Results 51 to 60 of about 1,569,276 (168)
Financial risk taking in the presence of correlated non-financial background risk [PDF]
Journal of Mathematical Economics, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Risk-Return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings [PDF]
SSRN Electronic Journal, 2010 This paper investigates whether there is any consistency between banks’ financial strength ratings (bank rating) and their risk-return profiles. It is expected that banks with high ratings tend to earn high expected returns for the risks they assume and thereby have a low probability of experiencing financial distress. Bank ratings, a measure of a bank’
Hua, Changchun, Liu, Li-Gang
openaire +4 more sources
Systematic Risk and Financial Consolidation: Are They Related? [PDF]
Finance and Economics Discussion Series, 2001 The creation of a number of very large and sometimes increasingly complex financial institutions, resulting in part from the on-going consolidation of the financial system, has raised concerns that the degree of systemic risk in the financial system may have increased.
Gianni De Nicolo, Myron L. Kwast
openaire +3 more sources
Market Microstructure Effects on Firm Default Risk Evaluation
Econometrics, 2016 Default probability is a fundamental variable determining the credit worthiness of a firm and equity volatility estimation plays a key role in its evaluation.
Flavia Barsotti, Simona Sanfelici
doaj +1 more source
Inequality and Informal Economy: The Moderating Role of Financial Technology
ECONOMICSIncreasing income distribution gaps have become a global socio-economic problem accentuating economic and social exclusion with a potential of generating declining social cohesion and political stability.
Magwedere Margaret Rutendo +1 more
doaj +1 more source
Extending Basel Regulatory Capital Requirement under Economic Downturns [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 This paper studies credit risk management in banking industry and proposes a generic model for corporate loan portfolio loss distribution in economic downturns.
Amir Azamtarrahian, Saeed Asadi
doaj +1 more source
New Safe Approximation of Ambiguous Probabilistic Constraints for Financial Optimization Problem
Discrete Dynamics in Nature and Society, 2019 In financial optimization problem, the optimal portfolios usually depend heavily on the distributions of uncertain return rates. When the distributional information about uncertain return rates is partially available, it is important for investors to ...
NingNing Du, Yan-Kui Liu, Ying Liu
doaj +1 more source
International Review of Economics & FinanceGreen bonds have become increasingly important financial instruments for financing sustainable development, with Europe leading global issuance. Using data on 1122 green bond issuances by European listed companies between 2013 and 2024, we examine the ...
Radosław Pietrzyk +3 more
doaj +1 more source
The impact of ESG performance on R&D investment stability: Evidence from China
International Review of Economics & FinanceThis study investigates how Environmental, Social, and Governance (ESG) performance influences corporate R&D stability. Based on Chinese A-share listed firms, we find that ESG performance mitigates the effect of market shocks on R&D activities ...
Che Chen, Song Chen, Dingwen Wu
doaj +1 more source
Identification of New Urban Centers by Using Taxonomic Methods
Folia Oeconomica Stetinensia, 2019 Research background: In recent years, the return of city and suburbs dwellers to city centers has been observed. This phenomenon is caused in particular by the growing costs of transport and time spent on commuting.
Makowska Anita
doaj +1 more source