Results 71 to 80 of about 690,612 (290)
Inward Versus Outward Growth Orientation in the Presence of Country Risk [PDF]
The purpose of this paper is to model the role of trade dependency in determining the access of a developing economy to the international credit market, and its desirable growth strategy.
Joshua Aizenman
core
Competition Policy and Agribusiness in the Biden Administration
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Biden Administration pursued a set of ambitious competition policy initiatives in agriculture and agribusiness, primarily aimed at livestock and poultry supply chains, farm inputs, and food retailing. The initiatives included expanded antitrust enforcement; new US Department of Agriculture (USDA) contract regulations requiring poultry ...
James M. MacDonald
wiley +1 more source
Semi-analytic pricing formulas for basket credit-linked notes with and without counterparty risks
Systems Science & Control Engineering, 2020 This paper discusses the pricing of basket credit linked notes (BCLN) under the reduced model. Three types of BCLNs are discussed: the first, the second and the mth-to-default BCLNs with and without counterparty risks.
Yongzeng Lai +3 more
doaj +1 more source
Managing Credit Risk with Credit and Macro Derivatives [PDF]
The industrial organization approach to the microeconomics of banking augmented by uncertainty and risk aversion is used to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large commercial bank.
Gerhard Schweimayer +2 more
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Dependent Dirichlet Process Rating Model (DDP-RM) [PDF]
, 2013 Typical IRT rating-scale models assume that the rating category threshold parameters are the same over examinees. However, it can be argued that many rating data sets violate this assumption. To address this practical psychometric problem, we introduce a
Fujimoto, Ken Akira, Karabatsos, George
core
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT In recent decades, agriculture has become increasingly concentrated through horizontal mergers and acquisitions via corporate entities, and policy makers are concerned this will be exacerbated by the aging population of farm operators. To reduce market concentration in agriculture, many states have enacted policies to entice new prospective ...
Justin M. Ross +2 more
wiley +1 more source
An application to credit risk of a hybrid Monte Carlo-Optimal quantization method [PDF]
In this paper we use a hybrid Monte Carlo-Optimal quantization method to approximate the conditional survival probabilities of a firm, given a structural model for its credit defaul, under partial information.
Abass Sagna, Giorgia Callegaro
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Measuring measuring: Toward a theory of proficiency with the Constructing Measures framework [PDF]
, 2009 This paper is relevant to measurement educators who are interested in the variability of understanding and use of the four building blocks in the Constructing Measures framework (Wilson, 2005).
Draney, K, Duckor, Brent M, Wilson, M
core +1 more source
Generalized Partially Linear Additive Models for Credit Scoring
Korean Journal of Applied Statistics, 2011 Credit scoring is an objective and automatic system to assess the credit risk of each customer. The logistic regression model is one of the popular methods of credit scoring to predict the default probability; however, it may not detect possible nonlinear features of predictors despite the advantages of interpretability and low computation cost.
Ju-Hyun Shim, Young-K. Lee
openaire +1 more source
Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley +4 more
wiley +1 more source