Results 201 to 210 of about 33,753 (322)

Understanding Corporate Bond Spreads Using Credit Default Swaps [PDF]

Corporate bond spreads worldwide have widened markedly since the beginning of the credit crisis in 2007. This article examines default and liquidity risk--the main components of the corporate bond spread--for Canadian firms that issue bonds in the U.S ...
Alejandro Garcia, Jun Yang
core  

A decomposição do risco no mercado dos Credit Default Swaps

, 2014
Novais, João Carlos Ferreira
openalex   +1 more source

Bank Capital and Misconduct Incentives

Journal of Economics &Management Strategy, Volume 35, Issue 2, Page 233-249, Summer 2026.
ABSTRACT This paper studies large banks' incentives to engage in misconduct by abusing their dominant position in the market for loans and by mis‐selling an add‐on financial product to depositors. We draw new connections between stability‐focused prudential regulation and misconduct by studying the impact of higher capital requirements on misconduct ...
Jacob Seifert
wiley   +1 more source

Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]

Entropy (Basel)
Batrancea LM, Akgüller Ö, Balcı MA, Altan Koç D, Gaban L.   +4 more
europepmc   +1 more source

Pollution Permits and Financing Costs

Journal of Money, Credit and Banking, Volume 58, Issue 3, Page 637-679, April 2026.
Abstract Effective environmental policy should consider how the financiers of polluting firms behave. We study phase III of the EU Emission Trading System. Loan spreads for cap‐and‐trade participants are a function of compliance costs, permit market features, and firms’ strategic actions.
FABIO ANTONIOU, MANTHOS D. DELIS, STEVEN ONGENA, CHRIS TSOUMAS   +3 more
wiley   +1 more source

Computing the impact of central clearing on systemic risk. [PDF]

Front Artif Intell
Nowaczyk N, O'Halloran S.
europepmc   +1 more source

A Literature Review of Securities Holdings Statistics Research and A Practitioner's Guide

Journal of Economic Surveys, Volume 40, Issue 2, Page 632-658, April 2026.
ABSTRACT Granular holdings data containing security‐by‐security portfolio investments features prominently in economics and finance research. One novel source is the granular Securities Holdings Statistics (SHS), managed by the European Central Bank. SHS covers different euro area investors with over 2 billion observations, representing +50 trillion ...
Martijn Boermans
wiley   +1 more source

A tutorial for estimating Bayesian hierarchical mixture models for visual working memory tasks: Introducing the Bayesian Measurement Modeling (bmm) package for R. [PDF]

Behav Res Methods
Frischkorn GT, Popov V.
europepmc   +1 more source

Euro area sovereign bond risk premia before and during the Covid-19 pandemic. [PDF]

Eur Econ Rev, 2023
Corradin S, Schwaab B.
europepmc   +1 more source