Results 61 to 70 of about 220,865 (336)
WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE
REAdThis study investigates the copula model that best fit to model the dependence structure of Credit Derivative Swaps (CDS) spreads. For the analysis, we consider daily data from the period of January 1, 2009 to December 31, 2014.
Fernanda Maria Müller +2 more
doaj +1 more source
Проблеми теорії та методології бухгалтерського обліку, контролю і аналізу, 2019 The financial crisis of 2007–2009, the effects of which the world is experiencing today, has had a very negative impact on the economies of many developed countries. There are several dozen causes that have led to a downturn in the economy and a start of
A.O. Petruk
doaj +1 more source
Calibrating risk-neutral default correlation. [PDF]
The implementation of credit risk models has largely relied on the use of historical default dependence, as proxied by the correlation of equity returns. However, as is well known, credit derivative pricing requires risk-neutral dependence.
Elisa Luciano
core
Livestock Tango: U.S. and Latin America Dance Together, but Who Will Lead?
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the competitiveness between Latin American and U.S. livestock and meat sectors. We employ a computable general equilibrium modeling framework to evaluate two scenarios: coordinated improvements in Latin American productivity, transport efficiency, and market access (Scenario I), and the minimum productivity gains required ...
Taís C. Menezes +2 more
wiley +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Amid rising food and fertilizer prices, understanding farmers' policy preferences is critical for effective crisis response. We use best‐worst scaling experiment to assess Kenyan mobile‐owning crop farmers' preferences for government support under high and normal price scenarios.
Mywish K. Maredia +4 more
wiley +1 more source
THE EFFECT OF DERIVATIVE FINANCIAL INSTRUMENTS ON BANK RISKS, RELEVANCE AND FAITHFUL REPRESENTATION: EVIDENCE FROM BANKS IN HUNGARY [PDF]
Annals of the University of Oradea: Economic Science, 2014 In a continuously changing business environment accounting data have to provide useful information in order to achieve relevant and faithful representation in financial statements.
Toth Kornel, , ,
doaj
Optimizing Ordering Policies for Imperfect Inventory Systems Integrating Trade Credit and Carbon Emission [PDF]
International Journal of Mathematical, Engineering and Management SciencesReducing carbon emissions is about protecting the future, in which the greatest treasures are clean air, a stable temperature and a thriving planet, not only about saving the environment.
Sahil Bhardwaj +4 more
doaj +1 more source
Tax Policy and Farm Organization
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Tax Cuts and Jobs Act (TCJA) introduced substantial changes to the tax code, affecting farms' organizational incentives. This study examines farms' responses to the TCJA along extensive and intensive margins, focusing on organizational and labor expense adjustments.
Tia M. McDonald, Katherine Lacy
wiley +1 more source
Financial Risks and Derivative Use of Non-financial Companies in Turkey
Frontiers in Applied Mathematics and Statistics, 2019 Companies are exposed to many risks in their life. Derivatives are one of the tools that companies commonly use in order to mitigate these risks. The fluctuations in the markets in recent years have increased companies' need to use derivatives.
Eser Yeşildağ
doaj +1 more source
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs [PDF]
We present a new structural model for single name equity and credit derivatives which we also correlate across reference names to produce a model for bespoke synthetic CDOs.
Albanese, Claudio, Vidler, Alicia
core +1 more source