Results 301 to 310 of about 159,319 (353)

Spanish stock returns, growth, and inflation, 1900–2020

The Economic History Review, EarlyView.
Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi, Stefan O. Houpt, Miguel Artola Blanco   +2 more
wiley   +1 more source

Does green credit promote real economic development? Dual empirical evidence of scale and efficiency. [PDF]

PLoS One
Jiang S, Yuan X.
europepmc   +1 more source

Research on systemic risk of China's bank-asset bipartite network. [PDF]

Heliyon
Fan H, Hu C.
europepmc   +1 more source

Financing pathways for the ageing industry: mitigating risks in older adult care investment. [PDF]

Front Public Health
Na L, Zesheng L, Tong P.
europepmc   +1 more source

Advancing financial resilience: A systematic review of default prediction models and future directions in credit risk management. [PDF]

Heliyon
Alvi J, Arif I, Nizam K.
europepmc   +1 more source

BUSINESS CYCLE AND BANK LOAN PORTFOLIO PERFORMANCE: EMPIRICAL EVIDENCE FROM BRAZILIAN BANKS

, 2011
Jung Chik Park
openalex   +1 more source

The analysis of credit governance in the digital economy development under artificial neural networks.

Heliyon
Huang Z, Xu Z, Wang X, Xu Z.
europepmc   +1 more source

Portfolio Credit Risk Modelling for a Canadian SME Loans Portfolio

openaire   +1 more source

A Note on Hedging a Loan Portfolio [PDF]

, 2003
In the framework of the industrial economics approach to banking we extend the analysis of hedging against default on loans to the case of two types of credit risk. Standard results on the optimal hedge volume and the hedging effectivity from the single?risk case are shown to carry over to the portfolio case in a non?trivial but intuitive way.
Udo Broll, Peter Welzel
openaire   +4 more sources

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Portfolio Diversification in Concentrated Bond and Loan Portfolios

SSRN Electronic Journal, 2015
I develop an algorithm to approximate the loss rate distribution for fixed income portfolios with obligor concentrations. The approximation requires no advanced mathematics or statistics, only the summation of large exposures and the evaluation of binomial probabilities.
openaire   +2 more sources