Results 11 to 20 of about 1,349,867 (313)
Фінансово-кредитна діяльність: проблеми теорії та практики, 2020 . Problems with financial and credit provision of the residential real estate market participants negatively affect the functioning of such a market and leads to a deterioration of the socio-economic environment, because the population is unable to ...
А. Kwilinski, D. Shteingauz, V. Maslov
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Using the Entire Yield Curve in Forecasting Output and Inflation
Econometrics, 2018 In forecasting a variable (forecast target) using many predictors, a factor model with principal components (PC) is often used. When the predictors are the yield curve (a set of many yields), the Nelson–Siegel (NS) factor model is used in place of ...
Eric Hillebrand +3 more
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The short- and long-run relationship between house prices and bank credit in developed and emerging market economies: A comparative study [PDF]
PanoeconomicusThis study compares the short- and long-term relationships between house prices and bank credit in developed and Emerging Market Economies. This fact is an essential issue because most financing is facilitated by bank credit. Using quarterly data from 22
Dawood Taufiq Carnegie
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Complexity, 2018 We introduce an evolving network model of credit risk contagion in the credit risk transfer (CRT) market. The model considers the spillover effects of infected investors, behaviors of investors and regulators, emotional disturbance of investors, market ...
Tingqiang Chen, Binqing Xiao, Haifei Liu
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Credit Access, the Costs of Credit and Credit Market Discrimination [PDF]
The Review of Black Political Economy, 2008 Since the early 1990s, credit expanded relative to income, especially after 2001. It is hypothesized that traditionally uneven credit access and gaps in the costs of credit by demographic characteristics shrank during this period. Relying on data from the Federal Reserve's Survey of Consumer Finance, this study looks at financial constraints, the ...
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Description Of Ijareh Sukuk Rating Dimensions In Iranian Capital Market [PDF]
Iranian Journal of Finance, 1999 The growing expansion of financing through the capital market and the introduction of guidelines for the establishment of credit rating agencies require the development of appropriate credit rating models for financial instruments, on the other hand, the
Amir Abbas Sahebgharani, Ghasem Bolo
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Bank Risk Profile and Credit Growth in Indonesia
Jurnal Ilmiah Akuntansi dan Bisnis, 2021 Banks are one of the important industries in a country, whose importance is evidenced by the management of bank risks. The purpose of this research is to investigate the effect or impact of the risk profile disclosure on banking credit growth in ...
Etty Gurendrawati +4 more
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NBER Macroeconomics Annual, 2017 Credit market freezes in which debt issuance declines dramatically and market liquidity evaporates are typically observed during financial crises. In the financial crisis of 2008-09, the structured credit market froze, issuance of corporate bonds declined, and secondary credit markets became highly illiquid.
Efraim Benmelech, Nittai Bergman
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Modeling default risk charge (DRC) with intensity probability theory
AIMS MathematicsThe latest regulation [1] of the fundamental review of the trading book (FRTB) proposes replacing incremental risk charge (IRC) with default risk charge (DRC). Accordingly, many studies were implemented to analyze this change and its impact.
Badreddine Slime, Jaspreet Singh Sahni
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The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [PDF]
Journal of Asset Management and Financing, 2018 The purpose of this study is to examine the effect of banking sector credit and government deficit’s shock on stock market size in selected developing countries. Analysis has been made on data from 15 developing countries over the period 2012-1993, using
Ebrahim Anvari +2 more
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