Results 41 to 50 of about 501 (229)
Business Strategy and the Environment, EarlyView.ABSTRACT Businesses are increasingly striving to reduce their carbon footprint, with carbon offsetting emerging as a viable pathway towards achieving carbon neutrality. Such efforts signify a demonstrated commitment to fostering environmental sustainability and contributing to a more sustainable future.
Sanjeev Yadav +4 more
wiley +1 more source
Asset Securitizations and Credit Default Swaps [PDF]
Financial Markets, Institutions & Instruments, 2014 This study examines the effects of off‐balance sheet versus on‐balance sheet securitizations on the originator's credit risk in the default swap (CDS) market across the recent business cycle from 2002 to 2009. I find that on‐balance sheet securitizations demonstrate greater effects on the originator's CDS premium than off‐balance sheet securitizations ...
openaire +3 more sources
The credit default swap market and the settlement of large defaults [PDF]
International Economics, 2010 Résumé L’ampleur des positions prises sur le marché des swaps de défaut de crédit (CDS) a soulevé des inquiétudes sur la capacité du marché à régler les défauts lorsque ceux-ci concernent de très gros emprunteurs. La quasi-faillite de AIG et la faillite avérée de Lehman Brothers en 2008 ont révélé l’exposition des acheteurs de CDS au risque de ...
Virginie Coudert, Mathieu Gex
openaire +1 more source
Cuadernos de Economía, 2021 Se analiza cómo los Credit Default Swaps (CDS) están relacionados con el riesgo soberano en Brasil, Chile, Colombia y México, durante el período 2010-2019.
Jeimy Lorena Martinez Arroyo +1 more
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Financial capital is widely recognized as having the potential to provide investments needed for net‐zero transitions. While recent empirical studies reveal that financial digitalization and fintech have changed Chinese banks' loan portfolios and business models, they stem from credit restrictions on heavily polluting enterprises and from ...
Akihisa Mori
wiley +1 more source
Implied Default Barrier in Credit Default Swap Premia [PDF]
SSRN Electronic Journal, 2008 This paper applies the methodology developed by Forte (2008) to extract the implied default point in the premium on credit default swaps (CDS). As well as considering a more extensive international sample of corporations (96 US, European and Japanese companies) and a longer time interval (2001-2004), we make two significant contributions to the ...
Francisco Alonso +2 more
openaire +2 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT Adopting a signaling perspective, this study examines whether corporate green patenting reduces the cost of equity by mitigating information asymmetry in capital markets. Using longitudinal panel data from South Korea, we find that green patenting—encapsulating technological innovation related to energy, environmental protection, and climate ...
Jeongdae Yim, Su‐Yol Lee
wiley +1 more source
Common factors in credit defaults swap markets [PDF]
Computational Statistics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cathy Yi-Hsuan Chen +1 more
openaire +3 more sources
Credit Default Swaps and the Credit Crisis [PDF]
Journal of Economic Perspectives, 2009 Many observers have argued that credit default swaps contributed significantly to the credit crisis. Of particular concern to these observers are that credit default swaps trade in the largely unregulated over-the-counter market as bilateral contracts involving counterparty risk and that they facilitate speculation involving negative views of a firm's
openaire +4 more sources
A New Default Intensity Model with Fuzziness and Hesitation
International Journal of Computational Intelligence Systems, 2016 With the increased financial market volatility, corporate defaults will suffer from the double impact of the external shocks and internal contagion effects.
Liang Wu, Ya-ming Zhuang, Wen Li
doaj +1 more source