Results 21 to 30 of about 195,173 (169)
The study on risk avoidance of transaction default based on the herding effect
Systems Science & Control Engineering, 2021 There is a widespread phenomenon of trading goods ordered in advance in the commodity market, and consumers choose to imitate others for security reasons, to form a herd phenomenon of following the trend and following the crowd, this has become an ...
Liang Wu
doaj +1 more source
Investigating the Relationship between Default Risk and Earning Response Coefficient (ERC) [PDF]
بررسیهای حسابداری و حسابرسی, 2014 One of the factors that previous studies have identified as an influential factor in Earning Response Coefficient (ERC) is default risk. The purpose of this study is to investigate the relationship between default risk and Earnings Response Coefficient ...
Ali Ebrahimi Kordlar +1 more
doaj +1 more source
Does default risk matter for investors in REITs
International Journal of Strategic Property Management, 2020 We investigate the relationship between default risk and REIT stock returns. A default risk long-short investment strategy generates a return of 15% per annum.
Yezhou Sha +3 more
doaj +1 more source
An Analysis of Default and Liquidity Risk in Farm Credit System Bonds
Journal of Agricultural and Resource Economics, 2007 This study tests for the existence of default and liquidity risk premiums in Farm Credit System bonds. ARCH models are used with over eight years of daily data on yields to maturity of Farm Credit System bonds and U.S. Treasury bonds.
Farrell E. Jensen, Christoffer K. Perry
doaj +1 more source
Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
Discrete Dynamics in Nature and Society, 2020 In the present paper, we derive analytical formulas for barrier and lookback options with underlying assets exposed to multiple defaults risks which include exogenous counterparty default risk and endogenous default risk.
Taoshun He
doaj +1 more source
Analyzing the Impact of Digital Financial Commitment Structures on Default Risk in Crowdfunding for Religious Tourism Infrastructure: Evidence from a Field Experiment in Mashhad, Iran [PDF]
مطالعات وقف و امور خیریهIntroductionThe rapid expansion of digital fundraising platforms has transformed charitable giving in religious contexts. However, default on pledged donations remains a key behavioral challenge.
Seyed Mohammad Abbasnia, Marjan Abdi
doaj +1 more source
The Journal of Finance, 1991 ABSTRACTWe characterize the exchange of financial claims from risky swaps. These transfers are among three groups: shareholders, debtholders, and the swap counterparty. From this analysis we derive equilibrium swap rates and relate them to debt market spreads.
Cooper, I A, Mello, A S
openaire +1 more source
Can the modified ESG-KMV logit model explain the default risk of internet finance companies?
Frontiers in Environmental Science, 2022 With the rapid development of internet finance in China, the risk management of internet finance has become an urgent issue. This study analyzes the factors that affect the default risk of Chinese internet finance companies based on measuring the ...
Li Zeng +5 more
doaj +1 more source
Finance, Accounting and Business Analysis, 2023 Purpose: The purpose of this study is to analyze the influence of accounting conservatism, profitability, growth opportunities, and default risk on the earnings responsiveness coefficient of mining sector companies listed on the Indonesia Stock Exchange ...
Adi Gunanto
doaj
Robust Optimal Investment Strategies with Exchange Rate Risk and Default Risk
Mathematics, 2023 The problem of robust optimal investment with exchange rate risk and default risk is studied. We assume that investors are ambiguity averse and they have access not only to the domestic market but also to the foreign market.
Wei Wang, Qianyan Li, Quan Li, Song Xu
doaj +1 more source