Results 11 to 20 of about 15,544 (308)
INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES [PDF]
International Journal of Theoretical and Applied Finance, 2011 We study the pricing of credit derivatives with asymmetric information. The managers have complete information on the value process of the firm and on the default threshold, while the investors on the market have only partial observations, especially about the default threshold.
Caroline Hillairet, Ying Jiao
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Gasoline Price Asymmetries in the Euro Zone [PDF]
SSRN Electronic Journal, 2011 This paper uses the generalized method of moments (GMM) estimation to a panel data error correction model (ECM) in order to measure the asymmetries in the transmission of shocks to input prices and exchange rate onto the wholesale and retail gasoline price respectively.
Polemis, Michail, Fotis, Panagiotis
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Price adjustment lags and their asymmetries in Vietnam [PDF]
International Journal of Economics and Business Research, 2019 Pre-print of a journal ...
Pham, Anh, Nguyen, Hoang, Nguyen, Hung
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Agriculture, 2020 As a staple food, rice has an enormous market in Bangladesh in terms of market participants and the volume of the product. As the price of rice is always a sensitive factor for producers, poor consumers and policy makers, this paper investigates market ...
Limon Deb, Yoonsuk Lee, Sang Hyeon Lee
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Asymmetry Price Transmission in Market Rice in Indonesia
JIET (Jurnal Ilmu Ekonomi Terapan), 2020 Rice price disparity at the farmer and consumer level is large. This study analyzes the movement and transmission of rice pricer at the producer and consumer level between regions in Indonesia.
Tanti Novianti +2 more
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The Effect of Dividend Payments and Bad News Hoarding on Stock Price Crash Risk with an Emphasis on Information Asymmetry [PDF]
بررسیهای حسابداری و حسابرسی, 2017 This study examines the impact of dividend payments and bad news hoarding on stock price crash risk with an emphasis on information asymmetry. In this regard, 123 companies were selected for the period of 2009-2014.
Younes Badavar Nahandi +1 more
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Agriculture, 2022 The abolition of the milk quota system in April 2015 has implied a transition towards a new “system” in which non-policy and non-EU elements have become important drivers of the EU dairy market.
Roel Jongeneel, Ana Gonzalez-Martinez
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An empirical analysis of pork price fluctuations in China with the autoregressive conditional heteroscedasticity model [PDF]
Ciência Rural, 2023 : Pork price fluctuations are closely related to the national economy and people’s livelihoods in China. Based on the monthly pork price fluctuations in China from January 2011 to August 2022, this study uses ARCH family models to assess the ...
Ting Jin, Lei Li
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Inflation and Relative Price Asymmetry [PDF]
SSRN Electronic Journal, 2004 By placing store-level price data into bivariate Structural VAR models of inflation and relative price asymmetry, this study evaluates the quantitative importance of idiosyncratic pricing shocks in short-run aggregate price change dynamics. Robustly to alternative definitions of the relative price, identification schemes dictated by two-sided (S,s ...
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The Impact of Economic Policy Uncertainty on Stock Price Crash Risk with Information Asymmetry as a Moderating Variable: Evidence from Egyptian Exchange [PDF]
MSA-Management Sciences JournalThis study investigates the dynamic relationship between economic policy uncertainty (EPU), information asymmetry, and stock price crash risk on the Egyptian Exchange (EGX).
Osama Wagdi +2 more
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