Results 181 to 190 of about 8,869,875 (350)
Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]
Ann Oper Res, 2023 Tang Z, Zhong B, Zhou L, Shen C.
europepmc +1 more source
Australian Journal of Social Issues, EarlyView.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
Credit risk in the pricing and hedging of derivatives [PDF]
Credit risk - more specifically, default risk - is introduced in various classical models for option pricing. The consequences of this new parameter in terms of model calibration is studied.
Frédéric Abergel
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Housing as Asset‐Based Welfare in Australia: An Investigation Through a Consumption Lens
Australian Journal of Social Issues, EarlyView.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
Capital Structure, Credit Risk, and Macroeconomic Conditions [PDF]
This paper develops a framework for analyzing the impact of macroeconomic conditions on credit risk and dynamic capital structure choice. We begin by observing that when cash flows depend on current economic conditions, there will be a benefit for firms ...
Junjian Miao +2 more
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Rural micro-credit model design and credit risk assessment via improved LSTM algorithm. [PDF]
PeerJ Comput Sci, 2023 Gao X, Yang X, Zhao Y.
europepmc +1 more source
Quantifying the Sites of Government, Commercial, and Personal Systems‐Perpetrated Financial Abuse
Australian Journal of Social Issues, EarlyView.ABSTRACT This study explores the institutional systems through which post‐separation financial abuse is perpetrated. While existing measures seek to quantify the harms experienced by women post‐separation, this study draws on financial, welfare and legal service casefiles to identify where such harms occur. Drawing on 76 de‐identified Victorian service
Kay Cook +3 more
wiley +1 more source
Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation [PDF]
We extend the credit risk valuation framework introduced by Gatfaoui (2003) to stochastic volatility models. We state a general setting for valuing risky debt in the light of systematic risk and idiosyncratic risk, which are known to affect each risky ...
Gatfaoui Hayette
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Assessing and Predicting Green Credit Risk in the Paper Industry. [PDF]
Int J Environ Res Public Health, 2022 Zhao Y, Chen Y.
europepmc +1 more source
Australian Journal of Social Issues, EarlyView.ABSTRACT As modes of activism rapidly evolve, activists—both seasoned and emerging—must increasingly navigate a hybrid terrain of both digital and non‐digital engagement. This paper draws on the personal narratives of 16 nascent activists based in Australia to explore how they develop competencies related to digital storytelling, which is critical to ...
Garth Stahl +5 more
wiley +1 more source