Results 151 to 160 of about 33,753 (322)
The Application of Neural Networks to the Pricing of Credit Derivatives [PDF]
The present paper deals with a new approach to the pricing of credit derivatives, which are innovative financial instruments able to immunize a securities portfolio from the default risk of the issuers, using neural networks.
Alessandro Ludovici
core
The impact of reasons for credit rating announcements in equity and CDS markets [PDF]
, 2009 Over the last four decades the literature on bond rating changes and its effects on security prices increased significantly with almost all studies not controlling for the respective reason for those.
Imbierowicz, Björn, Wahrenburg, Mark
core
Macroeconomic Conditions and Credit Default Swap (CDS) Spread Changes
, 2013 Tong Suk Kim, Yuen Park, Jaewon Park
openalex +1 more source
China inside out: Explaining silver flows in the triangular trade, c. 1820s‒70s
The Economic History Review, Volume 79, Issue 2, Page 496-526, May 2026.Abstract This paper analyses a new large dataset of silver prices, as well as silver and merchandise trade flows in and out of China in the crucial decades of the mid‐nineteenth century when the Empire was opened to world trade. Silver flows were associated with the interaction between heterogeneous monetary preferences and availability of specific ...
Alejandra Irigoin +2 more
wiley +1 more source
Revista de Métodos Cuantitativos para la Economía y la Empresa, 2018 In this paper, we explore the interconnection and existing relationships between the Sovereign Credit Default Swaps (henceforth, CDS) and the stock markets of the main European countries.
Navarrete Wic, Ana +2 more
doaj
Do Equity Markets Favor Credit Market News Over Options Market News? [PDF]
Both credit default swap (CDS) and options markets often experience abnormal swings prior to the announcement of negative credit news. With the exclusion of negative earnings announcements, we find that options prices reveal information about such ...
Anastasiya Ostrovnaya, Antje Berndt
core
The status of thegn in late Anglo‐Saxon England
Early Medieval Europe, Volume 34, Issue 2, Page 323-352, May 2026.This article considers how the term ‘thegn’ was used in tenth‐ and eleventh‐century England. Although commonly thought to indicate members of a face‐to‐face service aristocracy with specific attributes, it has resisted close definition. Examination of references to anonymous thegns in administrative and legal texts suggests that the people meant were ...
Richard Purkiss
wiley +1 more source
The Determinants of Credit Default Swap Premia [PDF]
Using a new dataset of bid and offer quotes for credit default swaps, we investigate the relationship between theoretical determinants of default risk and actual market premia using linear regression.
Jan Ericsson +2 more
core +3 more sources