Results 81 to 90 of about 220,257 (288)
“Shakespeare’s Plausible Community: The First Act of Titus Andronicus and its Kydian Precedent”
This article re-examines the relationship between Thomas Kyd’s The Spanish Tragedy and Shakespeare’s Titus Andronicus. In the past decades the original credit of these two revenge plays of the 1590s has been restored. However, their parallel rediscovery
Jordi Coral Escolà
doaj +1 more source
Dollars for Drops: Abatement Cost of Water for Irrigation in the Colorado River Basin
ABSTRACT The Colorado River is a lifeline for more than 40 million people in the western United States. However, with climate change diminishing snowpacks in the Rocky Mountains and increasing demands from agriculture and urban areas, the river's flow has become insufficient to meet all the competing needs.
Shahin Bahrami +2 more
wiley +1 more source
Market shaping as an answer to ambiguities. The case of credit derivatives. [PDF]
Building on Smith (1989), we describe the social processes surrounding a new financial OTC derivatives market, the market for credit derivatives. We show that in contradiction to more traditional derivatives, credit derivatives generate ambiguities of a ...
Huault, Isabelle, Rainelli, Hélène
core
The Financial Status and Local Credit Market Conditions of U.S. Farms Engaged in Multiple Borrowing
ABSTRACT Agricultural producers often borrow from multiple lenders, raising concerns about credit risk and monitoring. We construct detailed farm‐level measures of how debt is distributed across lenders and examine how farm financial status and the physical presence of local lenders are linked to this practice.
Sylvanus Gaku +3 more
wiley +1 more source
This study aims to identify the factors determining the use of derivatives in the banking sector. The study sample consists of 23 deposit banks operating continuously in the Turkish banking sector between 2009 and 2022.
Ali Hepşen, Yusuf Pala
doaj +1 more source
Currency Total Return Swaps: Valuation and Risk Factor Analysis [PDF]
Currency total return swaps (CTRS) are hybrid derivatives instruments that allow to simultaneously hedge against credit and currency risks. We develop a structural credit risk model to evaluate CTRS premia.
Georges Hübner +2 more
core
ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun +3 more
wiley +1 more source
Counterparty Risk Subject To ATE [PDF]
Rating trigger ATE (Additional Termination Event) is a counterparty risk mitigant that allows banks to terminate and close out bilateral derivative contracts if the credit rating of the counterparty falls below the trigger level.
Zhou, Richard
core +4 more sources
Measurement and Estimation of Credit Migration Matrices [PDF]
Credit migration matrices are cardinal inputs to many risk management applications. Their accurate estimation is therefore critical. We explore three approaches, cohort and two variants of duration—time homogeneous and non-homogeneous—and the resulting ...
Til Schuermann, Yusuf Jafry
core

