Results 141 to 150 of about 220,865 (336)
Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model [PDF]
Beom Jin Kim +2 more
openalex +1 more source
‘Turkeys Cannot Vote for Christmas’: Why Epistemic Disobedience in an Anti‐Black World Matters
ABSTRACT Never in the history of global coloniality has the idea of epistemic disobedience been as important as in the 21st century. This is not only because the struggle for decolonisation has shifted from physical confrontation between the coloniser and the colonised into a battle of ideas but also because the former has deployed the idea of ...
Morgan Ndlovu
wiley +1 more source
The cost of counterparty risk and collateralization in longevity swaps [PDF]
Derivative longevity risk solutions, such as bespoke and indexed longevity swaps, allow pension schemes and annuity providers to swap out longevity risk, but introduce counterparty credit risk, which can be mitigated if not fully eliminated by ...
Biffis, Enrico +3 more
core +1 more source
Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds
Dominika P. Gałkiewicz
openalex +2 more sources
Confessions of a Poverty Researcher: My Journey Through the Foothills of Scholarship
ABSTRACT This paper describes the key events, experiences and ideas that influenced the author's career as a poverty researcher. He describes how his early disillusion with economics was replaced by a spark of interest in social issues and how his migration from the UK to Australia in the mid‐1970s provided the impetus to begin what became a lifetime ...
Peter Saunders
wiley +1 more source
Should Derivatives be Privileged in Bankruptcy? [PDF]
Derivative contracts, swaps, and repos enjoy "super-senior" status in bankruptcy: they are exempt from the automatic stay on debt and collateral collection that applies to virtually all other claims.
Martin Oehmke, Patrick Bolton
core
Credit-IR-FX Hybrid Derivatives without Stochastic Hazard Rates
Roman Werpachowski, Jerome T. Connor
openalex +1 more source
ABSTRACT Migrant healthcare workers in Australia find themselves at the centre of three intersecting concerns, often presented as ‘crises’ in contemporary discourse: the ‘care crisis’, the ‘housing crisis’ and the ‘migration crisis.’ Yet their own perspectives on these issues are rarely foregrounded. This paper explores the role of homeownership in the
Leah Williams Veazey
wiley +1 more source
Quality Control for Structural Credit Risk Models [PDF]
Over the last four decades, a large number of structural models have been developed to estimate and price credit risk. The focus of the paper is on a neglected issue pertaining to fundamental shifts in the structural parameters governing default.
Elena Andreou, Eric Ghysels
core
Housing as Asset‐Based Welfare in Australia: An Investigation Through a Consumption Lens
ABSTRACT Housing asset‐based welfare has long been a key component of Australia's social policy. This resonates with a parallel literature identifying a trade‐off between homeownership and the size of nations' welfare states, wherein owner‐occupiers in smaller welfare states tend to come to rely on housing wealth to meet many of their welfare needs ...
Gavin A. Wood +3 more
wiley +1 more source

