Results 271 to 280 of about 331,204 (283)

Macroeconomic Factors and Insurer Rating Transitions

SSRN Electronic Journal, 2010
This paper examines macroeconomic factors and their relationship to property-liability insurer rating transitions. We find that intensities of insurer rating upgrades and downgrades are significantly related to macroeconomic and market covariates. In particular, controlling for firm-specific characteristics including rating history, firm size, business
Yuling Wang, James M. Carson
openaire   +1 more source

Antidumping Procedures and Macroeconomic Factors

2006
This paper aims at extending some recent publications about the relationship between antidumping filings and macroeconomic factors by comparing the United States (US) and the European Union (EU), two major users of antidumping procedures. Results of our estimations confirm that the exchange rate exerts a similar influence in the two countries ...
Mustapha Sadni Jallab, René Sandretto, Monnet Gbakou   +2 more
openaire   +1 more source

Macroeconomic factors in interest rate modelling

2020
Diese Masterarbeit beschäftigt sich mit Zinsstruktur-Modellen die makroökonomische Faktoren integrieren und geeignet sind für die Anwendung im Schulden-und Risikomanagements eines Staates. Dabei sind die Hauptanforderungen eine solide Modellierung und Prognose von Zinsstrukturdynamiken als auch eine Beschreibung der Interaktionen mit den ...
openaire   +1 more source

Endogenously Clustered Factor Approach to Macroeconomics

2012
This dissertation constructs a novel factor approach to study the comovements of macroeconomic variables and introduces its two practical applications. Factor models have become useful tools for studying international business cycles. Block factor models can be especially useful as the zero restrictions on the loadings of some factors may provide some ...
openaire   +1 more source

The macroeconomic factors

2019
Aldo Ferrer, Maria-Ines Alvarez, Nick Caistor   +2 more
openaire   +1 more source

Stock market volatility and macroeconomic factors

2020
51
openaire   +1 more source

Dose Macroeconomic Factors Influence Cryptocurrencies Return?

SSRN Electronic Journal, 2020
Kei Nakagawa, Ryuta Sakemoto
openaire   +1 more source

Credit Loss Analysis of Macroeconomic Factor

Advances in Economics, Management and Political Sciences
This paper analyzes credit loss under different LTV/DTI settings. By running various macroeconomic variables from current and previous periods, a VAR model simulates 360,000 scenarios with different LTV/DTI pairs over 360 periods. Using a cutoff, the research determines how many scenarios present a high risk of default and examines whether this aligns ...
openaire   +1 more source

Macroeconomic fluctuations and equilibrium discount factors

International Advances in Economic Research, 1997
Charles Kramer, Erik Benrud
openaire   +1 more source

Macroeconomic Factor Timing

SSRN Electronic Journal
openaire   +1 more source