Results 21 to 30 of about 501 (229)
Вісник Харківського національного університету імені В.Н. Каразіна: Серія Міжнародні відносини, економіка, країнознавство, туризм, 2019 The article investigates the state of the Eurozone countries’ financial security in the context of the world economic environment globalization. For the purpose of this, financial security is considered in terms of institutional, instrumental, and ...
Nataliia Goncharenko +3 more
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Sovereign credit default swaps and the macroeconomy [PDF]
Applied Economics Letters, 2011 The aim of this study is to determine whether the domestic interest rate or the exchange rate affect the sovereign credit default swaps. To date most studies on corporate CDS markets have emphasised the importance of domestic factors such as the interest rate.
Liu, Yang, Morley, Bruce
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A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads
Central Bank Review, 2021 The existence of the credit derivatives written on the eurobonds such as credit default swaps or asset swaps allows policymakers and investors to monitor the evolvement of credit risk. However, these instruments are mostly available in advanced economies,
Doruk Küçüksaraç +3 more
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Credit Default Swaps, normas contables y endeudamiento de la República Argentina
Escritos Contables y de Administración, 2015 La República Argentina es un país que genera riesgos por la expectativa de incumplimiento con el pago de su deuda externa y entre en default, generando el desarrollo de nuevos Productos Financieros Derivados.
Liliana Nieves Fernández Güereña
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Risks of derivative financial instruments in the activities of commercial banks
Економіка, управління та адміністрування, 2023 The evolution of derivative financial instruments opens up new opportunities for commercial banks and other companies to manage risks and obtain other economic benefits.
O.A. , О.S. , G.L.
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On pricing basket credit default swaps [PDF]
Quantitative Finance, 2013 In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model. We give the analytical expressions for the ordered default time distributions with recursive formulas for the coefficients ...
Ching, WK, GU, J, Siu, T, Zheng, H
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Does climate change affect sovereign credit risk? International evidence
Borsa Istanbul Review, 2023 This paper fills a crucial research gap by investigating the connection between climate change and sovereign credit risk. While the economic implications of climate risk have long been acknowledged, limited attention has been given to understanding its ...
Nader Naifar
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Empirical Evidence of Co-Movement between the Canadian CDS, Stock Market And TSX 60 Volatility Index
SEISENSE Journal of Management, 2020 Purpose- The prime objective of this study was to find the co-movement between the Canadian credit default swaps market, the Stock market and volatility index (TSX 60 Index) Design/ Methodology- To achieve this purpose, daily data containing 2870 ...
Ramzan Ali +4 more
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Analysing sovereign credit default swaps of Baltic countries
Business: Theory and Practice, 2015 The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and differences in credit risk of the Baltic countries with regard to CDS spreads is investigated.
Arvydas Kregzde, Gediminas Murauskas
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The Real Effects of Credit Default Swaps [PDF]
SSRN Electronic Journal, 2014 We examine the e↵ect of introducing credit default swaps (CDSs) on firm value. Our model allows for dynamic investment and financing, and bondholders can trade in the CDS market. The model incorporates both negative and positive e↵ects of CDSs. CDS markets lead to more liquidations, but they also reduce the probability of costly debt renegotiation, and
Danis, Andràs , Gamba, Andrea
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