hybrid of unbiased exploratory search and covariance matrix adaptation evolution strategy

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

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

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  

Exchange rates, credit default swaps and market volatility of emerging markets: Panel CS-ARDL approach

Borsa Istanbul Review
Using 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

COVID-19 and credit risk: A long memory perspective. [PDF]

Insur Math Econ, 2022
Yin J, Han B, Wong HY.
europepmc   +1 more source